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[1] Long time strong convergence analysis of one-step methods for McKean-Vlasov SDEs with superlinear growth coefficients (submitted)
[2] Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis. submitted [J]. Communications in Nonlinear Science and Numerical Simulation, 2026, 161:
[3] Strong error analysis and first-order convergence of Milstein-type schemes for McKean-Vlasov SDEs with superlinear coefficients [J]. Mathematics and Computers in Simulation, 2026, 246: 697-726
[4]Gan Siqing. Numerical approximation of the invariant distribution for a class of stochastic damped wave equations [J]. Journal of Computational Mathematics, 2025, 43(4): 976-1015
[5] An explicit positivity-preserving scheme for the Heston 3/2-model with order-one strong convergence [J]. Communications in Nonlinear Science and Numerical Simulation, 2025, 140 (2025)(108372):
[6]Hu Yaozhong. Weak convergence of the backward Euler method for stochastic Cahn–Hilliard equation with additive noise [J]. Applied Numerical Mathematics, 2023, 188: 1-20
[7]Liu Jing. First order strong approximation of Ait-Sahalia-type interest rate model with Poisson jumps [J]. Numerical Algorithms, 2022,
[8] Strong convergence and stationary distribution of an explicit scheme for the Wright-Fisher model [J]. Journal of Computational and Applied Mathematics, 2022,
[9]Chen Ziheng. Strong and weak convergence rates of logarithmic transformed truncated EM methods for SDEs with positive solutions [J]. Journal of Computational and Applied Mathematics, 2023, 419:
[10] Convergence rates of split-step theta methods for SDEs with non-globally Lipschitz diffusion coefficients East Asian Journal on Applied Mathematics, 2023, 13(1): 59-75
[11] Split-step theta Milstein methods for SDEs with non-globally Lipschitz diffusion coefficients Applied Numerical Mathematics, 2022, 180: 16–32
[12]Wang Xiaojie. Weak approximations of stochastic partial differential equations with fractional noise Journal of Computational Mathematics,
[13]Liu Hongyu, Shang Zaijiu. Symmetric-adjoint and symplectic-adjoint Runge-Kutta methods and their applications [J]. Numerical Mathematics: Theory, Methods and Applications, 2022, 15: 304-335
[14]Wang Xiaojie. First order strong convergence of an explicit scheme for the stochastic SIS epidemic model Journal of Computational and Applied Mathematics, 2021, 392: 113482
[15]Gan Siqing, Wang Xiaojie. Weak Convergence Rates for an Explicit Full-Discretization of Stochastic Allen–Cahn Equation with Additive Noise Journal of Scientific Computing, 2021, 86:
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