| Publication | Date of Publication | Type |
|---|
Long-time dynamics of stochastic wave equation with dissipative damping and its full discretization: exponential ergodicity and strong law of large numbers
(available as arXiv preprint) | N/A | Paper |
Long-time weak convergence analysis of a semi-discrete scheme for stochastic Maxwell equations
(available as arXiv preprint) | N/A | Paper |
Longtime behaviors of \theta-Euler-Maruyama method for stochastic functional differential equations
(available as arXiv preprint) | N/A | Paper |
Superiority of stochastic symplectic methods via the law of iterated logarithm
(available as arXiv preprint) | N/A | Paper |
Random attractors and almost-sure stability under discretization of a stochastic autoparametric system
(available as arXiv preprint) | 2026-08-29 | Paper |
The stochastic scalar auxiliary variable approach for stochastic nonlinear Klein-Gordon equation
Stochastics and Partial Differential Equations. Analysis and Computations | 2026-08-24 | Paper |
Optimal strong convergence rate of spectral Galerkin exponential Euler scheme for parabolic SPDEs
CSIAM Transactions on Applied Mathematics | 2026-07-21 | Paper |
Effects of random dispersion and driving noise on logarithmic Schrödinger equation via regularized approximation
Journal of Differential Equations | 2026-05-08 | Paper |
Densities of stochastic functional differential equation and its discretizations
Journal of Differential Equations | 2026-02-19 | Paper |
Fully discrete schemes and L^p-strong convergence orders for the SPDE driven by Lévy noise
Journal of Computational Physics | 2026-01-20 | Paper |
Quantifying the effect of graph structure on strong Feller property of SPDEs
(available as arXiv preprint) | 2026-01-01 | Paper |
Novel physical property preserved methods for stochastic Schrödinger--KdV equation
(available as arXiv preprint) | 2026-01-01 | Paper |
Asymptotic error distributions of symplectic and non-symplectic methods for stochastic Hamiltonian system with additive noise
Discrete and Continuous Dynamical Systems | 2025-12-09 | Paper |
On numerical discretizations that preserve probabilistic limit behaviors for time-homogeneous Markov processes
Bernoulli | 2025-11-21 | Paper |
Convergence analysis for minimum action methods coupled with a finite difference method
IMA Journal of Numerical Analysis | 2025-10-15 | Paper |
Stochastic modified equations for symplectic methods applied to rough Hamiltonian systems
IMA Journal of Numerical Analysis | 2025-10-15 | Paper |
Order of convergence of splitting schemes for deterministic/stochastic Gross-Pitaevskii equations with rotating angular momentum
Journal of Scientific Computing | 2025-08-21 | Paper |
A new class of splitting methods that preserve ergodicity and exponential integrability for the stochastic Langevin equation
SIAM Journal on Numerical Analysis | 2025-06-05 | Paper |
LRBF-based energy-conserving time splitting schemes for the 2D Maxwell equations
Communications in Nonlinear Science and Numerical Simulation | 2025-04-30 | Paper |
Strong convergence of adaptive time-stepping schemes for the stochastic Allen-Cahn equation
IMA Journal of Numerical Analysis | 2025-04-03 | Paper |
Invariant measures of stochastic Maxwell equations and ergodic numerical approximations
Journal of Differential Equations | 2025-01-15 | Paper |
Random attractor and SRB measure for stochastic Hopf bifurcation under discretization
(available as arXiv preprint) | 2025-01-01 | Paper |
The law of iterated logarithm for numerical approximation of time-homogeneous Markov process
(available as arXiv preprint) | 2025-01-01 | Paper |
Asymptotic error distribution of numerical methods for parabolic SPDEs with multiplicative noise
(available as arXiv preprint) | 2025-01-01 | Paper |
Symplectic methods for stochastic Hamiltonian systems: asymptotic error distributions and Hamiltonian-specific analysis
(available as arXiv preprint) | 2025-01-01 | Paper |
Strong convergence rate of an exponentially integrable scheme for stochastic nonlinear wave equation
Communications on Analysis and Computation | 2024-10-08 | Paper |
Density convergence of a fully discrete finite difference method for stochastic Cahn-Hilliard equation
Mathematics of Computation | 2024-06-27 | Paper |
Novel structure-preserving schemes for stochastic Klein-Gordon-Schrödinger equations with additive noise
Journal of Computational Physics | 2024-02-29 | Paper |
A splitting semi-implicit Euler method for stochastic incompressible Euler equations on 𝕋2
IMA Journal of Numerical Analysis | 2024-02-06 | Paper |
Numerical Approximations of Stochastic Maxwell Equations
Lecture Notes in Mathematics | 2024-01-27 | Paper |
Novel semi-explicit symplectic schemes for nonseparable stochastic Hamiltonian systems
(available as arXiv preprint) | 2024-01-01 | Paper |
Asymptotic error distribution of accelerated exponential Euler method for parabolic SPDEs
(available as arXiv preprint) | 2024-01-01 | Paper |
