63 citations · 585 across the 80 of their papers we have counts for
12 papers · 1 filter
Numerical analysis of a full discretization for stochastic Cahn--Hilliard equation driven by additive noise
Jianbo Cui, Jialin Hong, Liying Sun
In this article, we consider the stochastic Cahn--Hilliard equation driven by space-time white noise. We discretize this equation by using a spatial spectral Galerkin method and a…
Weak convergence and invariant measure of a full discretization for non-globally Lipschitz parabolic SPDE
Jianbo Cui, Jialin Hong, Liying Sun
Approximating the invariant measure and the expectation of the functionals for parabolic stochastic partial differential equations (SPDEs) with non-globally Lipschitz coefficients…
Modified averaged vector field methods preserving multiple invariants for conservative stochastic differential equations
Chuchu Chen, Jialin Hong, Diancong Jin
A novel class of conservative numerical methods for general conservative Stratonovich stochastic differential equations with multiple invariants is proposed and analyzed. These met…
Optimal Strong Convergence Rate of a Backward Euler Type Scheme for the Cox--Ingersoll--Ross Model Driven by Fractional Brownian Motion
Jialin Hong, Chuying Huang, Minoo Kamrani +1
In this paper, we investigate the optimal strong convergence rate of numerical approximations for the Cox--Ingersoll--Ross model driven by fractional Brownian motion with Hurst par…
Runge-Kutta semidiscretizations for stochastic Maxwell equations with additive noise
Chuchu Chen, Jialin Hong, Lihai Ji
The paper concerns semidiscretizations in time of stochastic Maxwell equations driven by additive noise. We show that the equations admit physical properties and mathematical struc…
Strong and weak convergence rates of finite element method for stochastic partial differential equation with non-sided Lipschitz coefficient
Jianbo Cui, Jialin Hong
Strong and weak approximation errors of a spatial finite element method are analyzed for stochastic partial differential equations(SPDEs) with one-sided Lipschitz coefficients, inc…
Strong convergence of numerical discretizations for semilinear stochastic evolution equations driven by multiplicative white noise
Jialin Hong, Chuying Huang, Zhihui Liu
For semilinear stochastic evolution equations whose coefficients are more general than the classical global Lipschitz, we present results on the strong convergence rates of numeric…
Strong convergence rates of semi-discrete splitting approximations for stochastic Allen--Cahn equation
Charles-Edouard Bréhier, Jianbo Cui, Jialin Hong
This article analyzes an explicit temporal splitting numerical scheme for the stochastic Allen-Cahn equation driven by additive noise, in a bounded spatial domain with smooth bound…
Stochastic conformal multi-symplectic method for damped stochastic nonlinear Schrodinger equation
Chuchu Chen, Jialin Hong, Lihai Ji
In this paper, we propose a stochastic conformal multi-symplectic method for a class of damped stochastic Hamiltonian partial differential equations in order to inherit the intrins…
Parareal exponential -scheme for longtime simulation of stochastic Schrödinger equations with weak damping
Jialin Hong, Xu Wang, Liying Zhang
A parareal algorithm based on an exponential -scheme is proposed for the stochastic Schrödinger equation with weak damping and additive noise. It proceeds as a two-level tempora…
Mean-square convergence of a semi-discrete scheme for stochastic nonlinear Maxwell equations
Chuchu Chen, Jialin Hong, Lihai Ji
In this paper, we propose a semi-implicit Euler scheme to discretize the stochastic nonlinear Maxwell equations with multiplicative Ito noise, which is implicit in the drift term a…
On Global Existence and Blow-up for Damped Stochastic Nonlinear Schrödinger Equation
Jianbo Cui, Jialin Hong, Liying Sun
In this paper, we consider the well-posedness of the weakly damped stochastic nonlinear Schrödinger(NLS) equation driven by multiplicative noise. First, we show the global existenc…