Xiaojie Wang

28 papers Journal 28
YearRankTypeTitle / Venue / Authors
2026 J jnl
Order-one explicit approximations of random periodic solutions of semi-linear SDEs with multiplicative noise.
Commun. Nonlinear Sci. Numer. Simul.
Yujia Guo, Chenxu Pang, Xiaojie Wang, Yue Wu
2025 J jnl
Order-one explicit approximations of random periodic solutions of semi-linear SDEs with multiplicative noise.
CoRR
Yujia Guo, Xiaojie Wang, Yue Wu
2025 J jnl
Projected Langevin Monte Carlo algorithms in non-convex and super-linear setting.
J. Comput. Phys.
Chenxu Pang, Xiaojie Wang, Yue Wu
2025 J jnl
Strong Convergence Rates for a Full Discretization of Stochastic Wave Equation with Nonlinear Damping.
J. Sci. Comput.
Meng Cai, David Cohen, Xiaojie Wang
2025 J jnl
Weak Error Analysis for Strong Approximation Schemes of SDEs with Super-Linear Coefficients II Finitely Many Bounded Moments and Higher-Order Schemes.
J. Sci. Comput.
Yuying Zhao, Xiaojie Wang, Zhongqiang Zhang
2024 J jnl
A projected Euler Method for Random Periodic Solutions of Semi-linear SDEs with non-globally Lipschitz coefficients.
CoRR
Yujia Guo, Xiaojie Wang, Yue Wu
2024 J jnl
Linear implicit approximations of invariant measures of semi-linear SDEs with non-globally Lipschitz coefficients.
J. Complex.
Chenxu Pang, Xiaojie Wang, Yue Wu
2024 J jnl
On one-step numerical schemes of weak convergence for SDEs with super-linear coefficients.
CoRR
Yuying Zhao, Xiaojie Wang, Zhongqiang Zhang
2023 J jnl
Correction: Mean-square convergence rates of implicit Milstein type methods for SDEs with non-Lipschitz coefficients.
Adv. Comput. Math.
Xiaojie Wang
2023 J jnl
Linear implicit approximations of invariant measures of semi-linear SDEs with non-globally Lipschitz coefficients.
CoRR
Chenxu Pang, Xiaojie Wang, Yue Wu
2023 J jnl
Mean-square convergence rates of implicit Milstein type methods for SDEs with non-Lipschitz coefficients.
Adv. Comput. Math.
Xiaojie Wang
2023 J jnl
Order-One Convergence of the Backward Euler Method for Random Periodic Solutions of Semilinear SDEs.
CoRR
Yujia Guo, Xiaojie Wang, Yue Wu
2023 J jnl
Projected Langevin Monte Carlo algorithms in non-convex and super-linear setting.
CoRR
Chenxu Pang, Xiaojie Wang, Yue Wu
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
On the backward Euler method for a generalized Ait-Sahalia-type rate model with Poisson jumps.
Numer. Algorithms
Yuying Zhao, Xiaojie Wang, Mengchao 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
2020 J jnl
On the backward Euler method for a generalized Ait-Sahalia-type rate model with Poisson jumps.
CoRR
Yuying Zhao, Xiaojie Wang, Mengchao Wang
2019 J jnl
Optimal Error Estimates of Galerkin Finite Element Methods for Stochastic Allen-Cahn Equation with Additive Noise.
J. Sci. Comput.
Ruisheng Qi, Xiaojie Wang
2018 J jnl
Exponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations.
Math. Comput.
Martin Hutzenthaler, Arnulf Jentzen, Xiaojie Wang
2017 J jnl
A transformed jump-adapted backward Euler method for jump-extended CIR and CEV models.
Numer. Algorithms
Xu Yang, Xiaojie Wang
2016 J jnl
Full Discretization of Semilinear Stochastic Wave Equations Driven by Multiplicative Noise.
SIAM J. Numer. Anal.
Rikard Anton, David Cohen, Stig Larsson, Xiaojie Wang
2015 J jnl
A note on an accelerated exponential Euler method for parabolic SPDEs with additive noise.
Appl. Math. Lett.
Xiaojie Wang, Ruisheng Qi
2015 J jnl
An Exponential Integrator Scheme for Time Discretization of Nonlinear Stochastic Wave Equation.
J. Sci. Comput.
Xiaojie Wang
2015 J jnl
Stochastic exponential integrator for finite element spatial discretization of stochastic elastic equation.
Comput. Math. Appl.
Fengze Jiang, Chengming Huang, Xiaojie 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
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
2011 J jnl
The improved split-step backward Euler method for stochastic differential delay equations.
Int. J. Comput. Math.
Xiaojie Wang, Siqing Gan