Convergence in Density of Splitting AVF Scheme for Stochastic Langevin Equation. - Jianbo Cui; Jialin Hong; Derui Sheng (CoRR, 2019)

Convergence of Density Approximations for Stochastic Heat Equation. - Chuchu Chen; Jianbo Cui; Jialin Hong; Derui Sheng (CoRR, 2020)

Numerically asymptotical preservation of the large deviations principles for invariant measures of Langevin equations. - Jialin Hong; Diancong Jin; Derui Sheng; Liying Sun (CoRR, 2020)

A splitting semi-implicit method for stochastic incompressible Euler equations on T2. - Jialin Hong; Derui Sheng; Tau Zhou (CoRR, 2021)

Numerical approximations of one-point large deviations rate functions of stochastic differential equations with small noise. - Jialin Hong; Diancong Jin; Derui Sheng (CoRR, 2021)

Influences of Numerical Discretizations on Hitting Probabilities for Linear Stochastic Parabolic System. - Chuchu Chen; Jialin Hong; Derui Sheng (CoRR, 2021)

Strong error analysis of Euler methods for overdamped generalized Langevin equations with fractional noise: Nonlinear case. - Xinjie Dai; Jialin Hong; Derui Sheng; Tau Zhou (CoRR, 2022)

Convergence analysis of a finite difference method for stochastic Cahn-Hilliard equation. - Jialin Hong; Diancong Jin; Derui Sheng (CoRR, 2022)

Finite difference method for stochastic Cahn-Hilliard equation: Strong convergence rate and density convergence. - Jialin Hong; Diancong Jin; Derui Sheng (CoRR, 2022)

Well-posedness and Mittag-Leffler Euler integrator for space-time fractional SPDEs with fractionally integrated additive noise. - Xinjie Dai; Jialin Hong; Derui Sheng (CoRR, 2022)

Convergence analysis of one-point large deviations rate functions of numerical discretizations for stochastic wave equations with small noise. - Diancong Jin; Jialin Hong; Derui Sheng (CoRR, 2022)

Influence of numerical discretizations on hitting probabilities for linear stochastic parabolic systems. - Chuchu Chen; Jialin Hong; Derui Sheng (J. Complex., 2022)

Density function of numerical solution of splitting AVF scheme for stochastic Langevin equation. - Jianbo Cui; Jialin Hong; Derui Sheng (Math. Comput., 2022)

Exponential superiority in probability of stochastic symplectic methods for linear stochastic oscillator. - Jialin Hong; Ge Liang; Derui Sheng (CoRR, 2023)

Asymptotics of large deviations of finite difference method for stochastic Cahn-Hilliard equation. - Diancong Jin; Derui Sheng (CoRR, 2023)

Error analysis of numerical methods on graded meshes for stochastic Volterra equations. - Xinjie Dai; Jialin Hong; Derui Sheng (CoRR, 2023)

Density convergence of a fully discrete finite difference method for stochastic Cahn-Hilliard equation. - Jialin Hong; Diancong Jin; Derui Sheng (Math. Comput., 2023)

Asymptotic-preserving approximations for stochastic incompressible viscous fluids and SPDEs on graph. - Jianbo Cui; Derui Sheng (CoRR, 2024)

A dynamic domain semi-Lagrangian method for stochastic Vlasov equations. - Jianbo Cui; Derui Sheng; Chenhui Zhang; Tau Zhou (CoRR, 2025)