5 papers
A regularized truncated finite element method for degenerate parabolic stochastic PDE on non-compact graph
Jianbo Cui, Mihály Kovács, Derui Sheng
We study the numerical approximation of a class of degenerate parabolic stochastic partial differential equations on non-compact metric graphs, which naturally arise in the asympto…
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…
Large and moderate deviation principles for stochastic partial differential equation on graph
Jianbo Cui, Derui Sheng
In this paper, we study large and moderate deviation principles for stochastic partial differential equations (SPDEs) on metric graphs and their associated multiscale models via th…
Superiority Of Symplectic Methods For Stochastic Hamiltonian System Via Asymptotic Error Distribution
Jialin Hong, Ge Liang, Derui Sheng
The superiority of symplectic methods for stochastic Hamiltonian systems has been widely recognized, yet the probabilistic mechanism behind this superiority remains incompletely un…
A dynamic domain semi-Lagrangian method for stochastic Vlasov equations
Jianbo Cui, Derui Sheng, Chenhui Zhang +1
We propose a dynamic domain semi-Lagrangian method for stochastic Vlasov equations driven by transport noises, which arise in plasma physics and astrophysics. This method combines…