Testing for central symmetry and inference of the unknown center. - Xinjie Dai; Cuizhen Niu; Xu Guo (Comput. Stat. Data Anal., 2018)

Well-posedness and EM approximations for non-Lipschitz stochastic fractional integro-differential equations. - Xinjie Dai; Weiping Bu; Aiguo Xiao (J. Comput. Appl. Math., 2019)

A note on Euler method for the overdamped generalized Langevin equation with fractional noise. - Xinjie Dai; Aiguo Xiao (Appl. Math. Lett., 2021)

Superconvergence of discontinuous Galerkin method for neutral delay differential equations. - Gengen Zhang; Xinjie Dai (Int. J. Comput. Math., 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)

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)

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

Fast $$ theta $$-Maruyama scheme for stochastic Volterra integral equations of convolution type: mean-square stability and strong convergence analysis. - Mengjie Wang; Xinjie Dai; Yanyan Yu; Aiguo Xiao (Comput. Appl. Math., 2023)

Fast Euler-Maruyama method for weakly singular stochastic Volterra integral equations with variable exponent. - Min Li; Xinjie Dai; Chengming Huang (Numer. Algorithms, 2023)

Singular stochastic Volterra integral equations with Mittag-Leffler kernels: well-posedness and strong convergence of θ-Maruyama method. - Huayu Tang; Xinjie Dai; Mengjie Wang; Aiguo Xiao (Int. J. Comput. Math., 2023)

Density functions for the overdamped generalized Langevin equation and its Euler-Maruyama method: smoothness and convergence. - Xinjie Dai; Diancong Jin (CoRR, 2024)

A positivity-preserving truncated Euler-Maruyama method for stochastic differential equations with positive solutions: multi-dimensional case. - Xingwei Hu; Xinjie Dai; Aiguo Xiao (CoRR, 2024)

A positivity preserving Milstein-type method for stochastic differential equations with positive solutions. - Xingwei Hu; Mengjie Wang; Xinjie Dai; Yanyan Yu; Aiguo Xiao (J. Comput. Appl. Math., 2024)

The optimal strong convergence rates of the truncated EM and logarithmic truncated EM methods for multi-dimensional nonlinear stochastic differential equations. - Xingwei Hu; Xinjie Dai; Aiguo Xiao (CoRR, 2025)