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This work was supported by the National Natural Science Foundation of China(Nos.91530118,91130003,11021101,11290142,11471310,11601032,11301234,11271171);the Provincial Natural Science Foundation of Jiangxi(Nos.20142BCB23009,20161ACB20006,20151BAB201012).
In this paper,we propose a compact scheme to numerically study the coupled stochastic nonlinear Schrodinger equations.We prove that the compact scheme preserves the discrete stochastic multi-symplectic conservation la...
This work was supported by NSFC(91130003);The first authors is also supported by NSFC(11101184,11271151);the Science Foundation for Young Scientists of Jilin Province(20130522101JH);The second and third authors are also supported by NSFC(11021101,11290142).The authors would like to thank anonymous reviewers for careful reading and invaluable suggestions,which greatly improved the presentation of the paper.
We study the construction of symplectic Runge-Kutta methods for stochastic Hamiltonian systems(SHS).Three types of systems,SHS with multiplicative noise,special separable Hamiltonians and multiple additive noise,respe...
This work is supported by National Natural Science Foundation of China (Nos. 11401594, 11171125, 91130003) and the New Teachers' Specialized Research Fund for the Doctoral Program from Ministry of Education of China (No. 20120162120096).
This paper presents a strong predictor-corrector method for the numerical solution of stochastic delay differential equations (SDDEs) of ItS-type. The method is proved to be mean-square convergent of order min{1/2,p...
supported by National Natural Science Foundation of China(11201441);the Natural Science Foundation of Shandong Province(ZR2012AQ003);and China Postdoctoral Science Foundation(2012M521374/2013T60684);The second author is supported by the National Natural Science Foundation of China(No.91130003 and No.11201461).
In this work,we concern with the numerical comparison between different kinds of design points in least square(LS)approach on polynomial spaces.Such a topic is motivated by uncertainty quantification(UQ).Three kinds o...
the National Natural Science Foundation of China(No.91130003 and No.11201461).
In this work,we concern with the numerical approach for delay differential equations with random coefficients.We first show that the exact solution of the problem considered admits good regularity in the random space,...
supported by the NSF of China(11226312,91130003);the NSF of Sichuan University of Science and Engineering(2012XJKRL005);the Opening Fund of Artificial Intelligence Key Laboratory of Sichuan Province(2011RZY04);the Chinese Universities Specialized Research Fund for the Doctoral Program(20110185110020).
Schwarzwaveformrelaxation(SWR)algorithmhas been investigated deeply and widely for regular time dependent problems.But for time delay problems,complete analysis of the algorithm is rare.In this paper,by using the reac...
supported by the NNSFC(No.11001009);supported by the Director Foundation of GUCAS,the NNSFC(No.11071251);supported by the Foundation of CAS and the NNSFC(No.11021101,No.91130003).
In this paper we propose stochastic multi-symplectic conservation law for stochastic Hamiltonian partial differential equations,and develop a stochastic multisymplectic method for numerically solving a kind of stochas...
supported by the National Natural Science Foundation of China(Nos.10901074,11271171);the Provincial Natural Science Foundation of Jiangxi(No.20114BAB201011);the Foundation of Department of Education Jiangxi Province(No.GJJ12174);the State Key Laboratory of Scientific and Engineering Computing,CAS;supported by the Director Innovation Foundation of ICMSEC and AMSS;the Foundation of CAS;the NNSFC(No.91130003,11021101);the Special Funds for Major State Basic Research Projects of China 2005CB321701;supported by the National Natural Science Foundation of China(No.11126118)。
The local one-dimensional multisymplectic scheme(LOD-MS)is developed for the three-dimensional(3D)Gross-Pitaevskii(GP)equation in Bose-Einstein condensates.The idea is originated from the advantages of multisymplectic...
This work was supported in part by the National Natural Science Foundation of China (Grant Nos. 11171125, 11271118, 91130003), the National Natural Science Foundation of China (Tianyuan Fund for Mathematics, Grant No. 11226170), the Natural Science Foundation of Hunan Province (Grant No. 13JJ4095), the Postdoctoral Foundation of China (Grant No. 20100471182), the Construct Program of the Key Discipline in Hunan Province, and the Key Foundation of Hunan Provincial Education Department (Grant No. 11A043).
We introduce the generalized Jacobi-Gauss-Lobatto interpolation involving the values of functions and their derivatives at the endpoints, which play important roles in the Jacobi pseudospectral methods for high order ...