4 papers · 1 filter
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…