6 citations · 7 across the 4 of their papers we have counts for
4 papers
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…
Numerical Ergodicity and Optimal Strong Error Estimates for a Class of Novel Tamed Schemes to Superlinear SPDEs
Zhihui Liu, Jie Shen
We construct a class of novel tamed schemes for superlinear stochastic partial differential equations (SPDEs), including the stochastic Allen--Cahn equation driven by either multip…
Error estimate of a consistent splitting GSAV scheme for the Navier-Stokes equations
Xiaoli Li, Jie Shen
We carry out a rigorous error analysis of the first-order semi-discrete (in time) consistent splitting scheme coupled with a generalized scalar auxiliary variable (GSAV) approach f…
Error estimates and blow-up analysis of a finite-element approximation for the parabolic-elliptic Keller-Segel system
Wenbin Chen, Qianqian Liu, Jie Shen
The Keller-Segel equations are widely used for describing chemotaxis in biology. Recently, a new fully discrete scheme for this model was proposed in [46], mass conservation, posit…