8 citations · 26 across the 16 of their papers we have counts for
16 papers
Numerical integration of stochastic contact Hamiltonian systems via stochastic Herglotz variational principle
Qingyi Zhan, Jinqiao Duan, Xiaofan Li +1
In this work we construct a stochastic contact variational integrator and its discrete version via stochastic Herglotz variational principle for stochastic contact Hamiltonian syst…
Symplectic method for Hamiltonian stochastic differential equations with multiplicative Lévy noise in the sense of Marcus
Qingyi Zhan, Jinqiao Duan, Xiaofan Li +1
A class of Hamiltonian stochastic differential equations with multiplicative Lévy noise in the sense of Marcus, and the construction and numerical implementation methods of symplec…
Symplectic Euler scheme for Hamiltonian stochastic differential equations driven by Levy noise
Qingyi Zhan, Jinqiao Duan, Xiaofan Li
This paper proposes a general symplectic Euler scheme for a class of Hamiltonian stochastic differential equations driven by Lvy noise in the sense of Marcus form. The c…
Most probable dynamics of a genetic regulatory network under stable Lévy noise
Xiaoli Chen, Fengyan Wu, Jinqiao Duan +2
Numerous studies have demonstrated the important role of noise in the dynamical behaviour of a complex system. The most probable trajectories of nonlinear systems under the influen…
Most Probable Evolution Trajectories in a Genetic Regulatory System Excited by Stable Lévy Noise
Xiujun Cheng, Hui Wang, Xiao Wang +2
We study the most probable trajectories of the concentration evolution for the transcription factor activator in a genetic regulation system, with non-Gaussian stable Lévy noise in…
Fokker-Planck equation driven by asymmetric Lévy motion
Xiao Wang, Wenpeng Shang, Xiaofan Li +2
Non-Gaussian Lévy noises are present in many models for understanding underlining principles of physics, finance, biology and more. In this work, we consider the Fokker-Planck equa…