Xu Wang

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
An inverse potential problem for the stochastic diffusion equation with a multiplicative white noise	2023-12-13	Paper
An inverse source problem for the stochastic multi-term time-fractional diffusion-wave equation	2023-11-02	Paper
Inverse Random Potential Scattering for Elastic Waves	2023-06-30	Paper
Strong convergence rate of the Euler scheme for SDEs driven by additive rough fractional noises	2023-01-10	Paper
Inverse Elastic Scattering for a Random Potential	2022-09-09	Paper
An Inverse Random Source Problem for the Biharmonic Wave Equation	2022-09-01	Paper
Inverse Source Problems for the Stochastic Wave Equations: Far-Field Patterns	2022-07-26	Paper
Optimal rate of convergence for two classes of schemes to stochastic differential equations driven by fractional Brownian motions	2022-05-17	Paper
Positivity-preserving symplectic methods for the stochastic Lotka-Volterra predator-prey model	2022-04-28	Paper
An inverse source problem for the stochastic wave equation	2022-02-25	Paper
An inverse random source problem for the time fractional diffusion equation driven by a fractional Brownian motion	2021-07-14	Paper
Inverse Random Source Scattering for the Helmholtz Equation with Attenuation	2021-04-27	Paper
Regularity of distributional solutions to stochastic acoustic and elastic scattering problems	2021-04-13	Paper
Numerical solution of an inverse random source problem for the time fractional diffusion equation via PhaseLift	2021-03-15	Paper
An inverse random source problem for the one-dimensional Helmholtz equation with attenuation	2021-02-15	Paper
An Inverse Random Source Problem for Maxwell's Equations	2021-02-05	Paper
Analysis of the time-domain PML problem for Maxwell's equations in a waveguide	2020-09-19	Paper
Optimal strong convergence rate of a backward Euler type scheme for the Cox-Ingersoll-Ross model driven by fractional Brownian motion	2020-04-01	Paper
On Parareal Algorithms for Semilinear Parabolic Stochastic PDEs	2020-01-21	Paper
Parareal Exponential $\theta$-Scheme for Longtime Simulation of Stochastic Schrödinger Equations with Weak Damping	2019-11-18	Paper
Invariant measures for stochastic nonlinear Schrödinger equations. Numerical approximations and symplectic structures	2019-09-03	Paper
Symplectic Runge-Kutta methods for Hamiltonian systems driven by Gaussian rough paths	2018-05-02	Paper
High Order Conformal Symplectic and Ergodic Schemes for the Stochastic Langevin Equation via Generating Functions	2017-12-08	Paper
Stochastic K-symplectic integrators for stochastic non-canonical Hamiltonian systems and applications to the Lotka--Volterra model	2017-11-09	Paper
Strong convergence rate of Runge--Kutta methods and simplified step-$N$ Euler schemes for SDEs driven by fractional Brownian motions	2017-11-08	Paper
Symplectic Runge-Kutta Methods for Hamiltonian Systems Driven by Gaussian Rough Paths	2017-04-13	Paper
Approximation of invariant measure for damped stochastic nonlinear Schrödinger equation via an ergodic numerical scheme	2017-03-02	Paper
Numerical Analysis on Ergodic Limit of Approximations for Stochastic NLS Equation via Multi-symplectic Scheme	2017-03-01	Paper
Convergence in probability of an ergodic and conformal multi-symplectic numerical scheme for a damped stochastic NLS equation	2016-11-26	Paper
Hölder continuity for parabolic Anderson equation with non-Gaussian noise	2016-05-04	Paper

Research outcomes over time

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