Liu, Ruishu; Wang, Xiaojie A higher order positivity preserving scheme for the strong approximations of a stochastic epidemic model. (English) Zbl 07714002 Commun. Nonlinear Sci. Numer. Simul. 124, Article ID 107258, 23 p. (2023). MSC: 65-XX 35-XX 93-XX 34-XX PDFBibTeX XMLCite \textit{R. Liu} and \textit{X. Wang}, Commun. Nonlinear Sci. Numer. Simul. 124, Article ID 107258, 23 p. (2023; Zbl 07714002) Full Text: DOI
Wang, Xiaojie Mean-square convergence rates of implicit Milstein type methods for SDEs with non-Lipschitz coefficients. (English) Zbl 1515.60253 Adv. Comput. Math. 49, No. 3, Paper No. 37, 48 p. (2023). MSC: 60H35 60H15 65C30 PDFBibTeX XMLCite \textit{X. Wang}, Adv. Comput. Math. 49, No. 3, Paper No. 37, 48 p. (2023; Zbl 1515.60253) 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
Wang, Xiaojie An efficient explicit full-discrete scheme for strong approximation of stochastic Allen-Cahn equation. (English) Zbl 07243121 Stochastic Processes Appl. 130, No. 10, 6271-6299 (2020). MSC: 65C30 60H35 60H15 PDFBibTeX XMLCite \textit{X. Wang}, Stochastic Processes Appl. 130, No. 10, 6271--6299 (2020; Zbl 07243121) Full Text: DOI
Wang, Xiaojie; Wu, Jiayi; Dong, Bozhang Mean-square convergence rates of stochastic theta methods for SDEs under a coupled monotonicity condition. (English) Zbl 1469.65033 BIT 60, No. 3, 759-790 (2020). MSC: 65C30 60H35 PDFBibTeX XMLCite \textit{X. Wang} et al., BIT 60, No. 3, 759--790 (2020; Zbl 1469.65033) Full Text: DOI
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
Hutzenthaler, Martin; Jentzen, Arnulf; Wang, Xiaojie Exponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations. (English) Zbl 1432.65011 Math. Comput. 87, No. 311, 1353-1413 (2018). MSC: 65C30 60H35 60H10 PDFBibTeX XMLCite \textit{M. Hutzenthaler} et al., Math. Comput. 87, No. 311, 1353--1413 (2018; Zbl 1432.65011) Full Text: DOI arXiv