On structure preservation for fully discrete finite difference schemes of stochastic heat equation with Lévy space-time white noise
(available as arXiv preprint) | 2024-01-01 | Paper |
A new class of splitting methods that preserve ergodicity and exponential integrability for stochastic Langevin equation
(available as arXiv preprint) | 2024-01-01 | Paper |
L^p-strong convergence orders of fully discrete schemes for the SPDE driven by Lévy noise
(available as arXiv preprint) | 2024-01-01 | Paper |
Wellposedness and regularity estimates for stochastic Cahn-Hilliard equation with unbounded noise diffusion
Stochastic and Partial Differential Equations. Analysis and Computations | 2023-11-30 | Paper |
Large deviations principles for symplectic discretizations of stochastic linear Schrödinger equation
Potential Analysis | 2023-10-13 | Paper |
| Probabilistic limit behaviors of numerical discretizations for time-homogeneous Markov processes | 2023-10-12 | Paper |
| Error analysis of numerical methods on graded meshes for stochastic Volterra equations | 2023-08-31 | Paper |
| scientific article; zbMATH DE number 7696288 (Why is no real title available?) | 2023-06-15 | Paper |
| Novel structure-preserving schemes for stochastic Klein--Gordon--Schr\"odinger equations with additive noise | 2023-05-10 | Paper |
Accelerated exponential Euler scheme for stochastic heat equation: convergence rate of the density
IMA Journal of Numerical Analysis | 2023-04-12 | Paper |
| Probabilistic evolution of the error of numerical method for linear stochastic differential equation | 2023-04-04 | Paper |
CLT for approximating ergodic limit of SPDEs via a full discretization
Stochastic Processes and their Applications | 2023-02-23 | Paper |
Superiority Of Symplectic Methods For Stochastic Hamiltonian System Via Asymptotic Error Distribution
(available as arXiv preprint) | 2023-01-01 | Paper |
Error analysis of numerical methods on graded meshes for stochastic Volterra equations
(available as arXiv preprint) | 2023-01-01 | Paper |
Probabilistic limit behaviors of numerical discretizations for time-homogeneous Markov processes
(available as arXiv preprint) | 2023-01-01 | Paper |
Symplectic integration of stochastic Hamiltonian systems
Lecture Notes in Mathematics | 2022-12-20 | Paper |
| An adaptive time-stepping fully discrete scheme for stochastic NLS equation: Strong convergence and numerical asymptotics | 2022-12-04 | Paper |
| Ergodic numerical approximations for stochastic Maxwell equations | 2022-10-12 | Paper |
Stochastic differential equation with piecewise continuous arguments: Markov property, invariant measure and numerical approximation
Discrete and Continuous Dynamical Systems. Series B | 2022-10-10 | Paper |
| Convergence analysis of one-point large deviations rate functions of numerical discretizations for stochastic wave equations with small noise | 2022-09-17 | Paper |
| Semi-implicit energy-preserving numerical schemes for stochastic wave equation via SAV approach | 2022-08-29 | Paper |
Density function of numerical solution of splitting AVF scheme for stochastic Langevin equation
Mathematics of Computation | 2022-08-23 | Paper |
Three kinds of novel multi-symplectic methods for stochastic Hamiltonian partial differential equations
Journal of Computational Physics | 2022-08-05 | Paper |
Weak intermittency of stochastic heat equation under discretizations
Journal of Differential Equations | 2022-07-11 | Paper |
Optimal rate of convergence for two classes of schemes to stochastic differential equations driven by fractional Brownian motions
IMA Journal of Numerical Analysis | 2022-05-17 | Paper |
Energy-preserving fully-discrete schemes for nonlinear stochastic wave equations with multiplicative noise
Journal of Computational Physics | 2022-05-03 | Paper |
Positivity-preserving symplectic methods for the stochastic Lotka-Volterra predator-prey model
BIT | 2022-04-28 | Paper |
Energy and quadratic invariants preserving (EQUIP) multi-symplectic methods for Hamiltonian wave equations
Journal of Computational Physics | 2022-04-11 | Paper |
Influence of numerical discretizations on hitting probabilities for linear stochastic parabolic systems
Journal of Complexity | 2022-04-04 | Paper |
Optimal Hölder continuity and hitting probabilities for SPDEs with rough fractional noises
Journal of Mathematical Analysis and Applications | 2022-03-23 | Paper |
| scientific article; zbMATH DE number 7485185 (Why is no real title available?) | 2022-03-07 | Paper |
| Density convergence of a fully discrete finite difference method for stochastic Cahn--Hilliard equation | 2022-03-01 | Paper |
| Convergence analysis of a finite difference method for stochastic Cahn--Hilliard equation | 2022-02-18 | Paper |
| Central limit theorem for full discretization of parabolic SPDE | 2022-02-18 | Paper |
Three kinds of novel multi-symplectic methods for stochastic Hamiltonian partial differential equations
(available as arXiv preprint) | 2022-01-20 | Paper |
