Search Results

• Strong Convergence of the Euler-Maruyama Method for a Class of Stochastic Volterra Integral Equations

  Wei Zhang

  2022-10-06

  DOI:10.4208/jcm.2101-m2020-0070

  39204 3177 pp. 607-623

• Strong Convergence of a Fully Discrete Finite Element Method for a Class of Semilinear Stochastic Partial Differential Equations with Multiplicative Noise

  Xiaobing Feng, Yukun Li, Yi Zhang

  2021-07-05

  DOI:10.4208/jcm.2003-m2019-0250

  40351 2900 pp. 574-598

• Strong Convergence of Jump-Adapted Implicit Milstein Method for a Class of Nonlinear Jump-Diffusion Problems

  Xu Yang, Weidong Zhao

  2023-12-01

  DOI:10.4208/jcm.2206-m2021-0354

  28497 2814 pp. 248-270

• Strong Convergence of the Euler-Maruyama Method for Nonlinear Stochastic Volterra Integral Equations with Time-Dependent Delay

  Siyuan Qi, Guangqiang Lan

  2022-10-06

  DOI:10.4208/jcm.2010-m2020-0129

  45852 3051 pp. 437-452

• Strong Convergence of an Explicit Full-Discrete Scheme for Stochastic Burgers-Huxley Equation

  Yibo Wang, Wanrong Cao, Yanzhao Cao

  2026-02-15

  DOI:10.4208/jcm.2408-m2024-0110

  2535 227 pp. 35-60

• A General Class of One-Step Approximation for Index-1 Stochastic Delay-Differential-Algebraic Equations

  Tingting Qin, Chengjian Zhang

  2018-09-10

  DOI:10.4208/jcm.1711-m2016-0810

  37850 3234 pp. 151-169

• Tamed Stochastic Runge-Kutta-Chebyshev Methods for Stochastic Differential Equations with Non-Globally Lipschitz Coefficients

  Yanyan Yu, Aiguo Xiao, Xiao Tang

  2025-07-12

  DOI:10.4208/jcm.2402-m2023-0194

  6390 529 pp. 840-865

• Singly Diagonally Implicit Runge-Kutta Methods Combining Line Search Techniques for Unconstrained Optimization

  Xin-Long Luo

  2005-04-02

  32788 3486 pp. 153-164

• Weak Approximations of Stochastic Partial Differential Equations with Fractional Noise

  Meng Cai, Siqing Gan, Xiaojie Wang

  2024-04-08

  DOI:10.4208/jcm.2203-m2021-0194

  19261 1929 pp. 735-754

• Semi-Proximal Point Method for Nonsmooth Convex-Concave Minimax Optimization

  Yuhong Dai, Jiani Wang, Liwei Zhang

  2024-04-08

  DOI:10.4208/jcm.2301-m2022-0099

  19592 1956 pp. 617-637

• Modified Split-Step Theta Method for Stochastic Differential Equations Driven by Fractional Brownian Motion

  Jingjun Zhao, Hao Zhou, Yang Xu

  2024-07-18

  DOI:10.4208/jcm.2301-m2022-0088

  24938 1799 pp. 1226-1245

• Truncated Euler-Maruyama Method for Time-Changed Stochastic Differential Equations with Super-Linear State Variables and Hölder’s Continuous Time Variables

  Xiaotong Li, Wei Liu, Tianjiao Tang

  2025-09-28

  DOI:10.4208/jcm.2411-m2022-0061

  5019 437 pp. 1194-1218

• Convergence Rate of the Truncated Euler-Maruyama Method for Neutral Stochastic Differential Delay Equations with Markovian Switching

  Wei Zhang

  2021-07-01

  DOI:10.4208/jcm.1906-m2018-0237

  42806 3869 pp. 903-932

• Strong Predictor-Corrector Approximation for Stochastic Delay Differential Equations

  Yuanling Niu, Chengjian Zhang, Kevin Burrage

  2021-07-01

  DOI:10.4208/jcm.1507-m4505

  37938 3608 pp. 587-605

• A New Constraints Identification Technique-Based QP-Free Algorithm for the Solution of Inequality Constrained Minimization Problems

  Chang-yin Zhou, Guo-ping He, Yong-li Wang

  2006-10-02

  32372 3689 pp. 591-608

• A Note on the Nonlinear Conjugate Gradient Method

  Yu-Hong Dai, Ya-Xiang Yuan

  2021-07-01

  33046 3695 pp. 575-582

• Rate of Convergence of Schwarz Alternating Method for Time-Dependent Convection-Diffusion Problem

  Jian-Wei Hu, Cai-Hua Wang

  2002-10-02

  33354 3537 pp. 479-490

• Convergence of an Explicit Upwind Finite Element Method to Multi-Dimensional Conservation Laws

  Jin-Chao Xu, Lung-An Ying

  2001-02-02

  34290 4007 pp. 87-100

• Mini-Batch Stochastic Conjugate Gradient Algorithms with Minimal Variance

  Caixia Kou, Feifei Gao, Yu-Hong Dai

  2025-09-28

  DOI:10.4208/jcm.2505-m2025-0004

  5148 604 pp. 1045-1062

• Cubically Convergent Two-Step Gauss-Newton Method for Nonsmooth Equations with Application to AVE

  Jianhua Peng, Jingyong Tang

  2026-04-11

  DOI:10.4208/jcm.2512-m2025-0168

  38 9

• Convergence and Stability of the Split-Step Theta Method for a Class of Stochastic Volterra Integro-Differential Equations Driven by Lévy Noise

  Wei Zhang

  2024-11-13

  DOI:10.4208/jcm.2307-m2022-0194

  11628 1227 pp. 1688-1713

• Convergence of Modified Truncated Euler-Maruyama Method for Stochastic Differential Equations with Hölder Diffusion Coefficients

  Guangqiang Lan, Yu Jiang

  2024-04-09

  DOI:10.4208/jcm.2302-m2022-0246

  26341 2094 pp. 1109-1123

• Two-Step Scheme for Backward Stochastic Differential Equations

  Qiang Han, Shaolin Ji

  2022-11-15

  DOI:10.4208/jcm.2112-m2019-0289

  300619 3168 pp. 287-304

• Error Estimates of Finite Element Methods for Stochastic Fractional Differential Equations

  Xiaocui Li, Xiaoyuan Yang

  2018-08-22

  DOI:10.4208/jcm.1607-m2015-0329

  36469 2841 pp. 346-362

• Local Multigrid in H(Curl)

  Ralf Hiptmair, Weiying Zheng

  2018-08-07

  DOI:10.4208/jcm.2009.27.5.012

  36116 3360 pp. 573-603

• A SSLE-Type Algorithm of Quasi-Strongly Sub-Feasible Directions for Inequality Constrained Minimax Problems

  Jinbao Jian, Guodong Ma, Yufeng Zhang

  2022-12-01

  DOI:10.4208/jcm.2106-m2020-0059

  294594 3659 pp. 133-152

• Strong Predictor-Corrector Methods for Stochastic Pantograph Equations

  Feiyan Xiao, Peng Wang

  2018-08-22

  DOI:10.4208/jcm.1506-m2014-0110

  38342 4534 pp. 1-11