| Publication | Date of Publication | Type |
|---|
| Numerical Approximations of Stochastic Maxwell Equations | 2024-01-27 | Paper |
| Stochastic linear regularization methods: random discrepancy principle and applications | 2024-01-17 | Paper |
| Large deviations principles for symplectic discretizations of stochastic linear Schrödinger equation | 2023-10-13 | Paper |
| Probabilistic limit behaviors of numerical discretizations for time-homogeneous Markov processes | 2023-10-12 | Paper |
| Accelerated exponential Euler scheme for stochastic heat equation: convergence rate of the density | 2023-04-12 | Paper |
| CLT for approximating ergodic limit of SPDEs via a full discretization | 2023-02-23 | Paper |
| Stochastic asymptotical regularization for linear inverse problems | 2022-12-13 | Paper |
| An adaptive time-stepping fully discrete scheme for stochastic NLS equation: Strong convergence and numerical asymptotics | 2022-12-04 | Paper |
| Ergodic numerical approximations for stochastic Maxwell equations | 2022-10-12 | Paper |
| Stochastic differential equation with piecewise continuous arguments: Markov property, invariant measure and numerical approximation | 2022-10-10 | Paper |
| Weak intermittency of stochastic heat equation under discretizations | 2022-07-11 | Paper |
| Energy and quadratic invariants preserving (EQUIP) multi-symplectic methods for Hamiltonian wave equations | 2022-04-11 | Paper |
| Influence of numerical discretizations on hitting probabilities for linear stochastic parabolic systems | 2022-04-04 | Paper |
| Central limit theorem for full discretization of parabolic SPDE | 2022-02-18 | Paper |
| A Symplectic Discontinuous Galerkin Full Discretization for Stochastic Maxwell Equations | 2021-08-20 | Paper |
| Strong convergence of adaptive time-stepping schemes for the stochastic Allen--Cahn equation | 2021-08-04 | Paper |
| Large deviations principles of sample paths and invariant measures of numerical methods for parabolic SPDEs | 2021-06-21 | Paper |
| Influences of Numerical Discretizations on Hitting Probabilities for Linear Stochastic Parabolic System | 2021-04-12 | Paper |
| Weak intermittency and second moment bound of a fully discrete scheme for stochastic heat equation | 2021-03-03 | Paper |
| A new efficient operator splitting method for stochastic Maxwell equations | 2021-02-21 | Paper |
| Asymptotically-Preserving Large Deviations Principles by Stochastic Symplectic Methods for a Linear Stochastic Oscillator | 2021-01-28 | Paper |
| Modified averaged vector field methods preserving multiple invariants for conservative stochastic differential equations | 2020-12-16 | Paper |
| Convergence of Density Approximations for Stochastic Heat Equation | 2020-07-25 | Paper |
| A review on stochastic multi-symplectic methods for stochastic Maxwell equations | 2020-01-27 | Paper |
| Energy-preserving multi-symplectic Runge-Kutta methods for Hamiltonian wave equations | 2019-07-24 | Paper |
| Drift-preserving numerical integrators for stochastic Hamiltonian systems | 2019-07-20 | Paper |
| Stochastic modified equations for symplectic methods applied to rough Hamiltonian systems based on the Wong--Zakai approximation | 2019-07-05 | Paper |
| Approximation of Invariant Measures for Stochastic Differential Equations with Piecewise Continuous Arguments via Backward Euler Method | 2019-06-10 | Paper |
| The probabilistic superiority of stochastic symplectic methods via large deviations principles | 2019-06-08 | Paper |
| Runge--Kutta Semidiscretizations for Stochastic Maxwell Equations with Additive Noise | 2019-05-06 | Paper |
| Mean-Square Convergence of a Semidiscrete Scheme for Stochastic Maxwell Equations | 2019-05-06 | Paper |
| Ergodic Approximation to Chemical Reaction System with Delay | 2019-02-08 | Paper |
| Mean-square convergence of a symplectic local discontinuous Galerkin method applied to stochastic linear Schrödinger equation | 2018-09-26 | Paper |
| Stochastic conformal multi-symplectic method for damped stochastic nonlinear Schrodinger equation | 2018-03-28 | Paper |
| Inverse random source scattering for the Helmholtz equation in inhomogeneous media | 2018-03-14 | Paper |
| Error Analysis for D-Leaping Scheme of Chemical Reaction System with Delay | 2018-01-17 | Paper |
| Inverse Random Source Scattering for Elastic Waves | 2017-11-13 | Paper |
| A Compact Scheme for Coupled Stochastic Nonlinear Schrödinger Equations | 2017-10-27 | Paper |
| Approximation of invariant measure for damped stochastic nonlinear Schrödinger equation via an ergodic numerical scheme | 2017-03-02 | Paper |
| Inverse Random Source Scattering Problems in Several Dimensions | 2016-12-21 | Paper |
| Preservation of physical properties of stochastic Maxwell equations with additive noise via stochastic multi-symplectic methods | 2016-12-20 | Paper |
| Symplectic Runge--Kutta Semidiscretization for Stochastic Schrödinger Equation | 2016-09-02 | Paper |
| Convergence of a \(\theta \)-scheme to solve the stochastic nonlinear Schrödinger equation with Stratonovich noise | 2016-07-05 | Paper |
| Mean-square convergence of numerical approximations for a class of backward stochastic differential equations | 2013-11-12 | Paper |
| An adaptive time-stepping fully discrete scheme for stochastic NLS equation: Strong convergence and numerical asymptotics | 0001-01-03 | Paper |
| Long-time dynamics of stochastic wave equation with dissipative damping and its full discretization: exponential ergodicity and strong law of large numbers | 0001-01-03 | Paper |
| Long-time weak convergence analysis of a semi-discrete scheme for stochastic Maxwell equations | 0001-01-03 | Paper |
| Longtime behaviors of $\theta$-Euler-Maruyama method for stochastic functional differential equations | 0001-01-03 | Paper |
| Superiority of stochastic symplectic methods via the law of iterated logarithm | 0001-01-03 | Paper |
