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Derui Sheng
Derui Sheng
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Verified email at lsec.cc.ac.cn
Title
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Year
Density function of numerical solution of splitting AVF scheme for stochastic Langevin equation
J Cui, J Hong, D Sheng
Mathematics of Computation 91 (337), 2283-2333, 2022
16*2022
Accelerated exponential Euler scheme for stochastic heat equation: convergence rate of the density
C Chen, J Cui, J Hong, D Sheng
IMA Journal of Numerical Analysis 43 (2), 1181-1220, 2023
7*2023
Density convergence of a fully discrete finite difference method for stochastic Cahn–Hilliard equation
J Hong, D Jin, D Sheng
Mathematics of Computation, 2023
7*2023
Convergence analysis for minimum action methods coupled with a finite difference method
J Hong, D Jin, D Sheng
arXiv preprint arXiv:2102.04061, 2021
5*2021
Mittag–Leffler Euler Integrator and Large Deviations for Stochastic Space-Time Fractional Diffusion Equations
X Dai, J Hong, D Sheng
Potential Analysis, 1-35, 2023
4*2023
Convergence analysis of one-point large deviations rate functions of numerical discretizations for stochastic wave equations with small noise
D Jin, J Hong, D Sheng
arXiv preprint arXiv:2209.08341, 2022
22022
Hitting properties of generalized fractional kinetic equation with time-fractional noise
D Sheng, T Zhou
Stochastics and Partial Differential Equations: Analysis and Computations, 1-37, 2023
12023
Strong error analysis of Euler methods for overdamped generalized Langevin equations with fractional noise: Nonlinear case
X Dai, J Hong, D Sheng, T Zhou
ESAIM: Mathematical Modelling and Numerical Analysis 57 (4), 1981-2006, 2023
12023
Asymptotics of large deviations of finite difference method for stochastic Cahn--Hilliard equation
D Jin, D Sheng
arXiv preprint arXiv:2304.11916, 2023
12023
Optimal Hölder continuity and hitting probabilities for SPDEs with rough fractional noises
J Hong, Z Liu, D Sheng
Journal of Mathematical Analysis and Applications 512 (1), 126125, 2022
12022
Asymptotic-preserving approximations for stochastic incompressible viscous fluids and SPDEs on group
J Cui, D Sheng
arXiv preprint arXiv:2404.09168, 2024
2024
A splitting semi-implicit Euler method for stochastic incompressible Euler equations on 𝕋2
J Hong, D Sheng, T Zhou
IMA Journal of Numerical Analysis 43 (5), 2748-2776, 2023
2023
Error analysis of numerical methods on graded meshes for stochastic Volterra equations
X Dai, J Hong, D Sheng
arXiv preprint arXiv:2308.16696, 2023
2023
Exponential superiority in probability of stochastic symplectic methods for linear stochastic oscillator
J Hong, G Liang, D Sheng
arXiv preprint arXiv:2304.01602, 2023
2023
Influence of numerical discretizations on hitting probabilities for linear stochastic parabolic systems
C Chen, J Hong, D Sheng
Journal of Complexity 70, 101634, 2022
2022
Numerical approximations of one point large deviations rate functions of non-globally Lipschitz SDEs with small noise
Z Chen, D Jin, D Sheng
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