Convergence Results of One-Leg and Linear Multistep Methods for Multiply Stiff Singular Perturbation Problems. - Aiguo Xiao; Chengming Huang; Siqing Gan (Computing, 2001)

Stability of multistep Runge-Kutta methods for systems of functional-differential and functional equations. - Siqing Gan; Weimin Zheng (Appl. Math. Lett., 2004)

Dissipativity of linear theta-methods for integro-differential equations. - Siqing Gan (Comput. Math. Appl., 2006)

Asymptotic stability of Rosenbrock methods for systems of functional differential and functional equations. - Siqing Gan (Math. Comput. Model., 2006)

Mean square convergence of one-step methods for neutral stochastic differential delay equations. - Haomin Zhang; Siqing Gan (Appl. Math. Comput., 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)

Delay-dependent stability of symmetric schemes in Boundary Value Methods for DDEs. - Wenhao Li; Shifeng Wu; Siqing Gan (Appl. Math. Comput., 2009)

Errors of linear multistep methods for singularly perturbed Volterra delay-integro-differential equations. - Shifeng Wu; Siqing Gan (Math. Comput. Simul., 2009)

Predicting Disk Failures with HMM- and HSMM-Based Approaches. - Ying Zhao; Xiang Liu; Siqing Gan; Weimin Zheng (ICDM, 2010)

A Performance Analytical Approach Based on Queuing Model for Network-on-Chip. - Youhui Zhang; Weimin Zheng; Xiaoguo Dong; Siqing Gan (PAAP, 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)

Model of Network-on-Chip routers and performance analysis. - Youhui Zhang; Xiaoguo Dong; Siqing Gan; Weimin Zheng (IEICE Electron. Express, 2011)

Convergence and stability of the balanced methods for stochastic differential equations with jumps. - Lin Hu; Siqing Gan (Int. J. Comput. Math., 2011)

The improved split-step backward Euler method for stochastic differential delay equations. - Xiaojie Wang 007; Siqing Gan (Int. J. Comput. Math., 2011)

Delay-dependent stability analysis of numerical methods for stochastic delay differential equations. - Chengming Huang; Siqing Gan; Desheng Wang (J. Comput. Appl. Math., 2012)

A Performance Model for Network-on-Chip Wormhole Routers. - Youhui Zhang; Xiaoguo Dong; Siqing Gan; Weimin Zheng (J. Comput., 2012)

Numerical analysis of the balanced implicit methods for stochastic pantograph equations with jumps. - Lin Hu; Siqing Gan (Appl. Math. Comput., 2013)

A class of symplectic partitioned Runge-Kutta methods. - Siqing Gan; Zaijiu Shang; Geng Sun (Appl. Math. Lett., 2013)

Compensated stochastic theta methods for stochastic differential delay equations with jumps. - Qiyong Li; Siqing Gan; Xiaojie Wang 007 (Int. J. Comput. Math., 2013)

Asymptotic stability of balanced methods for stochastic jump-diffusion differential equations. - Lin Hu; Siqing Gan; Xiaojie Wang 007 (J. Comput. Appl. Math., 2013)

A Runge-Kutta type scheme for nonlinear stochastic partial differential equations with multiplicative trace class noise. - Xiaojie Wang 007; Siqing Gan (Numer. Algorithms, 2013)

Stability of analytical and numerical solutions of nonlinear stochastic delay differential equations. - Siqing Gan; Aiguo Xiao; Desheng Wang (J. Comput. Appl. Math., 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)

An error corrected Euler-Maruyama method for stiff stochastic differential equations. - Zhengwei Yin; Siqing Gan (Appl. Math. Comput., 2015)

A second-order BDF compact difference scheme for fractional-order Volterra equation. - Hongbin Chen 002; Siqing Gan; Da Xu; Qiwen Liu (Int. J. Comput. Math., 2016)

Stability of the drift-implicit and double-implicit Milstein schemes for nonlinear SDEs. - Jinran Yao; Siqing Gan (Appl. Math. Comput., 2018)

High order method for Black-Scholes PDE. - Jinhao Hu; Siqing Gan (Comput. Math. Appl., 2018)

Pathwise convergence of an efficient scheme for SPDEs with non-globally Lipschitz nonlinearity. - Feroz Khan; Siqing Gan (Appl. Math. Comput., 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)

Convergence and stability of the backward Euler method for jump-diffusion SDEs with super-linearly growing diffusion and jump coefficients. - Ziheng Chen 004; Siqing Gan (J. Comput. Appl. Math., 2020)

Weak convergence rates for a full implicit scheme of stochastic Cahn-Hilliard equation with additive noise. - Meng Cai; Siqing Gan; Yaozhong Hu (CoRR, 2021)

First order strong convergence of an explicit scheme for the stochastic SIS epidemic model. - Lin Chen 014; Siqing Gan; Xiaojie Wang 007 (J. Comput. Appl. Math., 2021)

Weak Convergence Rates for an Explicit Full-Discretization of Stochastic Allen-Cahn Equation with Additive Noise. - Meng Cai; Siqing Gan; Xiaojie Wang 007 (J. Sci. Comput., 2021)

Strong convergence of the tamed Euler scheme for scalar SDEs with superlinearly growing and discontinuous drift coefficient. - Huimin Hu; Siqing Gan (CoRR, 2022)

Numerical approximation of the invariant distribution for a class of stochastic damped wave equations. - Ziyi Lei; Charles-Edouard Bréhier; Siqing Gan (CoRR, 2023)

Strong and weak convergence rates of logarithmic transformed truncated EM methods for SDEs with positive solutions. - Ziyi Lei; Siqing Gan; Ziheng Chen 004 (J. Comput. Appl. Math., 2023)

Strong convergence and stationary distribution of an explicit scheme for the Wright-Fisher model. - Lin Chen; Siqing Gan (J. Comput. Appl. Math., 2023)

First order strong approximation of Ait-Sahalia-type interest rate model with Poisson jumps. - Ziyi Lei; Siqing Gan; Jing Liu (Numer. Algorithms, 2023)

Multilevel Monte Carlo methods for positivity-preserving approximations of the Heston 3/2-model. - Xiaojuan Wu; Siqing Gan (CoRR, 2024)

An explicit positivity-preserving scheme for the Heston 3/2-model with order-one strong convergence. - Xiaojuan Wu; Siqing Gan (Commun. Nonlinear Sci. Numer. Simul., 2025)