Siqing Gan

According to our database, Siqing Gan authored at least 39 papers between 2001 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Multilevel Monte Carlo methods for positivity-preserving approximations of the Heston 3/2-model.

Xiaojuan Wu, Siqing Gan

CoRR, 2024

2023

First order strong approximation of Ait-Sahalia-type interest rate model with Poisson jumps.

Ziyi Lei, Siqing Gan, Jing Liu

Numer. Algorithms, September, 2023

Strong convergence and stationary distribution of an explicit scheme for the Wright-Fisher model.

Lin Chen, Siqing Gan

J. Comput. Appl. Math., May, 2023

Strong and weak convergence rates of logarithmic transformed truncated EM methods for SDEs with positive solutions.

Ziyi Lei, Siqing Gan, Ziheng Chen

J. Comput. Appl. Math., 2023

Numerical approximation of the invariant distribution for a class of stochastic damped wave equations.

Ziyi Lei, Charles-Edouard Bréhier, Siqing Gan

CoRR, 2023

2022

Strong convergence of the tamed Euler scheme for scalar SDEs with superlinearly growing and discontinuous drift coefficient.

Huimin Hu, Siqing Gan

CoRR, 2022

2021

Weak Convergence Rates for an Explicit Full-Discretization of Stochastic Allen-Cahn Equation with Additive Noise.

Meng Cai, Siqing Gan, Xiaojie Wang

J. Sci. Comput., 2021

First order strong convergence of an explicit scheme for the stochastic SIS epidemic model.

Lin Chen, Siqing Gan, Xiaojie Wang

J. Comput. Appl. Math., 2021

Weak convergence rates for a full implicit scheme of stochastic Cahn-Hilliard equation with additive noise.

Meng Cai, Siqing Gan, Yaozhong Hu

CoRR, 2021

2020

Convergence and stability of the backward Euler method for jump-diffusion SDEs with super-linearly growing diffusion and jump coefficients.

Ziheng Chen, Siqing Gan

J. Comput. Appl. Math., 2020

2019

Weak convergence rates for an explicit full-discretization of stochastic Allen-Cahn equation with additive noise.

Meng Cai, Siqing Gan, Xiaojie Wang

CoRR, 2019

Pathwise convergence of an efficient scheme for SPDEs with non-globally Lipschitz nonlinearity.

Feroz Khan, Siqing Gan

Appl. Math. Comput., 2019

2018

High order method for Black-Scholes PDE.

Jinhao Hu, Siqing Gan

Comput. Math. Appl., 2018

Stability of the drift-implicit and double-implicit Milstein schemes for nonlinear SDEs.

Jinran Yao, Siqing Gan

Appl. Math. Comput., 2018

2016

A second-order BDF compact difference scheme for fractional-order Volterra equation.

Hongbin Chen, Siqing Gan, Da Xu, Qiwen Liu

Int. J. Comput. Math., 2016

2015

An error corrected Euler-Maruyama method for stiff stochastic differential equations.

Zhengwei Yin, Siqing Gan

Appl. Math. Comput., 2015

2014

Higher Order Strong Approximations of Semilinear Stochastic Wave Equation with Additive Space-time White Noise.

Xiaojie Wang, Siqing Gan, Jingtian Tang

SIAM J. Sci. Comput., 2014

Stability of analytical and numerical solutions of nonlinear stochastic delay differential equations.

Siqing Gan, Aiguo Xiao, Desheng Wang

J. Comput. Appl. Math., 2014

2013

A Runge-Kutta type scheme for nonlinear stochastic partial differential equations with multiplicative trace class noise.

Xiaojie Wang, Siqing Gan

Numer. Algorithms, 2013

Asymptotic stability of balanced methods for stochastic jump-diffusion differential equations.

Lin Hu, Siqing Gan, Xiaojie Wang

J. Comput. Appl. Math., 2013

Compensated stochastic theta methods for stochastic differential delay equations with jumps.

Qiyong Li, Siqing Gan, Xiaojie Wang

Int. J. Comput. Math., 2013

A class of symplectic partitioned Runge-Kutta methods.

Siqing Gan, Zaijiu Shang, Geng Sun

Appl. Math. Lett., 2013

Numerical analysis of the balanced implicit methods for stochastic pantograph equations with jumps.

Lin Hu, Siqing Gan

Appl. Math. Comput., 2013

2012

A Performance Model for Network-on-Chip Wormhole Routers.

Youhui Zhang, Xiaoguo Dong, Siqing Gan, Weimin Zheng

J. Comput., 2012

Delay-dependent stability analysis of numerical methods for stochastic delay differential equations.

Chengming Huang, Siqing Gan, Desheng Wang

J. Comput. Appl. Math., 2012

2011

The improved split-step backward Euler method for stochastic differential delay equations.

Xiaojie Wang, Siqing Gan

Int. J. Comput. Math., 2011

Convergence and stability of the balanced methods for stochastic differential equations with jumps.

Lin Hu, Siqing Gan

Int. J. Comput. Math., 2011

Model of Network-on-Chip routers and performance analysis.

Youhui Zhang, Xiaoguo Dong, Siqing Gan, Weimin Zheng

IEICE Electron. Express, 2011

2010

Delay-dependent stability analysis of trapezium rule for second order delay differential equations with three parameters.

Wenhao Li, Chengming Huang, Siqing Gan

J. Frankl. Inst., 2010

A Performance Analytical Approach Based on Queuing Model for Network-on-Chip.

Youhui Zhang, Weimin Zheng, Xiaoguo Dong, Siqing Gan

Proceedings of the Third International Symposium on Parallel Architectures, 2010

Predicting Disk Failures with HMM- and HSMM-Based Approaches.

Ying Zhao, Xiang Liu, Siqing Gan, Weimin Zheng

Proceedings of the Advances in Data Mining. Applications and Theoretical Aspects, 2010

2009

Errors of linear multistep methods for singularly perturbed Volterra delay-integro-differential equations.

Shifeng Wu, Siqing Gan

Math. Comput. Simul., 2009

Delay-dependent stability of symmetric schemes in Boundary Value Methods for DDEs.

Wenhao Li, Shifeng Wu, Siqing Gan

Appl. Math. Comput., 2009

2008

Analytical and numerical stability of neutral delay integro-differential equations and neutral delay partial differential equations.

Shifeng Wu, Siqing Gan

Comput. Math. Appl., 2008

Mean square convergence of one-step methods for neutral stochastic differential delay equations.

Haomin Zhang, Siqing Gan

Appl. Math. Comput., 2008

2006

Asymptotic stability of Rosenbrock methods for systems of functional differential and functional equations.

Siqing Gan

Math. Comput. Model., 2006

Dissipativity of linear theta-methods for integro-differential equations.

Siqing Gan

Comput. Math. Appl., 2006

2004

Stability of multistep Runge-Kutta methods for systems of functional-differential and functional equations.

Siqing Gan, Weimin Zheng

Appl. Math. Lett., 2004

2001

Convergence Results of One-Leg and Linear Multistep Methods for Multiply Stiff Singular Perturbation Problems.

Aiguo Xiao, Chengming Huang, Siqing Gan

Computing, 2001