5 papers · 1 filter
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…
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…
Asymptotic-preserving approximations for stochastic incompressible viscous fluids and SPDEs on graph
Jianbo Cui, Derui Sheng
The long-term dynamics of particles involved in an incompressible flow with a small viscosity () and slow chemical reactions, is depicted by a class of stochastic reaction-di…