中南大学 gansiqing

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甘四清

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[1]Long time strong convergence analysis of one-step methods for McKean-Vlasov SDEs with superlinear growth coefficients (submitted)
[2]Zhu Jingtao, Zhao Yuying, Gan Siqing, Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis. submitted
[3]Zhu Jingtao, Zhao Yuying, Gan Siqing, 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]Lei Ziyi, Bréhier Charles-Edouard, 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]Wu Xiaojuan, Gan Siqing, 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]Cai Meng, Gan Siqing, 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]Lei Ziyi, Gan Siqing, Liu Jing.First order strong approximation of Ait-Sahalia-type interest rate model with Poisson jumps[J].Numerical Algorithms, 2022
[8]Chen Lin, Gan Siqing, Strong convergence and stationary distribution of an explicit scheme for the Wright-Fisher model[J].Journal of Computational and Applied Mathematics, 2022
[9]Lei Ziyi, Gan Siqing, 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]Wu Xiaojuan, Gan Siqing, 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]Wu Xiaojuan, Gan Siqing, Split-step theta Milstein methods for SDEs with non-globally Lipschitz diffusion coefficients.Applied Numerical Mathematics, 2022, 180: 16–32.
[12]Cai Meng, Gan Siqing, Wang Xiaojie.Weak approximations of stochastic partial differential equations with fractional noise.Journal of Computational Mathematics
[13]Sun Geng, Gan Siqing, 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]Chen Lin, Gan Siqing, 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]Cai Meng, 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
[16]Chen Ziheng, Gan Siqing, Wang Xiaojie.A full-discrete exponential Euler approximation of the invariant measure for parabolic stochastic partial differential equations[J].Applied Numerical Mathematics, 2020, 157: 135–158.
[17]Chen Ziheng, Gan Siqing.Convergence and stability of the backward Euler method for jump-diffusion SDEs with super-linearly growing diffusion and jump coefficients[J].J. Comput. Appl. Math., 2020, 363 (1) : 350-369.
[18]Chen Ziheng, Gan Siqing, Wang Xiaojie.Mean-square approximations of Levy noise driven SDEs with super-linearly growing diffusion and jump coefficients[J].DCDS-B, 2019, 24 (8) : 4513-4545.
[19]Gan Siqing, He Youzi, Wang Xiaojie.Tamed Runge-Kutta methods for SDEs with super-linearly growing drift and diffusion coefficients[J].Applied Numerical Mathematics, 2020, 152: 379-402.
[20]Khan Feroz, Gan Siqing.Pathwise convergence of an efficient scheme for SPDEs with non-globally Lipschitz nonlinearity[J].Applied Mathematics and Computation, 2019, 353: 114-133.

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