8 papers
Quantitative asymptotic error analysis and Richardson extrapolation for exponential Euler approximations of stochastic wave equations
Jianbo Cui, Diancong Jin, Huagui Liu +1
We establish quantitative weak convergence for the joint terminal law of the solution to a stochastic wave equation and the normalized error of its exponential Euler approximation.…
Asymptotic preservation of an exponential Euler method under Hamiltonian fast advection with multiple critical points
Jianbo Cui, Guozhen Li, Derui Sheng
We establish the asymptotic-preserving property of the exponential Euler method for stochastic reaction-diffusion-advection equations in under fast Hamiltonian advect…
Structure-Preserving Dynamical Low-Rank Approximations for Stochastic Vlasov--Poisson Equations
Jianbo Cui, Carmela Scalone
We develop structure-preserving dynamical low-rank methods for stochastic Vlasov--Poisson equations with transport noise. We first derive continuous low-rank evolution equations th…
A scalar auxiliary variable-based semi-implicit scheme for stochastic Cahn--Hilliard equation
Jianbo Cui, Jie Shen, Derui Sheng +1
In this paper, we present a novel semi-implicit numerical scheme for the stochastic Cahn--Hilliard equation driven by multiplicative noise. By reformulating the original equation i…
Large and moderate deviation principles for stochastic partial differential equation on graph
Jianbo Cui, Derui Sheng
In this paper, we study large and moderate deviation principles for stochastic partial differential equations (SPDEs) on metric graphs and their associated multiscale models via th…
A dynamic domain semi-Lagrangian method for stochastic Vlasov equations
Jianbo Cui, Derui Sheng, Chenhui Zhang +1
We propose a dynamic domain semi-Lagrangian method for stochastic Vlasov equations driven by transport noises, which arise in plasma physics and astrophysics. This method combines…
Improving Numerical Error Bounds Near Sharp Interface Limit for Stochastic Reaction-Diffusion Equations
Jianbo Cui, Feng-Yu Wang
In the study of geometric surface evolutions, stochastic reaction-diffusion equation provides a powerful tool for capturing and simulating complex dynamics. A critical challenge in…
Asymptotic-preserving approximations for stochastic incompressible viscous fluids and SPDEs on graph
Jianbo Cui, Derui Sheng
The long-term dynamics of particles involved in an incompressible flow with a small viscosity () and slow chemical reactions, is depicted by a class of stochastic reaction-dif…