12 citations · 13 across the 9 of their papers we have counts for
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Structure-Preserving Implicit Runge-Kutta Methods for Stochastic Poisson Systems with Multiple Noises
Liying Zhang, Fenglin Xue, Lijin Wang
In this paper, we propose the diagonal implicit Runge-Kutta methods and transformed Runge-Kutta methods for stochastic Poisson systems with multiple noises. We prove that the first…
Structure-preserving numerical methods for stochastic Poisson systems
Jialin Hong, Jialin Ruan, Liying Sun +1
We propose a class of numerical integration methods for stochastic Poisson systems (SPSs) of arbitrary dimensions. Based on the Darboux-Lie theorem, we transform the SPSs to their…
Exponential Discrete Gradient Schemes for Stochastic Differential Equations
Jialin Ruan, Lijin Wang
In this paper, we propose a class of stochastic exponential discrete gradient schemes for SDEs with linear and gradient components in the coefficients. The root mean-square errors…
Symplectic methods based on Pad approximation for some stochastic Hamiltonian systems
Liying Sun, Lijin Wang
In this article, we introduce a kind of numerical schemes, based on Pad approximation, for two stochastic Hamiltonian systems which are treated separately. For the linea…
Effective Computation of Stochastic Protein Kinetic Equation by Reducing Stiffness via Variable Transformation
Lijin Wang
The stochastic protein kinetic equations can be stiff for certain parameters, which makes their numerical simulation rely on very small time step sizes, resulting in large computat…
Modified equations for weak stochastic symplectic schemes via their generating functions
Lijin Wang, Jialin Hong
In this paper, a systematic approach of constructing modified equations for weak stochastic symplectic methods of stochastic Hamiltonian systems is given via using the generating f…
Near Preservation of Quadratic Invariants by Stochastic Runge-Kutta Methods
Jialin Hong, Lijin Wang, Dongsheng Xu +1
Based on the combinatory theory of rooted colored trees, we investigate the conditions for the explicit stochastic Runge-Kutta (SRK) methods to preserve quadratic invariants (QI) u…