| Publication | Date of Publication | Type |
|---|
Strong convergence of the tamed Euler-Maruyama method for stochastic singular initial value problems with non-globally Lipschitz continuous coefficients
Applied Numerical Mathematics | 2024-08-26 | Paper |
On strong convergence of a fully discrete scheme for solving stochastic strongly damped wave equations
Numerical Methods for Partial Differential Equations | 2024-07-18 | Paper |
On strong convergence of two numerical methods for singular initial value problems with multiplicative white noise
Journal of Computational and Applied Mathematics | 2024-06-17 | Paper |
Strong \(1.5\) order scheme for fractional Langevin equation based on spectral approximation of white noise
Numerical Algorithms | 2024-01-09 | Paper |
A fast temporal second‐order difference scheme for the time‐fractional subdiffusion equation
Numerical Methods for Partial Differential Equations | 2023-12-12 | Paper |
Exponential integrator for stochastic strongly damped wave equation based on the Wong-Zakai approximation
Journal of Computational and Applied Mathematics | 2023-10-17 | Paper |
Energy stability of a temporal variable-step difference scheme for time-fractional nonlinear fourth-order reaction–diffusion equation
International Journal of Computer Mathematics | 2023-07-03 | Paper |
On spectral Petrov-Galerkin method for solving optimal control problem governed by fractional diffusion equations with fractional noise
Journal of Scientific Computing | 2023-06-20 | Paper |
Strong 1.5 order scheme for second-order stochastic differential equations without Levy area
Applied Numerical Mathematics | 2022-12-09 | Paper |
On numerical methods to second-order singular initial value problems with additive white noise
Journal of Computational and Applied Mathematics | 2022-08-04 | Paper |
A spectral Petrov-Galerkin method for optimal control problem governed by a fractional ordinary differential equation
Applied Numerical Mathematics | 2022-04-08 | Paper |
An extrapolated finite difference method for two-dimensional fractional boundary value problems with non-smooth solution
International Journal of Computer Mathematics | 2022-03-21 | Paper |
Optimal strong convergence of finite element methods for one-dimensional stochastic elliptic equations with fractional noise
Journal of Scientific Computing | 2022-03-14 | Paper |
On spectral Petrov-Galerkin method for solving optimal control problem governed by a two-sided fractional diffusion equation
Computers & Mathematics with Applications | 2022-02-04 | Paper |
Split-step balanced \(\theta \)-method for SDEs with non-globally Lipschitz continuous coefficients
Applied Mathematics and Computation | 2021-11-16 | Paper |
| On spectral Petrov-Galerkin method for solving fractional initial value problems in weighted Sobolev space | 2021-09-04 | Paper |
On spectral Petrov-Galerkin method for solving optimal control problem governed by a two-sided fractional diffusion equation
(available as arXiv preprint) | 2021-06-19 | Paper |
Numerical correction of finite difference solution for two-dimensional space-fractional diffusion equations with boundary singularity
Numerical Algorithms | 2021-02-08 | Paper |
On strong convergence of explicit numerical methods for stochastic delay differential equations under non-global Lipschitz conditions
Journal of Computational and Applied Mathematics | 2020-08-28 | Paper |
A finite difference scheme on graded meshes for time-fractional nonlinear Korteweg-de Vries equation
Applied Mathematics and Computation | 2019-12-13 | Paper |
A finite difference scheme for semilinear space-fractional diffusion equations with time delay
Applied Mathematics and Computation | 2019-03-19 | Paper |
| Numerical approximation of stochastic delay differential equations driven by fractional Brownian motion | 2018-07-18 | Paper |
On mean-square stability of two-step Maruyama methods for nonlinear neutral stochastic delay differential equations
Applied Mathematics and Computation | 2018-06-19 | Paper |
An improved algorithm based on finite difference schemes for fractional boundary value problems with nonsmooth solution
Journal of Scientific Computing | 2017-12-14 | Paper |
A fourth-order approximation of fractional derivatives with its applications
Journal of Computational Physics | 2016-12-20 | Paper |
A second-order difference scheme for the time fractional substantial diffusion equation
Journal of Computational and Applied Mathematics | 2016-11-22 | Paper |
Implicit-explicit difference schemes for nonlinear fractional differential equations with nonsmooth solutions
SIAM Journal on Scientific Computing | 2016-10-12 | Paper |
Numerical Methods for Stochastic Delay Differential Equations Via the Wong--Zakai Approximation
SIAM Journal on Scientific Computing | 2015-11-27 | Paper |
Time-splitting schemes for fractional differential equations I: Smooth solutions
SIAM Journal on Scientific Computing | 2015-07-30 | Paper |
A three-level linearized compact difference scheme for the Ginzburg-Landau equation
Numerical Methods for Partial Differential Equations | 2015-05-29 | Paper |
Spectral and Discontinuous Spectral Element Methods for Fractional Delay Equations
SIAM Journal on Scientific Computing | 2015-03-02 | Paper |
Split-step \({\theta}\)-method for stochastic delay differential equations
Applied Numerical Mathematics | 2014-05-05 | Paper |
| Split-step forward Euler methods for solving stochastic delay differential equations | 2014-02-28 | Paper |
Simulations of two-step Maruyama methods for nonlinear stochastic delay differential equations
Advances in Applied Mathematics and Mechanics | 2013-05-08 | Paper |
On exponential mean-square stability of two-step Maruyama methods for stochastic delay differential equations
Journal of Computational and Applied Mathematics | 2013-04-22 | Paper |
Maximum norm error estimates of the Crank-Nicolson scheme for solving a linear moving boundary problem
Journal of Computational and Applied Mathematics | 2010-06-22 | Paper |
T-stability of the semi-implicit Euler method for delay differential equations with multiplicative noise
Applied Mathematics and Computation | 2010-05-11 | Paper |
| The proof of the local convergence of the semi-implicit Euler method for a linear stochastic differential delay equation | 2008-06-03 | Paper |
Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations
Journal of Mathematical Analysis and Applications | 2006-12-07 | Paper |
MS-stability of the Euler--Maruyama method for stochastic differential delay equations
Applied Mathematics and Computation | 2005-01-17 | Paper |
| scientific article; zbMATH DE number 2128206 (Why is no real title available?) | 2005-01-14 | Paper |
Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation
Journal of Computational and Applied Mathematics | 2004-08-10 | Paper |
