63 citations · 585 across the 80 of their papers we have counts for
9 papers · 1 filter
Stochastic K-symplectic integrators for stochastic non-canonical Hamiltonian systems and applications to the Lotka--Volterra model
Jialin Hong, Lihai Ji, Xu Wang +1
We give a theoretical framework of stochastic non-canonical Hamiltonian systems as well as their modified symplectic structure which is named stochastic K-symplectic structure. The…
Strong convergence rate of Runge--Kutta methods and simplified step- Euler schemes for SDEs driven by fractional Brownian motions
Jialin Hong, Chuying Huang, Xu Wang
This paper focuses on the strong convergence rate of both Runge--Kutta methods and simplified step- Euler schemes for stochastic differential equations driven by multi-dimension…
Analysis of A Splitting Scheme for Damped Stochastic Nonlinear Schrödinger Equation with Multiplicative Noise
Jianbo Cui, Jialin Hong
In this paper, we investigate the damped stochastic nonlinear Schrödinger(NLS) equation with multiplicative noise and its splitting-based approximation. When the damped effect is l…
Optimal Regularity of Stochastic Evolution Equations in M-type 2 Banach Spaces
Jialin Hong, Chuying Huang, Zhihui Liu
In this paper, we prove the well-posedness and op- timal trajectory regularity for the solution of stochastic evolution equations driven by general multiplicative noises in marting…
Well-posedness and Optimal Regularity of Stochastic Evolution Equations with Multiplicative Noises
Jialin Hong, Zhihui Liu
In this paper, we establish the well-posedness and optimal trajectory regularity for the solution of stochastic evolution equations with generalized Lipschitz-type coefficients dri…
Symplectic Runge-Kutta Methods for Hamiltonian Systems Driven by Gaussian Rough Paths
Jialin Hong, Chuying Huang, Xu Wang
We consider Hamiltonian systems driven by multi-dimensional Gaussian processes in rough path sense, which include fractional Brownian motions with Hurst parameter .…
Convergence analysis of a symplectic semi-discretization for stochastic NLS equation with quadratic potential
Jialin Hong, Lijun Miao, Liying Zhang
In this paper, we investigate the convergence in probability of a stochastic symplectic scheme for stochastic nonlinear Schrödinger equation with quadratic potential and an additiv…
High order conformal symplectic and ergodic schemes for stochastic Langevin equation via generating functions
Jialin Hong, Liying Sun, Xu Wang
In this paper, we consider the stochastic Langevin equation with additive noises, which possesses both conformal symplectic geometric structure and ergodicity. We propose a methodo…
Strong Convergence Rate of Splitting Schemes for Stochastic Nonlinear Schrödinger Equations
Jianbo Cui, Jialin Hong, Zhihui Liu +1
We prove the optimal strong convergence rate of a fully discrete scheme, based on a splitting approach, for a stochastic nonlinear Schrödinger (NLS) equation. The main novelty of o…