Xinjie Dai

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Weak convergence rate of positivity-preserving truncated Euler-Maruyama method for multi-dimensional stochastic differential equations with positive solutions BIT	2026-04-01	Paper
Mittag-Leffler Euler-Maruyama method for linear stochastic Volterra integral equations with weakly singular kernels Journal of Applied Analysis and Computation	2026-02-10	Paper
A positivity preserving Milstein-type method for stochastic differential equations with positive solutions Journal of Computational and Applied Mathematics	2024-07-15	Paper
A sharp error estimate of Euler‐Maruyama method for stochastic Volterra integral equations Mathematical Methods in the Applied Sciences	2023-11-16	Paper
Error analysis of numerical methods on graded meshes for stochastic Volterra equations	2023-08-31	Paper
Singular stochastic Volterra integral equations with Mittag–Leffler kernels: well-posedness and strong convergence of <i>θ</i>-Maruyama method International Journal of Computer Mathematics	2023-07-03	Paper
Fast -Maruyama scheme for stochastic Volterra integral equations of convolution type: mean-square stability and strong convergence analysis Computational and Applied Mathematics	2023-03-31	Paper
Stochastic fractional integro-differential equations with weakly singular kernels: well-posedness and Euler-Maruyama approximation Discrete and Continuous Dynamical Systems. Series B	2022-10-25	Paper
Convergence and stability of the canonical EM splitting method for nonautonomous stiff stochastic differential equations	2022-09-29	Paper
Superconvergence of discontinuous Galerkin method for neutral delay differential equations International Journal of Computer Mathematics	2022-02-18	Paper
Optimal Convergence Rate of \theta--Maruyama Method for Stochastic Volterra Integro-Differential Equations with Riemann--Liouville Fractional Brownian Motion Advances in Applied Mathematics and Mechanics	2022-02-16	Paper
Strong convergence of the split-step method for neutral stochastic delay differential equations	2020-10-27	Paper
A note on Euler method for the overdamped generalized Langevin equation with fractional noise Applied Mathematics Letters	2020-10-08	Paper
Lévy-driven stochastic Volterra integral equations with doubly singular kernels: existence, uniqueness, and a fast EM method Advances in Computational Mathematics	2020-04-08	Paper
Numerical solutions of nonautonomous stochastic delay differential equations by discontinuous Galerkin methods Journal of Computational Mathematics	2020-01-22	Paper
Well-posedness and EM approximations for non-Lipschitz stochastic fractional integro-differential equations Journal of Computational and Applied Mathematics	2019-06-20	Paper
Stability analysis of discontinuous Galerkin method for stiff Volterra functional differential equations Journal of Mathematical Analysis and Applications	2019-05-10	Paper

Research outcomes over time

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