3 citations · 4 across the 8 of their papers we have counts for
8 papers
Long-time Behaviour of DLRA for SDEs
Jianhai Bao, Haitao Wang, Yue Wu
We study dynamical orthogonal (DO) approximations of stochastic differential equations and investigate their long-time behaviour. The DO formulation represents the solution by a lo…
Drift-Randomized Milstein-Galerkin Finite Element Method for Semilinear Stochastic Evolution Equations
Xiao Qi, Yue Wu, Yubin Yan
Kruse and Wu [Math. Comp. 88 (2019) 2793--2825] proposed a fully discrete randomized Galerkin finite element method for semilinear stochastic evolution equations (SEEs) driven by a…
Randomised Euler-Maruyama Method for SDEs with Hölder Continuous Drift Coefficient Driven by -stable Lévy Process
Jianhai Bao, Haitao Wang, Yue Wu +1
In this paper, we examine the performance of randomised Euler-Maruyama (EM) method for additive time-inhomogeneous SDEs with an irregular drift driven by symmetric -table proces…
Mechanochemical feedback drives complex inertial dynamics in active solids
Siddhartha Sarkar, Biswarup Ash, Yueyang Wu +3
Active solids combine internal active driving with elasticity to realize states with nonequilibrium mechanics and autonomous motion. They are often studied in overdamped settings,…
Explicit positivity preserving numerical method for linear stochastic volatility models driven by -stable process
Xiaotong Li, Wei Liu, Xuerong Mao +2
In this paper, we introduce a linear stochastic volatility model driven by -stable processes, which admits a unique positive solution. To preserve positivity, we modify the clas…
Randomised Euler-Maruyama method for SDEs with Hölder continuous drift coefficient
Jianhai Bao, Yue Wu
In this paper, we examine the performance of randomised Euler-Maruyama (EM) method for additive time-inhomogeneous SDEs with an irregular drift. In particular, the drift is assumed…
The random periodic solutions for McKean-Vlasov stochastic differential equations
Jianhai Bao, Goncalo Dos Reis, Yue Wu
In this paper, we study well-posedness of random periodic solutions of stochastic differential equations (SDEs) of McKean-Vlasov type driven by a two-sided Brownian motion, where t…
Topological Origin of Floquet Thermalization in Periodically Driven Many-body Systems
Hao-Yue Qi, Yue Wu, Wei Zheng
Floquet engineering is a powerful manipulation method in modern quantum technology. However, unwanted heating is the main challenge of Floquet engineering, therefore the Floquet th…