Siqing Gan - RankMe

45 papers A* 1Journal 43Unranked 1

Year	Rank	Type	Title / Venue / Authors
2026	J	`jnl`	Strong error analysis and first-order convergence of Milstein-type schemes for McKean-Vlasov SDEs with superlinear coefficients. Math. Comput. Simul. Jingtao Zhu, Yuying Zhao, Siqing Gan
2025	J	`jnl`	An explicit positivity-preserving scheme for the Heston 3/2-model with order-one strong convergence. Commun. Nonlinear Sci. Numer. Simul. Xiaojuan Wu, Siqing Gan
2025	J	`jnl`	Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis. CoRR Jingtao Zhu, Yuying Zhao, Siqing Gan
2025	J	`jnl`	Long time strong convergence analysis of one-step methods for McKean-Vlasov SDEs with superlinear growth coefficients. CoRR Taiyuan Liu, Yaozhong Hu, Siqing Gan
2025	J	`jnl`	Strong error analysis and first-order convergence of Milstein-type schemes for McKean-Vlasov SDEs with superlinear coefficients. CoRR Jingtao Zhu, Yuying Zhao, Siqing Gan
2024	J	`jnl`	Multilevel Monte Carlo methods for positivity-preserving approximations of the Heston 3/2-model. CoRR Xiaojuan Wu, Siqing Gan
2023	J	`jnl`	First order strong approximation of Ait-Sahalia-type interest rate model with Poisson jumps. Numer. Algorithms Ziyi Lei, Siqing Gan, Jing Liu
2023	J	`jnl`	Numerical approximation of the invariant distribution for a class of stochastic damped wave equations. CoRR Ziyi Lei, Charles-Edouard Bréhier, Siqing Gan
2023	J	`jnl`	Strong and weak convergence rates of logarithmic transformed truncated EM methods for SDEs with positive solutions. J. Comput. Appl. Math. Ziyi Lei, Siqing Gan, Ziheng Chen
2023	J	`jnl`	Strong convergence and stationary distribution of an explicit scheme for the Wright-Fisher model. J. Comput. Appl. Math. Lin Chen, Siqing Gan
2022	J	`jnl`	Strong convergence of the tamed Euler scheme for scalar SDEs with superlinearly growing and discontinuous drift coefficient. CoRR Huimin Hu, Siqing Gan
2021	J	`jnl`	First order strong approximation of Ait-Sahalia-type interest rate model with Poisson jumps. CoRR Ziyi Lei, Siqing Gan, Jing Liu
2021	J	`jnl`	First order strong convergence of an explicit scheme for the stochastic SIS epidemic model. J. Comput. Appl. Math. Lin Chen, Siqing Gan, Xiaojie Wang
2021	J	`jnl`	Weak Convergence Rates for an Explicit Full-Discretization of Stochastic Allen-Cahn Equation with Additive Noise. J. Sci. Comput. Meng Cai, Siqing Gan, Xiaojie Wang
2021	J	`jnl`	Weak convergence rates for a full implicit scheme of stochastic Cahn-Hilliard equation with additive noise. CoRR Meng Cai, Siqing Gan, Yaozhong Hu
2020	J	`jnl`	Convergence and stability of the backward Euler method for jump-diffusion SDEs with super-linearly growing diffusion and jump coefficients. J. Comput. Appl. Math. Ziheng Chen, Siqing Gan
2019	J	`jnl`	Pathwise convergence of an efficient scheme for SPDEs with non-globally Lipschitz nonlinearity. Appl. Math. Comput. Feroz Khan, Siqing Gan
2019	J	`jnl`	Weak convergence rates for an explicit full-discretization of stochastic Allen-Cahn equation with additive noise. CoRR Meng Cai, Siqing Gan, Xiaojie Wang
2018	J	`jnl`	High order method for Black-Scholes PDE. Comput. Math. Appl. Jinhao Hu, Siqing Gan
2018	J	`jnl`	Stability of the drift-implicit and double-implicit Milstein schemes for nonlinear SDEs. Appl. Math. Comput. Jinran Yao, Siqing Gan
2016	J	`jnl`	A second-order BDF compact difference scheme for fractional-order Volterra equation. Int. J. Comput. Math. Hongbin Chen, Siqing Gan, Da Xu, Qiwen Liu
2015	J	`jnl`	An error corrected Euler-Maruyama method for stiff stochastic differential equations. Appl. Math. Comput. Zhengwei Yin, Siqing Gan
