Cai, Meng; Gan, Siqing; Wang, Xiaojie Weak convergence rates for an explicit full-discretization of stochastic Allen-Cahn equation with additive noise. (English) Zbl 1477.65165 J. Sci. Comput. 86, No. 3, Paper No. 34, 30 p. (2021). MSC: 65M70 65M06 65N35 65C30 65M15 60H15 60H35 60H50 35R60 PDFBibTeX XMLCite \textit{M. Cai} et al., J. Sci. Comput. 86, No. 3, Paper No. 34, 30 p. (2021; Zbl 1477.65165) Full Text: DOI arXiv
Chen, Lin; Gan, Siqing; Wang, Xiaojie First order strong convergence of an explicit scheme for the stochastic SIS epidemic model. (English) Zbl 1503.65011 J. Comput. Appl. Math. 392, Article ID 113482, 16 p. (2021). MSC: 65C30 60H10 60H35 65L20 92D30 PDFBibTeX XMLCite \textit{L. Chen} et al., J. Comput. Appl. Math. 392, Article ID 113482, 16 p. (2021; Zbl 1503.65011) Full Text: DOI
Chen, Ziheng; Gan, Siqing; Wang, Xiaojie A full-discrete exponential Euler approximation of the invariant measure for parabolic stochastic partial differential equations. (English) Zbl 07235996 Appl. Numer. Math. 157, 135-158 (2020). MSC: 65Cxx 37Mxx 60Hxx 34Fxx PDFBibTeX XMLCite \textit{Z. Chen} et al., Appl. Numer. Math. 157, 135--158 (2020; Zbl 07235996) Full Text: DOI arXiv
Gan, Siqing; He, Youzi; Wang, Xiaojie Tamed Runge-Kutta methods for SDEs with super-linearly growing drift and diffusion coefficients. (English) Zbl 1441.65013 Appl. Numer. Math. 152, 379-402 (2020). MSC: 65C30 65L06 65L20 60H10 PDFBibTeX XMLCite \textit{S. Gan} et al., Appl. Numer. Math. 152, 379--402 (2020; Zbl 1441.65013) Full Text: DOI
Chen, Ziheng; Gan, Siqing; Wang, Xiaojie Mean-square approximations of Lévy noise driven SDEs with super-linearly growing diffusion and jump coefficients. (English) Zbl 1420.60065 Discrete Contin. Dyn. Syst., Ser. B 24, No. 8, 4513-4545 (2019). MSC: 60H10 60H35 65C50 PDFBibTeX XMLCite \textit{Z. Chen} et al., Discrete Contin. Dyn. Syst., Ser. B 24, No. 8, 4513--4545 (2019; Zbl 1420.60065) Full Text: DOI arXiv
Wang, Xiaojie; Gan, Siqing; Wang, Desheng \(\theta\)-Maruyama methods for nonlinear stochastic differential delay equations. (English) Zbl 1329.65020 Appl. Numer. Math. 98, 38-58 (2015). MSC: 65C30 60H10 PDFBibTeX XMLCite \textit{X. Wang} et al., Appl. Numer. Math. 98, 38--58 (2015; Zbl 1329.65020) Full Text: DOI
Wang, Xiaojie; Gan, Siqing; Tang, Jingtian Higher order strong approximations of semilinear stochastic wave equation with additive space-time white noise. (English) Zbl 1322.65023 SIAM J. Sci. Comput. 36, No. 6, A2611-A2632 (2014). MSC: 65C30 65M22 60H35 60H15 65J15 PDFBibTeX XMLCite \textit{X. Wang} et al., SIAM J. Sci. Comput. 36, No. 6, A2611--A2632 (2014; Zbl 1322.65023) Full Text: DOI arXiv
Li, Qiyong; Gan, Siqing; Wang, Xiaojie Compensated stochastic theta methods for stochastic differential delay equations with jumps. (English) Zbl 1281.65013 Int. J. Comput. Math. 90, No. 5, 1057-1071 (2013). Reviewer: Melvin D. Lax (Long Beach) MSC: 65C30 60H35 34K50 60H10 65L20 PDFBibTeX XMLCite \textit{Q. Li} et al., Int. J. Comput. Math. 90, No. 5, 1057--1071 (2013; Zbl 1281.65013) Full Text: DOI
Wang, Xiaojie; Gan, Siqing The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients. (English) Zbl 1262.65008 J. Difference Equ. Appl. 19, No. 3, 466-490 (2013). MSC: 65C20 60H35 65L20 PDFBibTeX XMLCite \textit{X. Wang} and \textit{S. Gan}, J. Difference Equ. Appl. 19, No. 3, 466--490 (2013; Zbl 1262.65008) Full Text: DOI arXiv