Convergence analysis of a finite difference method for stochastic Cahn--Hilliard equation
(available as arXiv preprint) | 2022-01-01 | Paper |
Central limit theorem for full discretization of parabolic SPDE
(available as arXiv preprint) | 2022-01-01 | Paper |
Semi-implicit energy-preserving numerical schemes for stochastic wave equation via SAV approach
(available as arXiv preprint) | 2022-01-01 | Paper |
Convergence analysis of one-point large deviations rate functions of numerical discretizations for stochastic wave equations with small noise
(available as arXiv preprint) | 2022-01-01 | Paper |
Ergodic numerical approximations for stochastic Maxwell equations
(available as arXiv preprint) | 2022-01-01 | Paper |
Strong Convergence of Full Discretization for Stochastic Cahn--Hilliard Equation Driven by Additive Noise
SIAM Journal on Numerical Analysis | 2021-11-09 | Paper |
| Structure-preserving splitting methods for stochastic logarithmic Schr\"odinger equation via regularized energy approximation | 2021-11-08 | Paper |
Structure-Preserving Numerical Methods for Stochastic Poisson Systems
Communications in Computational Physics | 2021-11-03 | Paper |
| Strong convergence of adaptive time-stepping schemes for the stochastic Allen--Cahn equation | 2021-08-04 | Paper |
| Large deviations principles of sample paths and invariant measures of numerical methods for parabolic SPDEs | 2021-06-21 | Paper |
Energy-preserving fully-discrete schemes for nonlinear stochastic wave equations with multiplicative noise
(available as arXiv preprint) | 2021-05-31 | Paper |
Weak convergence and invariant measure of a full discretization for parabolic SPDEs with non-globally Lipschitz coefficients
Stochastic Processes and their Applications | 2021-04-27 | Paper |
Influences of Numerical Discretizations on Hitting Probabilities for Linear Stochastic Parabolic System
(available as arXiv preprint) | 2021-04-12 | Paper |
| Weak intermittency and second moment bound of a fully discrete scheme for stochastic heat equation | 2021-03-03 | Paper |
| A new efficient operator splitting method for stochastic Maxwell equations | 2021-02-21 | Paper |
| Convergence analysis for minimum action methods coupled with a finite difference method | 2021-02-08 | Paper |
Well-posedness and finite element approximations for elliptic SPDEs with Gaussian noises
Communications in Mathematical Research | 2021-01-14 | Paper |
A new efficient operator splitting method for stochastic Maxwell equations
(available as arXiv preprint) | 2021-01-01 | Paper |
Weak intermittency and second moment bound of a fully discrete scheme for stochastic heat equation
(available as arXiv preprint) | 2021-01-01 | Paper |
Large deviations principles of sample paths and invariant measures of numerical methods for parabolic SPDEs
(available as arXiv preprint) | 2021-01-01 | Paper |
Structure-preserving splitting methods for stochastic logarithmic Schrödinger equation via regularized energy approximation
(available as arXiv preprint) | 2021-01-01 | Paper |
Modified averaged vector field methods preserving multiple invariants for conservative stochastic differential equations
BIT | 2020-12-16 | Paper |
| Numerically asymptotical preservation of the large deviations principles for invariant measures of Langevin equations | 2020-09-28 | Paper |
Absolute continuity and numerical approximation of stochastic Cahn-Hilliard equation with unbounded noise diffusion
Journal of Differential Equations | 2020-09-18 | Paper |
Convergence of Density Approximations for Stochastic Heat Equation
(available as arXiv preprint) | 2020-07-25 | Paper |
| Super-convergence analysis on exponential integrator for stochastic heat equation driven by additive fractional Brownian motion | 2020-07-04 | Paper |
Optimal strong convergence rate of a backward Euler type scheme for the Cox-Ingersoll-Ross model driven by fractional Brownian motion
Stochastic Processes and their Applications | 2020-04-01 | Paper |
A review on stochastic multi-symplectic methods for stochastic Maxwell equations
Communications on Applied Mathematics and Computation | 2020-01-27 | Paper |
The probabilistic superiority of stochastic symplectic methods via large deviations principles
(available as arXiv preprint) | 2020-01-01 | Paper |
Super-convergence analysis on exponential integrator for stochastic heat equation driven by additive fractional Brownian motion
(available as arXiv preprint) | 2020-01-01 | Paper |
Numerically asymptotical preservation of the large deviations principles for invariant measures of Langevin equations
(available as arXiv preprint) | 2020-01-01 | Paper |
Strong convergence rates of semidiscrete splitting approximations for the stochastic Allen-Cahn equation
IMA Journal of Numerical Analysis | 2019-11-18 | Paper |
Parareal Exponential \theta-Scheme for Longtime Simulation of Stochastic Schrödinger Equations with Weak Damping
SIAM Journal on Scientific Computing | 2019-11-18 | Paper |
