Derui Sheng

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!

Publication	Date of Publication	Type
Asymptotic error distributions of symplectic and non-symplectic methods for stochastic Hamiltonian system with additive noise Discrete and Continuous Dynamical Systems	2025-12-09	Paper
Convergence analysis for minimum action methods coupled with a finite difference method IMA Journal of Numerical Analysis	2025-10-15	Paper
Asymptotics of large deviations of finite difference method for stochastic Cahn-Hilliard equation Acta Mathematica Scientia. Series B. (English Edition)	2025-04-03	Paper
Hitting properties of generalized fractional kinetic equation with time-fractional noise Stochastic and Partial Differential Equations. Analysis and Computations	2024-11-26	Paper
Density convergence of a fully discrete finite difference method for stochastic Cahn-Hilliard equation Mathematics of Computation	2024-06-27	Paper
A splitting semi-implicit Euler method for stochastic incompressible Euler equations on 𝕋2 IMA Journal of Numerical Analysis	2024-02-06	Paper
Error analysis of numerical methods on graded meshes for stochastic Volterra equations	2023-08-31	Paper
Asymptotics of large deviations of finite difference method for stochastic Cahn--Hilliard equation	2023-04-24	Paper
Accelerated exponential Euler scheme for stochastic heat equation: convergence rate of the density IMA Journal of Numerical Analysis	2023-04-12	Paper
Probabilistic evolution of the error of numerical method for linear stochastic differential equation	2023-04-04	Paper
Convergence analysis of one-point large deviations rate functions of numerical discretizations for stochastic wave equations with small noise	2022-09-17	Paper
Density function of numerical solution of splitting AVF scheme for stochastic Langevin equation Mathematics of Computation	2022-08-23	Paper
Influence of numerical discretizations on hitting probabilities for linear stochastic parabolic systems Journal of Complexity	2022-04-04	Paper
Optimal Hölder continuity and hitting probabilities for SPDEs with rough fractional noises Journal of Mathematical Analysis and Applications	2022-03-23	Paper
Density convergence of a fully discrete finite difference method for stochastic Cahn--Hilliard equation	2022-03-01	Paper
Convergence analysis of a finite difference method for stochastic Cahn--Hilliard equation	2022-02-18	Paper
Influences of Numerical Discretizations on Hitting Probabilities for Linear Stochastic Parabolic System (available as arXiv preprint)	2021-04-12	Paper
Convergence analysis for minimum action methods coupled with a finite difference method	2021-02-08	Paper
Numerically asymptotical preservation of the large deviations principles for invariant measures of Langevin equations	2020-09-28	Paper
Convergence of Density Approximations for Stochastic Heat Equation (available as arXiv preprint)	2020-07-25	Paper
Hitting properties of generalized fractional kinetic equation with time-fractional noise (available as arXiv preprint)	N/A	Paper
Asymptotic-preserving approximations for stochastic incompressible viscous fluids and SPDEs on graph (available as arXiv preprint)	N/A	Paper

Research outcomes over time

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