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20142018
most citedProjection methods for stochastic differential equations with conserved quantities

25 citations · 30 across the 10 of their papers we have counts for

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9 papers · 1 filter

math.NA2018★ 2 cited

Parareal exponential -scheme for longtime simulation of stochastic Schrödinger equations with weak damping

Jialin Hong, Xu Wang, Liying Zhang

A parareal algorithm based on an exponential -scheme is proposed for the stochastic Schrödinger equation with weak damping and additive noise. It proceeds as a two-level tempora…

math.NA2017

Convergence analysis of a symplectic semi-discretization for stochastic NLS equation with quadratic potential

Jialin Hong, Lijun Miao, Liying Zhang

In this paper, we investigate the convergence in probability of a stochastic symplectic scheme for stochastic nonlinear Schrödinger equation with quadratic potential and an additiv…

math.NA2016

Parareal algorithms applied to stochastic differential equations with conserved quantities

Liying Zhang, Weien Zhou, Lihai ji

In this papers, we couple the parareal algorithm with projection methods of the trajectory on a specific manifold, defined by the preservation of some conserved quantities of the d…

math.NA2016★ 1 cited

Numerical Analysis on Ergodic Limit of Approximations for Stochastic NLS Equation via Multi-symplectic Scheme

Jialin Hong, Xu Wang, Liying Zhang

We consider a finite dimensional approximation of the stochastic nonlinear Schrödinger equation driven by multiplicative noise, which is derived by applying a symplectic method to…

math.NA2016★ 25 cited

Projection methods for stochastic differential equations with conserved quantities

Weien Zhou, Liying Zhang, Jialin Hong +1

In this paper, we consider the numerical methods preserving single or multiple conserved quantities, and these methods are able to reach high order of strong convergence simultaneo…

math.NA2014

Preservation of Physical Properties of Stochastic Maxwell Equations with Additive Noise via Stochastic Multi-symplectic Methods

Chuchu Chen, Jialin Hong, Liying Zhang

Stochastic Maxwell equations with additive noise are a system of stochastic Hamiltonian partial differential equations intrinsically, possessing the stochastic multi-symplectic con…

math.NA2014

Multi-symplectic Preserving Integrator for the Schrödinger Equation with Wave Operator

Linghua Kong, Lan Wang, Liying Zhang

In the article, we discuss the conservation laws for the nonlinear Schrödinger equation with wave operator under multisymplectic integrator (MI). First, the conservation laws of th…

math.NA2014

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…

math.NA2014★ 1 cited

Energy-conserving method for Stochastic Maxwell Equations with Multiplicative Noise

Jialin Hong, Lihai Ji, Liying Zhang +1

In this paper, it is shown that three-dimensional stochastic Maxwell equations with multiplicative noise are stochastic Hamiltonian partial differential equations possessing a geom…