Xiao-Jie Wang

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Person:286856

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zbMath Open wang.xiaojieMaRDI QIDQ286856

List of research outcomes

PublicationDate of PublicationType
Strong convergence rates of an explicit scheme for stochastic Cahn-Hilliard equation with additive noise2023-09-21Paper
An unconditional boundary and dynamics preserving scheme for the stochastic epidemic model2023-08-09Paper
A higher order positivity preserving scheme for the strong approximations of a stochastic epidemic model2023-07-18Paper
Mean-square convergence rates of implicit Milstein type methods for SDEs with non-Lipschitz coefficients2023-07-14Paper
Strong convergence rates for a full discretization of stochastic wave equation with nonlinear damping2023-07-04Paper
Order-One Convergence of the Backward Euler Method for Random Periodic Solutions of Semilinear SDEs2023-06-11Paper
Antithetic multilevel Monte Carlo method for approximations of SDEs with non-globally Lipschitz continuous coefficients2023-05-22Paper
Weak error analysis for strong approximation schemes of SDEs with super-linear coefficients2023-03-26Paper
Weak error estimates of fully-discrete schemes for the stochastic Cahn-Hilliard equation2022-07-19Paper
MAXIMUM MATCHINGS IN A PSEUDOFRACTAL SCALE-FREE WEB2022-07-05Paper
Strong convergence rates of a fully discrete scheme for the Cahn-Hilliard-Cook equation2022-04-04Paper
Weak error analysis for strong approximation schemes of SDEs with super-linear coefficients2021-12-30Paper
On the backward Euler method for a generalized Ait-Sahalia-type rate model with Poisson jumps2021-06-24Paper
Weak convergence rates for an explicit full-discretization of stochastic Allen-Cahn equation with additive noise2021-05-28Paper
First order strong convergence of an explicit scheme for the stochastic SIS epidemic model2021-04-23Paper
Price Optimization with Practical Constraints2021-04-19Paper
Error estimates of finite element method for semilinear stochastic strongly damped wave equation2021-03-16Paper
Stochastic exponential integrator for finite element spatial discretization of stochastic elastic equation2020-10-08Paper
An efficient explicit full-discrete scheme for strong approximation of stochastic Allen-Cahn equation2020-09-03Paper
Mean-square convergence rates of stochastic theta methods for SDEs under a coupled monotonicity condition2020-08-17Paper
A full-discrete exponential Euler approximation of the invariant measure for parabolic stochastic partial differential equations2020-08-17Paper
https://portal.mardi4nfdi.de/entity/Q51152542020-08-12Paper
Identifying influential spreaders in complex networks through local effective spreading paths2020-08-11Paper
Error Estimates of Semidiscrete and Fully Discrete Finite Element Methods for the Cahn--Hilliard--Cook equation2020-06-10Paper
Tamed Runge-Kutta methods for SDEs with super-linearly growing drift and diffusion coefficients2020-02-24Paper
Nonlinear normal modes and primary resonance for permanent magnet synchronous motors with a nonlinear restoring force and an unbalanced magnetic pull2020-02-17Paper
Mean-square approximations of Lévy noise driven SDEs with super-linearly growing diffusion and jump coefficients2019-08-28Paper
Optimal error estimates of Galerkin finite element methods for stochastic Allen-Cahn equation with additive noise2019-07-26Paper
Error estimates of semi-discrete and fully discrete finite element methods for the Cahn-Hilliard-Cook equation2018-12-28Paper
Predicting the structural evolution of networks by applying multivariate time series2018-11-13Paper
A full-discrete exponential Euler approximation of invariant measure for parabolic stochastic partial differential equations2018-11-05Paper
Strong convergence rates of the linear implicit Euler method for the finite element discretization of SPDEs with additive noise2018-09-26Paper
Degree-corrected stochastic block models and reliability in networks2018-09-20Paper
Convergence analysis of contrastive divergence algorithm based on gradient method with errors2018-08-27Paper
Exponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations2018-02-27Paper
Application of BSDE in standard inventory financing loan2017-09-12Paper
Sharp mean-square regularity results for SPDEs with fractional noise and optimal convergence rates for the numerical approximations2017-06-22Paper
https://portal.mardi4nfdi.de/entity/Q29842472017-05-17Paper
A transformed jump-adapted backward Euler method for jump-extended CIR and CEV models2017-01-12Paper
An accelerated exponential time integrator for semi-linear stochastic strongly damped wave equation with additive noise2016-11-18Paper
https://portal.mardi4nfdi.de/entity/Q29910402016-08-10Paper
Strong convergence of three-step iteration methods for a countable family of generalized strict pseudocontractions in Hilbert spaces2016-05-26Paper
\(\theta\)-Maruyama methods for nonlinear stochastic differential delay equations2015-11-11Paper
An exponential integrator scheme for time discretization of nonlinear stochastic wave equation2015-09-03Paper
A note on an accelerated exponential Euler method for parabolic SPDEs with additive noise2015-08-31Paper
Weak error estimates of the exponential Euler scheme for semi-linear SPDEs without Malliavin calculus2015-08-06Paper
General iterative algorithms for mixed equilibrium problems, variational inequalities and fixed point problems2015-03-20Paper
Higher Order Strong Approximations of Semilinear Stochastic Wave Equation with Additive Space-time White Noise2015-03-02Paper
B-convergence of split-step one-leg theta methods for stochastic differential equations2014-08-05Paper
Compensated stochastic theta methods for stochastic differential delay equations with jumps2013-10-22Paper
On Uniqueness of Complete Ricci Flow Solution with Curvature Bounded from Below2013-10-06Paper
The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients2013-04-22Paper
A Runge-Kutta type scheme for nonlinear stochastic partial differential equations with multiplicative trace class noise2013-02-15Paper
Weak convergence analysis of the linear implicit Euler method for semilinear stochastic partial differential equations with additive noise2012-12-04Paper
A family of fully implicit Milstein methods for stiff stochastic differential equations with multiplicative noise2012-11-21Paper
Asymptotic stability of balanced methods for stochastic jump-diffusion differential equations2012-11-09Paper
https://portal.mardi4nfdi.de/entity/Q29170552012-10-05Paper
https://portal.mardi4nfdi.de/entity/Q31090912012-01-27Paper
The improved split-step backward Euler method for stochastic differential delay equations2011-11-29Paper
Convergence of the semi-implicit Euler method for stochastic age-dependent population equations with Poisson jumps2010-08-27Paper
Compensated stochastic theta methods for stochastic differential equations with jumps2010-08-13Paper
https://portal.mardi4nfdi.de/entity/Q35714652010-07-08Paper
https://portal.mardi4nfdi.de/entity/Q35121212008-07-11Paper
Flow Analysis and Modeling of Field-Controllable, Electro- and Magneto-Rheological Fluid Dampers2007-06-01Paper
Modeling and Using Context2005-12-15Paper

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