Accelerate overrelaxation methods for rank deficient linear systems. - Hongjiong Tian (Appl. Math. Comput., 2003)

Numerical and Analytic dissipativity of the theta-Method for Delay Differential Equations with a Bounded Variable Lag. - Hongjiong Tian (Int. J. Bifurc. Chaos, 2004)

Dynamics of Linear Multistep Methods for Delay Differential Equations. - Hongjiong Tian; Qian Guo 002 (Int. J. Bifurc. Chaos, 2004)

Numerical dissipativity of multistep methods for delay differential equations. - Hongjiong Tian; Liqiang Fan; Jiaxiang Xiang (Appl. Math. Comput., 2007)

Asymptotic stability, contractivity and dissipativity of one-leg theta-method for non-autonomous delay functional differential equations. - Hongjiong Tian; Ni Guo (Appl. Math. Comput., 2008)

Asymptotic stability of numerical methods for linear delay parabolic differential equations. - Hongjiong Tian (Comput. Math. Appl., 2008)

Integration processes of ordinary differential equations based on Laguerre-Radau interpolations. - Ben-yu Guo; Zhong-Qing Wang; Hong-Jiong Tian; Li-lian Wang (Math. Comput., 2008)

Continuous Block Theta-Methods for Ordinary and Delay Differential Equations. - Hongjiong Tian; Kaiting Shan; Jiaoxun Kuang (SIAM J. Sci. Comput., 2009)

Asymptotic stability of neutral differential systems with many delays. - Jiaoxun Kuang; Hongjiong Tian; Kaiting Shan (Appl. Math. Comput., 2011)

Asymptotic Stability of Linear Neutral Delay Differential-Algebraic Equations and Linear Multistep Methods. - Hongjiong Tian; Quanhong Yu; Jiaoxun Kuang (SIAM J. Numer. Anal., 2011)

Continuous parallel block methods and their applications. - Li Xie; Hongjiong Tian (Appl. Math. Comput., 2014)

Functionally-fitted block methods for ordinary differential equations. - Jingwen Wu; Hongjiong Tian (J. Comput. Appl. Math., 2014)

Asymptotic Stability of Linear Neutral Delay Differential-Algebraic Equations and Runge-Kutta Methods. - Hongjiong Tian; Quanhong Yu; Jiaoxun Kuang (SIAM J. Numer. Anal., 2014)

Functionally-fitted block methods for second order ordinary differential equations. - Jingwen Wu; Hongjiong Tian (Comput. Phys. Commun., 2015)

Asymptotic stability of general linear methods for systems of linear neutral delay differential-algebraic equations. - Quanhong Yu; Hongjiong Tian; Jiaoxun Kuang (Int. J. Comput. Math., 2015)

Exponential fitting Runge-Kutta methods for the delayed recruitment/renewal equation. - Shengli Duan; Hongjiong Tian (J. Comput. Appl. Math., 2016)

Legendre-Galerkin spectral approximation for a nonlocal elliptic Kirchhof-type problem. - Quanwei Ren; Hongjiong Tian (Int. J. Comput. Math., 2017)

Adiabatic Filon-type methods for highly oscillatory second-order ordinary differential equations. - Zhongli Liu; Hongjiong Tian; Xiong You (J. Comput. Appl. Math., 2017)

Generalized two-step Maruyama methods for stochastic differential equations. - Quanwei Ren; Hongjiong Tian (Appl. Math. Comput., 2018)

Hybrid Runge-Kutta methods for ordinary differential equations. - Zhongli Liu; Jintao Hu; Hongjiong Tian (Comput. Appl. Math., 2020)

Generalized two-step Milstein methods for stochastic differential equations. - Quanwei Ren; Hongjiong Tian (Int. J. Comput. Math., 2020)

An alternative approach for order conditions of Runge-Kutta-Nyström methods. - Xue Sun; Zhongli Liu; Hongjiong Tian (Adv. Comput. Math., 2021)

Asymptotic-numerical solvers for highly oscillatory ordinary differential equations and Hamiltonian systems. - Zhongli Liu; Xiaoxue Sa; Hongjiong Tian (Comput. Appl. Math., 2021)

The semi-implicit Euler-Maruyama method for nonlinear non-autonomous stochastic differential equations driven by a class of Lévy processes. - Xiaotong Li; Wei Liu; Hongjiong Tian (CoRR, 2022)

The Linear Relationship Model with LASSO for Studying Stock Networks. - Muzi Chen; Hongjiong Tian; Boyao Wu; Tianhai Tian (Entropy, 2022)

Mean-square convergence and stability of two-step Milstein methods for stochastic differential equations with Poisson jumps. - Quanwei Ren; Hongjiong Tian (Comput. Appl. Math., 2022)

hp-version C1-continuous Petrov-Galerkin method for nonlinear second-order initial value problems with application to wave equations. - Lina Wang; Mingzhu Zhang; Hongjiong Tian; Lijun Yi (CoRR, 2023)

Modified Filon-type methods for second-order highly oscillatory systems with a time-dependent frequency matrix. - Zhongli Liu; Hui Zhao; Hongjiong Tian (Appl. Math. Lett., 2023)

The modified stochastic theta scheme for McKean-Vlasov stochastic differential equations under local one-sided Lipschitz conditions. - Hongxia Chu; Haiyan Yuan; Hongjiong Tian (Appl. Math. Lett., 2025)

High asymptotic order numerical methods for highly oscillatory ODEs with large initial data. - Zhongli Liu; Hongjiong Tian (Appl. Math. Lett., 2025)

A posteriori error estimates and adaptivity for the IMEX BDF2 method for nonlinear parabolic equations. - Shuo Yang; Liutao Tian; Hongjiong Tian (J. Comput. Appl. Math., 2025)

Discovering Dynamics with Kolmogorov Arnold Networks: Linear Multistep Method-Based Algorithms and Error Estimation. - Jintao Hu; Hongjiong Tian; Qian Guo (CoRR, 2025)

Implicit numerical approximation for stochastic delay differential equations with the nonlinear diffusion term in the infinite horizon. - Yudong Wang; Hongjiong Tian (CoRR, 2025)

Strong convergence in the infinite horizon of numerical methods for stochastic delay differential equations. - Yudong Wang; Hongjiong Tian (CoRR, 2025)