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 PDF BibTeX XML Cite \textit{M. Cai} et al., J. Sci. Comput. 86, No. 3, Paper No. 34, 30 p. (2021; Zbl 1477.65165) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \textit{Z. Chen} et al., Appl. Numer. Math. 157, 135--158 (2020; Zbl 07235996) Full Text: DOI arXiv OpenURL
Chen, Ziheng; Gan, Siqing Convergence and stability of the backward Euler method for jump-diffusion SDEs with super-linearly growing diffusion and jump coefficients. (English) Zbl 1418.60097 J. Comput. Appl. Math. 363, 350-369 (2020). MSC: 60H35 65C20 65C30 PDF BibTeX XML Cite \textit{Z. Chen} and \textit{S. Gan}, J. Comput. Appl. Math. 363, 350--369 (2020; Zbl 1418.60097) Full Text: DOI OpenURL
Gan, Siqing Dissipativity of the backward Euler method for nonlinear Volterra functional differential equations in Banach space. (English) Zbl 1422.65133 Adv. Difference Equ. 2015, Paper No. 128, 9 p. (2015). MSC: 65L20 65L05 65L06 34K28 34K20 PDF BibTeX XML Cite \textit{S. Gan}, Adv. Difference Equ. 2015, Paper No. 128, 9 p. (2015; Zbl 1422.65133) Full Text: DOI OpenURL
Yin, Zhengwei; Gan, Siqing An error corrected Euler-Maruyama method for stiff stochastic differential equations. (English) Zbl 1338.65016 Appl. Math. Comput. 256, 630-641 (2015). MSC: 65C30 60H10 PDF BibTeX XML Cite \textit{Z. Yin} and \textit{S. Gan}, Appl. Math. Comput. 256, 630--641 (2015; Zbl 1338.65016) Full Text: DOI OpenURL
Gan, Siqing; Xiao, Aiguo; Wang, Desheng Stability of analytical and numerical solutions of nonlinear stochastic delay differential equations. (English) Zbl 1293.65011 J. Comput. Appl. Math. 268, 5-22 (2014). MSC: 65C30 34K50 60H10 PDF BibTeX XML Cite \textit{S. Gan} et al., J. Comput. Appl. Math. 268, 5--22 (2014; Zbl 1293.65011) Full Text: DOI arXiv OpenURL
Li, Qiyong; Gan, Siqing; Zhang, Haomin Mean-square exponential stability of an improved split-step backward Euler method for stochastic delay integro-differential equations. (Chinese. English summary) Zbl 1299.65010 J. Numer. Methods Comput. Appl. 34, No. 4, 241-248 (2013). MSC: 65C30 60H35 34K50 45J05 45R05 60H20 PDF BibTeX XML Cite \textit{Q. Li} et al., J. Numer. Methods Comput. Appl. 34, No. 4, 241--248 (2013; Zbl 1299.65010) OpenURL
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 PDF BibTeX XML Cite \textit{X. Wang} and \textit{S. Gan}, J. Math. Anal. Appl. 398, No. 1, 151--169 (2013; Zbl 1260.65006) Full Text: DOI OpenURL
Huang, Chengming; Gan, Siqing; Wang, Desheng Delay-dependent stability analysis of numerical methods for stochastic delay differential equations. (English) Zbl 1246.65013 J. Comput. Appl. Math. 236, No. 14, 3514-3527 (2012). Reviewer: Gong Guanglu (Beijing) MSC: 65C30 60H35 60H10 34K50 34K06 65L20 65L12 PDF BibTeX XML Cite \textit{C. Huang} et al., J. Comput. Appl. Math. 236, No. 14, 3514--3527 (2012; Zbl 1246.65013) Full Text: DOI OpenURL
Li, Qiyong; Gan, Siqing Almost sure exponential stability of numerical solutions for stochastic delay differential equations with jumps. (English) Zbl 1291.65015 J. Appl. Math. Comput. 37, No. 1-2, 541-557 (2011). MSC: 65C20 60H35 65L20 PDF BibTeX XML Cite \textit{Q. Li} and \textit{S. Gan}, J. Appl. Math. Comput. 37, No. 1--2, 541--557 (2011; Zbl 1291.65015) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{X. Wang} and \textit{S. Gan}, Int. J. Comput. Math. 88, No. 11, 2359--2378 (2011; Zbl 1235.65010) Full Text: DOI arXiv OpenURL
Zhang, Haomin; Gan, Siqing; Hu, Lin Mean square convergence of semi-implicit Euler methods with linear interpolation for stochastic pantograph equations. (Chinese. English summary) Zbl 1212.65025 Math. Numer. Sin. 31, No. 4, 379-392 (2009). MSC: 65C30 60H10 60H35 34K28 34K50 65L20 PDF BibTeX XML Cite \textit{H. Zhang} et al., Math. Numer. Sin. 31, No. 4, 379--392 (2009; Zbl 1212.65025) OpenURL
Zhang, Haomin; Gan, Siqing; Hu, Lin The split-step backward Euler method for linear stochastic delay differential equations. (English) Zbl 1183.65007 J. Comput. Appl. Math. 225, No. 2, 558-568 (2009). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 65C30 60H10 34F05 60H35 34K50 65L06 65L20 PDF BibTeX XML Cite \textit{H. Zhang} et al., J. Comput. Appl. Math. 225, No. 2, 558--568 (2009; Zbl 1183.65007) Full Text: DOI OpenURL
Zhang, Haomin; Gan, Siqing Mean square convergence of one-step methods for neutral stochastic differential delay equations. (English) Zbl 1155.65010 Appl. Math. Comput. 204, No. 2, 884-890 (2008). Reviewer: Henri Schurz (Carbondale) MSC: 65C30 34K50 60H10 PDF BibTeX XML Cite \textit{H. Zhang} and \textit{S. Gan}, Appl. Math. Comput. 204, No. 2, 884--890 (2008; Zbl 1155.65010) Full Text: DOI OpenURL
Gan, Siqing Exact and discretized dissipativity of the pantograph equation. (English) Zbl 1142.65375 J. Comput. Math. 25, No. 1, 81-88 (2007). MSC: 65L05 34K28 65L06 PDF BibTeX XML Cite \textit{S. Gan}, J. Comput. Math. 25, No. 1, 81--88 (2007; Zbl 1142.65375) OpenURL