Minghui Song
Orcid: 0009-0008-0818-8913
According to our database1,
Minghui Song
authored at least 40 papers
between 2005 and 2025.
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Bibliography
2025
Strong convergence of the adaptive Milstein method for nonlinear stochastic differential equations with piecewise continuous arguments.
Comput. Appl. Math., October, 2025
Dimension-independent convergence rate of propagation of chaos and numerical analysis for McKean-Vlasov stochastic differential equations with coefficients nonlinearly dependent on measure.
CoRR, February, 2025
Convergence and stability of an explicit numerical method for stochastic differential equations with piecewise continuous arguments.
Comput. Appl. Math., February, 2025
Time-Domain Direct Sampling Method for Inverse Electromagnetic Scattering with a Single Incident Source.
SIAM J. Imaging Sci., 2025
Unconditionally optimal error estimates of linearized virtual element methods for a class of nonlinear wave equations.
Commun. Nonlinear Sci. Numer. Simul., 2025
Proceedings of the Companion Proceedings of the ACM on Web Conference 2025, 2025
2024
Strong convergence of explicit numerical schemes for stochastic differential equations with piecewise continuous arguments.
Numer. Algorithms, October, 2024
An Isoparametric Finite Element Method for Time-fractional Parabolic Equation on 2D Curved Domain.
J. Sci. Comput., June, 2024
Convergence and stability of the Milstein scheme for stochastic differential equations with piecewise continuous arguments.
Numer. Algorithms, May, 2024
Convergence and stability of an explicit method for nonlinear stochastic differential equations with piecewise continuous arguments.
J. Comput. Appl. Math., March, 2024
Proceedings of the Findings of the Association for Computational Linguistics, 2024
2023
Nonfragile-Observer-Based Integral Sliding Mode Control for a Class of Uncertain Switched Hyperbolic Systems.
IEEE Trans. Autom. Control., August, 2023
Intermittent pinning synchronization between two hyperbolic coupled networks with time-varying delays.
J. Frankl. Inst., March, 2023
Strong convergence of the tamed Euler method for nonlinear hybrid stochastic differential equations with piecewise continuous arguments.
J. Comput. Appl. Math., 2023
Convergence and stability of modified partially truncated Euler-Maruyama method for stochastic differential equations with piecewise continuous arguments.
Int. J. Comput. Math., 2023
Proceedings of the Findings of the Association for Computational Linguistics: EMNLP 2023, 2023
Proceedings of the 2023 Conference on Empirical Methods in Natural Language Processing, 2023
2022
Local discontinuous Galerkin method combined with the L2 formula for the time fractional Cable model.
J. Appl. Math. Comput., December, 2022
Strong convergence rate of the stochastic theta method for nonlinear hybrid stochastic differential equations with piecewise continuous arguments.
Comput. Appl. Math., December, 2022
Convergence and stability of stochastic theta method for nonlinear stochastic differential equations with piecewise continuous arguments.
J. Comput. Appl. Math., 2022
The rate of Lp-convergence for the Euler-Maruyama method of the stochastic differential equations with Markovian switching.
CoRR, 2022
2021
Stability equivalence among stochastic differential equations and stochastic differential equations with piecewise continuous arguments and corresponding Euler-Maruyama methods.
Appl. Math. Comput., 2021
2019
Fourier method for identifying electromagnetic sources with multi-frequency far-field data.
J. Comput. Appl. Math., 2019
Appl. Math. Comput., 2019
Strong convergence and exponential stability of stochastic differential equations with piecewise continuous arguments for non-globally Lipschitz continuous coefficients.
Appl. Math. Comput., 2019
2018
J. Real Time Image Process., 2018
Convergence and stability of the compensated split-step theta method for stochastic differential equations with piecewise continuous arguments driven by Poisson random measure.
J. Comput. Appl. Math., 2018
2015
Mean-square stability of analytic solution and Euler-Maruyama method for impulsive stochastic differential equations.
Appl. Math. Comput., 2015
Asymptotical stability of the exact solutions and the numerical solutions for a class of impulsive differential equations.
Appl. Math. Comput., 2015
2012
J. Appl. Math., 2012
Numerical Solutions of Stochastic Differential Equations Driven by Poisson Random Measure with Non-Lipschitz Coefficients.
J. Appl. Math., 2012
Numerical Solutions of Stochastic Differential Equations with Piecewise Continuous Arguments under Khasminskii-Type Conditions.
J. Appl. Math., 2012
2011
Extinction and permanence of the numerical solution of a two-prey one-predator system with impulsive effect.
Int. J. Comput. Math., 2011
2010
Exponential stability of Euler-Maruyama solutions for impulsive stochastic differential equations with delay.
Appl. Math. Comput., 2010
The improved linear multistep methods for differential equations with piecewise continuous arguments.
Appl. Math. Comput., 2010
2009
Syst. Control. Lett., 2009
J. Comput. Appl. Math., 2009
2005
Stability of Runge-Kutta methods in the numerical solution of equation u<sup>'</sup>(t)=au(t)+a<sub>0</sub>u([t])+a<sub>1</sub>u([t-1]).
Appl. Math. Comput., 2005