29 citations · 140 across the 21 of their papers we have counts for
21 papers
Novel semi-explicit symplectic schemes for nonseparable stochastic Hamiltonian systems
Jialin Hong, Baohui Hou, Liying Sun
In this manuscript, we propose efficient stochastic semi-explicit symplectic schemes tailored for nonseparable stochastic Hamiltonian systems (SHSs). These semi-explicit symplectic…
Polynomial weak approximation for stochastic reaction-diffusion equations near the sharp interface limit
Jianbo Cui, Liying Sun
We study weak approximation for stochastic reaction-diffusion equations in the sharp-interface regime, where the diffuse interface thickness \(ε\) is small and the dependence of nu…
Quantifying the effect of random dispersion for logarithmic Schrödinger equation
Jianbo Cui, Liying Sun
This paper is concerned with the random effect of the noise dispersion for stochastic logarithmic Schrödinger equation emerged from the optical fibre with dispersion management. Th…
Novel structure-preserving schemes for stochastic Klein--Gordon--Schrödinger equations with additive noise
Jialin Hong, Baohui Hou, Liying Sun +1
Stochastic Klein--Gordon--Schrödinger (KGS) equations are important mathematical models and describe the interaction between scalar nucleons and neutral scalar mesons in the stocha…
Novel structure-preserving schemes for stochastic Klein--Gordon--Schrödinger equations with additive noise
Jialin Hong, Baohui Hou, Liying Sun +1
Stochastic Klein--Gordon--Schrödinger (KGS) equations are important mathematical models and describe the interaction between scalar nucleons and neutral scalar mesons in the stocha…
Semi-implicit energy-preserving numerical schemes for stochastic wave equation via SAV approach
Jianbo Cui, Jialin Hong, Liying Sun
In this paper, we propose and analyze semi-implicit numerical schemes for the stochastic wave equation (SWE) with general nonlinearity and multiplicative noise. These numerical sch…
Three kinds of novel multi-symplectic methods for stochastic Hamiltonian partial differential equations
Jialin Hong, Baohui Hou, Qiang Li +1
Stochastic Hamiltonian partial differential equations, which possess the multi-symplectic conservation law, are an important and fairly large class of systems. The multi-symplectic…
Structure-preserving splitting methods for stochastic logarithmic Schrödinger equation via regularized energy approximation
Jianbo Cui, Jialin Hong, Liying Sun
In this paper, we study two kinds of structure-preserving splitting methods, including the Lie--Trotter type splitting method and the finite difference type method, for the stochas…
Energy-preserving fully-discrete schemes for nonlinear stochastic wave equations with multiplicative noise
Jialin Hong, Baohui Hou, Liying Sun
In this paper, we focus on constructing numerical schemes preserving the averaged energy evolution law for nonlinear stochastic wave equations driven by multiplicative noise. We fi…
Stochastic logarithmic Schrodinger equations: energy regularized approach
Jianbo Cui, Liying Sun
In this paper, we prove the global existence and uniqueness of the solution of the stochastic logarithmic Schrödinger (SlogS) equation driven by additive noise or multiplicative no…
Numerically asymptotical preservation of the large deviations principles for invariant measures of Langevin equations
Jialin Hong, Diancong Jin, Derui Sheng +1
In this paper, we focus on two kinds of large deviations principles (LDPs) of the invariant measures of Langevin equations and their numerical methods, as the noise intensity $ε\to…
Structure-preserving numerical methods for stochastic Poisson systems
Jialin Hong, Jialin Ruan, Liying Sun +1
We propose a class of numerical integration methods for stochastic Poisson systems (SPSs) of arbitrary dimensions. Based on the Darboux-Lie theorem, we transform the SPSs to their…
Large deviations principles for symplectic discretizations of stochastic linear Schrödinger Equation
Chuchu Chen, Jialin Hong, Diancong Jin +1
In this paper, we consider the large deviations principles (LDPs) for the stochastic linear Schrödinger equation and its symplectic discretizations. These numerical discretizations…
Energy-preserving exponential integrable numerical method for stochastic cubic wave equation with additive noise
Jianbo Cui, Jialin Hong, Lihai Ji +1
In this paper, we present an energy-preserving exponentially integrable numerical method for stochastic wave equation with cubic nonlinearity and additive noise. We first apply the…
The probabilistic superiority of stochastic symplectic methods via large deviations principles
Chuchu Chen, Jialin Hong, Diancong Jin +1
It is well known that symplectic methods have been rigorously shown to be superior to non-symplectic ones especially in long-time computation, when applied to deterministic Hamilto…
Exponential Integrators for Stochastic Maxwell's Equations Driven by Itô Noise
David Cohen, Jianbo Cui, Jialin Hong +1
This article presents explicit exponential integrators for stochastic Maxwell's equations driven by both multiplicative and additive noises. By utilizing the regularity estimate of…
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…
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…
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…
Symplectic methods based on Pad approximation for some stochastic Hamiltonian systems
Liying Sun, Lijin Wang
In this article, we introduce a kind of numerical schemes, based on Pad approximation, for two stochastic Hamiltonian systems which are treated separately. For the linea…