5 citations · 9 across the 3 of their papers we have counts for
5 papers
Approximation of the invariant measure for stochastic Allen-Cahn equation via an explicit fully discrete scheme
Yibo Wang, Wanrong Cao
In this paper we propose an explicit fully discrete scheme to numerically solve the stochastic Allen-Cahn equation. The spatial discretization is done by a spectral Galerkin method…
Strong convergence of a fully discrete scheme for stochastic Burgers equation with fractional-type noise
Yibo Wang, Wanrong Cao
We investigate numerical approximations for the stochastic Burgers equation driven by an additive cylindrical fractional Brownian motion with Hurst parameter $H \in (\frac{1}{2}, 1…
Strong convergence of an explicit full-discrete scheme for stochastic Burgers-Huxley equation
Yibo Wang, Wanrong Cao, Yanzhao Cao
The strong convergence of an explicit full-discrete scheme is investigated for the stochastic Burgers-Huxley equation driven by additive space-time white noise, which possesses bot…
Finite Difference Method for Stochastic Cahn-Hilliard Equation Driven by A Fractional Brownian Sheet
Nan Deng, Wanrong Cao
The stochastic Cahn-Hilliard equation driven by a fractional Brownian sheet provides a more accurate model for correlated space-time random perturbations. This study delves into tw…
Ergodicity and invariant measure approximation of the stochastic Cahn-Hilliard equation via an explicit fully discrete scheme
Nan Deng, Yibo Wang, Wanrong Cao
This paper investigates the stochastic Cahn-Hilliard equation (SCHE) driven by additive space-time white noise. We first refine the analytical ergodic theory by proving that the co…