Minghui Song

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Person:300140

Available identifiers

zbMath Open song.minghuiMaRDI QIDQ300140

List of research outcomes





PublicationDate of PublicationType
Convergence and stability of an explicit numerical method for stochastic differential equations with piecewise continuous arguments2024-12-17Paper
Strong convergence of explicit numerical schemes for stochastic differential equations with piecewise continuous arguments2024-10-14Paper
An isoparametric finite element method for time-fractional parabolic equation on 2D curved domain2024-05-14Paper
An isoparametric finite element method for Reissner-Mindlin plate problem on curved domain2024-05-06Paper
Convergence and stability of the Milstein scheme for stochastic differential equations with piecewise continuous arguments2024-04-09Paper
Convergence and stability of modified partially truncated Euler-Maruyama method for stochastic differential equations with piecewise continuous arguments2024-02-13Paper
Convergence and stability of an explicit method for nonlinear stochastic differential equations with piecewise continuous arguments2023-10-30Paper
Strong convergence of the tamed Euler method for nonlinear hybrid stochastic differential equations with piecewise continuous arguments2023-08-31Paper
Equivalence of stability among stochastic differential equations, stochastic differential delay equations, and their corresponding Euler-Maruyama methods2023-06-09Paper
The Convergence of Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments Under Generalized One-Sided Lipschitz Condition2023-03-10Paper
Intermittent pinning synchronization between two hyperbolic coupled networks with time-varying delays2023-03-07Paper
Local discontinuous Galerkin method combined with the \(L2\) formula for the time fractional cable model2022-12-13Paper
Strong convergence rate of the stochastic theta method for nonlinear hybrid stochastic differential equations with piecewise continuous arguments2022-11-24Paper
The rate of Lp-convergence for the Euler-Maruyama method of the stochastic differential equations with Markovian switching2022-08-28Paper
Convergence and stability of the one-leg θ method for stochastic differential equations with piecewise continuous arguments2022-05-31Paper
https://portal.mardi4nfdi.de/entity/Q58622352022-03-07Paper
Fourier method for reconstructing elastic body force from the coupled-wave field2022-02-25Paper
Stochastic impulsive fractional differential evolution equations with infinite delay2022-01-05Paper
Convergence and stability of stochastic theta method for nonlinear stochastic differential equations with piecewise continuous arguments2021-11-24Paper
Stability equivalence among stochastic differential equations and stochastic differential equations with piecewise continuous arguments and corresponding Euler-Maruyama methods2021-11-10Paper
Convergence and Stability of the Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments2021-09-29Paper
A Fourier Method to Recover Elastic Sources with Multi-Frequency Data2021-04-26Paper
Stability equivalence among stochastic differential equations and stochastic differential equations with piecewise continuous arguments and corresponding Euler-Maruyama methods2020-01-15Paper
Strong convergence and exponential stability of stochastic differential equations with piecewise continuous arguments for non-globally Lipschitz continuous coefficients2019-11-22Paper
Impulsive continuous Runge-Kutta methods for impulsive delay differential equations2019-11-22Paper
Fourier method for identifying electromagnetic sources with multi-frequency far-field data2019-06-28Paper
A stochastic predator-prey system with stage structure for predator2019-02-14Paper
Convergence rate and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments2019-01-11Paper
Convergence and stability of the compensated split-step theta method for stochastic differential equations with piecewise continuous arguments driven by Poisson random measure2018-06-12Paper
https://portal.mardi4nfdi.de/entity/Q46407372018-05-25Paper
Stability in terms of two measures of solutions to stochastic partial differential delay equations with switching2018-02-08Paper
Convergence and stability of implicit compensated Euler method for stochastic differential equations with Poisson random measure2018-01-12Paper
Almost sure exponential stability of hybrid stochastic functional differential equations2017-11-28Paper
Numerical stability and oscillation of the Runge-Kutta methods for equation \(x'(t)=ax(t)+a_0x(M[\frac{t+N}{M}])\)2016-10-06Paper
Square-mean S-asymptotically $\omega$-periodic solution for a stochastic fractional evolution equation driven by L\'{e}vy noise with piecewise constant argument2016-09-06Paper
S-asymptotically $\omega$-periodic solutions in distribution for a class of stochastic fractional functional differential equations2016-09-06Paper
Existence and stability of almost periodic solutions to impulsive stochastic differential evolution equations with infinite delay2016-09-06Paper
Asymptotical stability of the exact solutions and the numerical solutions for a class of impulsive differential equations2016-06-23Paper
Mean-square stability of analytic solution and Euler-Maruyama method for impulsive stochastic differential equations2016-01-04Paper
Numerical stability and oscillation of the Runge-Kutta methods for the differential equations with piecewise continuous arguments alternately of retarded and advanced type2013-12-18Paper
Khasminskii-type theorems for stochastic functional differential equations2013-11-12Paper
Exponential stability of impulsive delay differential equations2013-05-08Paper
Convergence of the Euler method of stochastic differential equations with piecewise continuous arguments2013-02-04Paper
Numerical solutions of stochastic differential equations with piecewise continuous arguments under Khasminskii-type conditions2012-11-15Paper
Numerical solutions of stochastic differential equations driven by Poisson random measure with non-Lipschitz coefficients2012-11-15Paper
Numerical solutions of stochastic differential delay equations with Poisson random measure under the generalized Khasminskii-type conditions2012-09-07Paper
Linear multistep methods for impulsive differential equations2012-08-14Paper
Convergence of Euler methods for stochastic delay differential equations under non-global Lipschitz conditions2012-06-01Paper
Stability of analytic and numerical solutions for differential equations with piecewise continuous arguments2012-05-14Paper
OSCILLATION ANALYSIS OF NUMERICAL SOLUTIONS FOR NONLINEAR DELAY DIFFERENTIAL EQUATIONS OF POPULATION DYNAMICS2011-12-29Paper
Stability of the analytic and numerical solutions for impulsive differential equations2011-10-28Paper
Extinction and permanence of the numerical solution of a two-prey one-predator system with impulsive effect2011-04-21Paper
https://portal.mardi4nfdi.de/entity/Q53903382011-04-01Paper
https://portal.mardi4nfdi.de/entity/Q30855602011-03-31Paper
Noise expresses exponential growth under regime switching2010-04-13Paper
Exponential stability of Euler-Maruyama solutions for impulsive stochastic differential equations with delay2010-02-09Paper
The \(\alpha \)th moment stability for the stochastic pantograph equation2009-10-09Paper
Noise suppresses exponential growth under regime switching2009-06-10Paper
Stability of Runge-Kutta methods in the numerical solution of equation \(u'(t)=au(t)+a_{0} u([t])+a_{1} u([t-1])\)2005-02-22Paper
https://portal.mardi4nfdi.de/entity/Q48099092004-08-31Paper
https://portal.mardi4nfdi.de/entity/Q48098992004-08-31Paper
https://portal.mardi4nfdi.de/entity/Q48020832002-01-01Paper
https://portal.mardi4nfdi.de/entity/Q44894042001-08-14Paper
An adaptive Euler-Maruyama scheme for SDDEsN/APaper

Research outcomes over time

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