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