1 citations · 1 across the 5 of their papers we have counts for
5 papers
An explicit finite-memory scheme for approximating and sampling invariant measures of stochastic functional differential equations with infinite delay
Guozhen Li, Shan Huang, Xiaoyue Li +1
Efficient sampling and numerical approximation of invariant probability measures (IPMs) on infinite-dimensional function spaces are important problems in scientific computing. In t…
An explicit adaptive time-stepping scheme for superlinear stochastic diffusion systems
Xueqi Wen, Guozhen Li, Yuanping Cui +1
This paper develops an adaptive time-stepping Euler--Maruyama (EM) scheme for stochastic diffusion systems with superlinearly growing coefficients. The adaptive timestep is chosen…
Hybrid Stochastic Functional Differential Equations with Infinite Delay: Approximations and Numerics
Guozhen Li, Xiaoyue Li, Xuerong Mao +1
This paper is to investigate if the solution of a hybrid stochastic functional differential equation (SFDE) with infinite delay can be approximated by the solution of the correspon…
Development of numerical methods for nonlinear hybrid stochastic functional differential equations with infinite delay
Guozhen Li, Xiaoyue Li, Xuerong Mao
This paper addresses the challenging numerical simulation of nonlinear hybrid stochastic functional differential equations with infinite delays. We first propose an explicit scheme…
Refinement Checking for Multirate Hybrid ZIA
Guozheng Li, Zining Cao, Zheng Gao
A hybrid system is a dynamical system with both discrete and continuous components. In order to study the modeling and verification aspects of hybrid system, in this paper we first…