2014	J	`jnl`	Higher Order Strong Approximations of Semilinear Stochastic Wave Equation with Additive Space-time White Noise. SIAM J. Sci. Comput. Xiaojie Wang, Siqing Gan, Jingtian Tang
2014	J	`jnl`	Stability of analytical and numerical solutions of nonlinear stochastic delay differential equations. J. Comput. Appl. Math. Siqing Gan, Aiguo Xiao, Desheng Wang
2013	J	`jnl`	A Runge-Kutta type scheme for nonlinear stochastic partial differential equations with multiplicative trace class noise. Numer. Algorithms Xiaojie Wang, Siqing Gan
2013	J	`jnl`	A class of symplectic partitioned Runge-Kutta methods. Appl. Math. Lett. Siqing Gan, Zaijiu Shang, Geng Sun
2013	J	`jnl`	Asymptotic stability of balanced methods for stochastic jump-diffusion differential equations. J. Comput. Appl. Math. Lin Hu, Siqing Gan, Xiaojie Wang
2013	J	`jnl`	Compensated stochastic theta methods for stochastic differential delay equations with jumps. Int. J. Comput. Math. Qiyong Li, Siqing Gan, Xiaojie Wang
2013	J	`jnl`	Numerical analysis of the balanced implicit methods for stochastic pantograph equations with jumps. Appl. Math. Comput. Lin Hu, Siqing Gan
2012	J	`jnl`	A Performance Model for Network-on-Chip Wormhole Routers. J. Comput. Youhui Zhang, Xiaoguo Dong, Siqing Gan, Weimin Zheng
2012	J	`jnl`	Delay-dependent stability analysis of numerical methods for stochastic delay differential equations. J. Comput. Appl. Math. Chengming Huang, Siqing Gan, Desheng Wang
2011	J	`jnl`	Convergence and stability of the balanced methods for stochastic differential equations with jumps. Int. J. Comput. Math. Lin Hu, Siqing Gan
2011	J	`jnl`	Model of Network-on-Chip routers and performance analysis. IEICE Electron. Express Youhui Zhang, Xiaoguo Dong, Siqing Gan, Weimin Zheng
2011	J	`jnl`	The improved split-step backward Euler method for stochastic differential delay equations. Int. J. Comput. Math. Xiaojie Wang, Siqing Gan
2010	—	`conf`	A Performance Analytical Approach Based on Queuing Model for Network-on-Chip. PAAP Youhui Zhang, Weimin Zheng, Xiaoguo Dong, Siqing Gan
2010	J	`jnl`	Delay-dependent stability analysis of trapezium rule for second order delay differential equations with three parameters. J. Frankl. Inst. Wenhao Li, Chengming Huang, Siqing Gan
2010	A*	`conf`	Predicting Disk Failures with HMM- and HSMM-Based Approaches. ICDM Ying Zhao, Xiang Liu, Siqing Gan, Weimin Zheng
2009	J	`jnl`	Delay-dependent stability of symmetric schemes in Boundary Value Methods for DDEs. Appl. Math. Comput. Wenhao Li, Shifeng Wu, Siqing Gan
2009	J	`jnl`	Errors of linear multistep methods for singularly perturbed Volterra delay-integro-differential equations. Math. Comput. Simul. Shifeng Wu, Siqing Gan
2008	J	`jnl`	Analytical and numerical stability of neutral delay integro-differential equations and neutral delay partial differential equations. Comput. Math. Appl. Shifeng Wu, Siqing Gan
2008	J	`jnl`	Mean square convergence of one-step methods for neutral stochastic differential delay equations. Appl. Math. Comput. Haomin Zhang, Siqing Gan
2006	J	`jnl`	Asymptotic stability of Rosenbrock methods for systems of functional differential and functional equations. Math. Comput. Model. Siqing Gan
2006	J	`jnl`	Dissipativity of linear theta-methods for integro-differential equations. Comput. Math. Appl. Siqing Gan
2004	J	`jnl`	Stability of multistep Runge-Kutta methods for systems of functional-differential and functional equations. Appl. Math. Lett. Siqing Gan, Weimin Zheng
2001	J	`jnl`	Convergence Results of One-Leg and Linear Multistep Methods for Multiply Stiff Singular Perturbation Problems. Computing Aiguo Xiao, Chengming Huang, Siqing Gan