5 citations · 8 across the 6 of their papers we have counts for
6 papers · 1 filter
Non-asymptotic uniform in time error bounds for new and old numerical schemes for SPDEs
Can Huang, Michela Ottobre, Gideon Simpson
We study numerical schemes for Stochastic Partial Differential Equations (SPDEs). We introduce a general method of proof of non-asymptotic uniform in time error bounds on numerical…
An efficient numerical approach for stochastic evolution PDEs driven by random diffusion coefficients and multiplicative noise
X. Qi, M. Azaiez, C. Huang +1
In this paper, we investigate the stochastic evolution equations (SEEs) driven by -Whittle-Matrn (W-M) random diffusion coefficient field and -Wiener m…
Strong convergence rates of a fully discrete scheme for nonlinear stochastic partial differential equations with non-globally Lipschitz coefficients driven by multiplicative noise
Can Huang, Jie Shen
We consider a fully discrete scheme for nonlinear stochastic partial differential equations with non-globally Lipschitz coefficients driven by multiplicative noise in a multi-dimen…
An accurate spectral method for Maxwell equations in Cole-Cole dispersive media
Can Huang, Li-lian Wang
In this paper, we propose an accurate numerical means built upon a spectral-Galerkin method in spatial discretization and an enriched multi-step spectral-collocation approach in te…
Well-Conditioned Fractional Collocation Methods Using Fractional Birkhoff Interpolation Basis
Yujian Jiao, Li-Lian Wang, Can Huang
The purpose of this paper is twofold. Firstly, we provide explicit and compact formulas for computing both Caputo and (modified) Riemann-Liouville (RL) fractional pseudospectral di…
Spectral method for substantial fractional differential equations
Can Huang, Qingshuo Song, Zhimin Zhang
In this paper, a non-polynomial spectral Petrov-Galerkin method and associated collocation method for substantial fractional differential equations (FDEs) are proposed, analyzed, a…