Xinjie Dai

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Person:1986534


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!

PublicationDate of PublicationType
A positivity preserving Milstein-type method for stochastic differential equations with positive solutions
Journal of Computational and Applied Mathematics
2024-07-15Paper
A sharp error estimate of Euler‐Maruyama method for stochastic Volterra integral equations
Mathematical Methods in the Applied Sciences
2023-11-16Paper
Error analysis of numerical methods on graded meshes for stochastic Volterra equations
 
2023-08-31Paper
Singular stochastic Volterra integral equations with Mittag–Leffler kernels: well-posedness and strong convergence of θ-Maruyama method
International Journal of Computer Mathematics
2023-07-03Paper
Fast \(\theta\)-Maruyama scheme for stochastic Volterra integral equations of convolution type: mean-square stability and strong convergence analysis
Computational and Applied Mathematics
2023-03-31Paper
Stochastic fractional integro-differential equations with weakly singular kernels: well-posedness and Euler-Maruyama approximation
Discrete and Continuous Dynamical Systems. Series B
2022-10-25Paper
scientific article; zbMATH DE number 7594708 (Why is no real title available?)
 
2022-09-29Paper
Superconvergence of discontinuous Galerkin method for neutral delay differential equations
International Journal of Computer Mathematics
2022-02-18Paper
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
2022-02-16Paper
Strong convergence of the split-step \(\theta\) method for neutral stochastic delay differential equations
 
2020-10-27Paper
A note on Euler method for the overdamped generalized Langevin equation with fractional noise
Applied Mathematics Letters
2020-10-08Paper
Lévy-driven stochastic Volterra integral equations with doubly singular kernels: existence, uniqueness, and a fast EM method
Advances in Computational Mathematics
2020-04-08Paper
Numerical solutions of nonautonomous stochastic delay differential equations by discontinuous Galerkin methods
Journal of Computational Mathematics
2020-01-22Paper
Well-posedness and EM approximations for non-Lipschitz stochastic fractional integro-differential equations
Journal of Computational and Applied Mathematics
2019-06-20Paper
Stability analysis of discontinuous Galerkin method for stiff Volterra functional differential equations
Journal of Mathematical Analysis and Applications
2019-05-10Paper


Research outcomes over time


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