Xiaojie Wang - RankMe

28 papers Journal 28

Year	Rank	Type	Title / 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