Zhou, Weien; Zhang, Jingjing; Hong, Jialin; Song, Songhe Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise. (English) Zbl 1367.65015 J. Comput. Appl. Math. 325, 134-148 (2017). MSC: 65C30 60H10 60H35 65P10 34F05 65L06 37M15 37H10 PDFBibTeX XMLCite \textit{W. Zhou} et al., J. Comput. Appl. Math. 325, 134--148 (2017; Zbl 1367.65015) Full Text: DOI arXiv
Wang, Lijin; Hong, Jialin; Sun, Liying Modified equations for weakly convergent stochastic symplectic schemes via their generating functions. (English) Zbl 1355.65018 BIT 56, No. 3, 1131-1162 (2016). Reviewer: Christian Pötzsche (Klagenfurt) MSC: 65C30 65P10 37H10 37M15 60H10 PDFBibTeX XMLCite \textit{L. Wang} et al., BIT 56, No. 3, 1131--1162 (2016; Zbl 1355.65018) Full Text: DOI
Hong, Jialin; Xu, Dongsheng; Wang, Peng Preservation of quadratic invariants of stochastic differential equations via Runge-Kutta methods. (English) Zbl 1302.65027 Appl. Numer. Math. 87, 38-52 (2015). MSC: 65C30 60H10 60H35 34F05 65L06 65P10 65L20 PDFBibTeX XMLCite \textit{J. Hong} et al., Appl. Numer. Math. 87, 38--52 (2015; Zbl 1302.65027) Full Text: DOI
Wang, Lijin; Hong, Jialin Generating functions for stochastic symplectic methods. (English) Zbl 1278.65006 Discrete Contin. Dyn. Syst. 34, No. 3, 1211-1228 (2014). MSC: 65C30 65H10 60H35 34F05 65P10 37H10 37M15 PDFBibTeX XMLCite \textit{L. Wang} and \textit{J. Hong}, Discrete Contin. Dyn. Syst. 34, No. 3, 1211--1228 (2014; Zbl 1278.65006) Full Text: DOI
Wang, Lijin; Hong, Jialin; Scherer, Rudolf; Bai, Fengshan Dynamics and variational integrators of stochastic Hamiltonian systems. (English) Zbl 1499.65193 Int. J. Numer. Anal. Model. 6, No. 4, 586-602 (2009). MSC: 65H10 65C30 65P10 PDFBibTeX XMLCite \textit{L. Wang} et al., Int. J. Numer. Anal. Model. 6, No. 4, 586--602 (2009; Zbl 1499.65193) Full Text: Link
Hong, Jialin; Scherer, Rudolf; Wang, Lijin Predictor-corrector methods for a linear stochastic oscillator with additive noise. (English) Zbl 1140.65014 Math. Comput. Modelling 46, No. 5-6, 738-764 (2007). Reviewer: Dominique Lepingle (Orléans) MSC: 65C30 65L06 37M15 37H10 65P10 34F05 60H10 60H35 65L20 PDFBibTeX XMLCite \textit{J. Hong} et al., Math. Comput. Modelling 46, No. 5--6, 738--764 (2007; Zbl 1140.65014) Full Text: DOI
Hong, Jialin; Liu, Ying A novel numerical approach to simulating nonlinear Schrödinger equations with varying coefficients. (English) Zbl 1046.65072 Appl. Math. Lett. 16, No. 5, 759-765 (2003). MSC: 65M06 35Q55 37K40 37M15 PDFBibTeX XMLCite \textit{J. Hong} and \textit{Y. Liu}, Appl. Math. Lett. 16, No. 5, 759--765 (2003; Zbl 1046.65072) Full Text: DOI