Wang, Xiaojie; Gan, Siqing A Runge-Kutta type scheme for nonlinear stochastic partial differential equations with multiplicative trace class noise. (English) Zbl 1267.65007 Numer. Algorithms 62, No. 2, 193-223 (2013). Reviewer: Grigori N. Milstein (Yekaterinburg) MSC: 65C30 60H35 60H15 35R60 65L06 PDFBibTeX XMLCite \textit{X. Wang} and \textit{S. Gan}, Numer. Algorithms 62, No. 2, 193--223 (2013; Zbl 1267.65007) Full Text: DOI arXiv
Wang, Xiaojie; Gan, Siqing Weak convergence analysis of the linear implicit Euler method for semilinear stochastic partial differential equations with additive noise. (English) Zbl 1260.65006 J. Math. Anal. Appl. 398, No. 1, 151-169 (2013). Reviewer: Henri Schurz (Carbondale) MSC: 65C30 60H15 60H35 65M20 35R60 35L60 PDFBibTeX XMLCite \textit{X. Wang} and \textit{S. Gan}, J. Math. Anal. Appl. 398, No. 1, 151--169 (2013; Zbl 1260.65006) Full Text: DOI
Hu, Lin; Gan, Siqing; Wang, Xiaojie Asymptotic stability of balanced methods for stochastic jump-diffusion differential equations. (English) Zbl 1262.65011 J. Comput. Appl. Math. 238, 126-143 (2013). Reviewer: Kevin Burrage (Brisbane) MSC: 65C30 60H35 65L20 60H10 34F05 PDFBibTeX XMLCite \textit{L. Hu} et al., J. Comput. Appl. Math. 238, 126--143 (2013; Zbl 1262.65011) Full Text: DOI
Wang, Xiaojie; Gan, Siqing B-convergence of split-step one-leg theta methods for stochastic differential equations. (English) Zbl 1295.65009 J. Appl. Math. Comput. 38, No. 1-2, 489-503 (2012). MSC: 65C30 60H10 34F05 60H35 65L20 PDFBibTeX XMLCite \textit{X. Wang} and \textit{S. Gan}, J. Appl. Math. Comput. 38, No. 1--2, 489--503 (2012; Zbl 1295.65009) Full Text: DOI
Wang, Xiaojie; Gan, Siqing; Wang, Desheng A family of fully implicit Milstein methods for stiff stochastic differential equations with multiplicative noise. (English) Zbl 1259.65007 BIT 52, No. 3, 741-772 (2012). Reviewer: Grigori N. Milstein (Yekaterinburg) MSC: 65C30 34F05 60H10 60H35 65L04 65L20 PDFBibTeX XMLCite \textit{X. Wang} et al., BIT 52, No. 3, 741--772 (2012; Zbl 1259.65007) Full Text: DOI
Tan, Yingxian; Gan, Siqing; Wang, Xiaojie Mean-square convergence and stability of the balanced method for stochastic delay differential equations. (Chinese. English summary) Zbl 1240.60162 Math. Numer. Sin. 33, No. 1, 25-36 (2011). MSC: 60H10 60H35 PDFBibTeX XMLCite \textit{Y. Tan} et al., Math. Numer. Sin. 33, No. 1, 25--36 (2011; Zbl 1240.60162)
Wang, Xiaojie; Gan, Siqing The improved split-step backward Euler method for stochastic differential delay equations. (English) Zbl 1235.65010 Int. J. Comput. Math. 88, No. 11, 2359-2378 (2011). Reviewer: Grigori N. Milstein (Yekaterinburg) MSC: 65C30 60H35 60H10 65L20 34K50 65L06 PDFBibTeX XMLCite \textit{X. Wang} and \textit{S. Gan}, Int. J. Comput. Math. 88, No. 11, 2359--2378 (2011; Zbl 1235.65010) Full Text: DOI arXiv
Wang, Xiaojie; Gan, Siqing Compensated stochastic theta methods for stochastic differential equations with jumps. (English) Zbl 1198.65034 Appl. Numer. Math. 60, No. 9, 877-887 (2010). Reviewer: Melvin D. Lax (Long Beach) MSC: 65C30 PDFBibTeX XMLCite \textit{X. Wang} and \textit{S. Gan}, Appl. Numer. Math. 60, No. 9, 877--887 (2010; Zbl 1198.65034) Full Text: DOI