63 citations · 585 across the 80 of their papers we have counts for
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math.NA2015★ 13 cited
Well-posedness and Finite Element Approximations for Elliptic SPDEs with Gaussian Noises
Yanzhao Cao, Jialin Hong, Zhihui Liu
The paper studies the well-posedness and optimal error estimates of spectral finite element approximations for the boundary value problems of semi-linear elliptic SPDEs driven by w…
math.NA2015
Approximation of Invariant Measure for Damped Stochastic Nonlinear Schrödinger Equation via an Ergodic Numerical Scheme
Chuchu Chen, Jialin Hong, Xu Wang
In order to inherit numerically the ergodicity of the damped stochastic nonlinear Schrödinger equation with additive noise, we propose a fully discrete scheme, whose spatial direct…
math.NA2015★ 35 cited
Finite element approximations for second order stochastic differential equation driven by fractional Brownian motion
Yanzhao Cao, Jialin Hong, Zhihui Liu
We consider finite element approximations for a one dimensional second order stochastic differential equation of boundary value type driven by a fractional Brownian motion with Hur…