Chenggui Yuan

Publication Activity (10 Years)

Years Active: 2003-2024
Publications (10 Years): 22

Top Topics

Differential Equations

Numerical Scheme

Exponential Stability

Ambrosio Tortorelli

Top Venues

J. Comput. Appl. Math.

Appl. Math. Comput.

SIAM J. Control. Optim.

Publications

Shuaibin Gao, Qian Guo, Zhuoqi Liu, Chenggui Yuan
Numerical scheme for delay-type stochastic McKean-Vlasov equations driven by fractional Brownian motion. CoRR (2024)
Shuaibin Gao, Qian Guo, Junhao Hu, Chenggui Yuan
Convergence rate in Lp sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations. J. Comput. Appl. Math. 441 (2024)
Ulises Botija-Munoz, Chenggui Yuan
Explicit numerical approximations for SDDEs in finite and infinite horizons using the adaptive EM method: Strong convergence and almost sure exponential stability. Appl. Math. Comput. 478 (2024)
Huabin Chen, Chenggui Yuan
Stability Analysis for Nonlinear Neutral Stochastic Functional Differential Equations. SIAM J. Control. Optim. 62 (2) (2024)
Xing Huang, Yongqiang Suo, Chenggui Yuan
Estimate of transition kernel for Euler-Maruyama scheme for SDEs driven by α-stable noise and applications. Numer. Algorithms 94 (3) (2023)
Shuaibin Gao, Qian Guo, Junhao Hu, Chenggui Yuan
sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations. CoRR (2023)
Zhuoqi Liu, Shuaibin Gao, Chenggui Yuan, Qian Guo
Stability of the numerical scheme for stochastic McKean-Vlasov equations. CoRR (2023)
Yongqiang Suo, Chenggui Yuan, Shao-Qin Zhang
Weak convergence of Euler scheme for SDEs with low regular drift. Numer. Algorithms 90 (2) (2022)
Hao Wu, Junhao Hu, Chenggui Yuan
Stability of hybrid pantograph stochastic functional differential equations. Syst. Control. Lett. 160 (2022)
Hao Wu, Junhao Hu, Shuaibin Gao, Chenggui Yuan
Stabilization of Stochastic McKean-Vlasov Equations with Feedback Control Based on Discrete-Time State Observation. SIAM J. Control. Optim. 60 (5) (2022)
Hao Wu, Junhao Hu, Chenggui Yuan
Stability of numerical solution to pantograph stochastic functional differential equations. Appl. Math. Comput. 431 (2022)
Ulises Botija-Munoz, Chenggui Yuan
Explicit Numerical Approximations for SDDEs in Finite and Infinite Horizons using the Adaptive EM Method: Strong Convergence and Almost Sure Exponential Stability. CoRR (2022)
Li Tan, Chenggui Yuan
A note on strong convergence of implicit scheme for SDEs under local one-sided Lipschitz conditions. Int. J. Comput. Math. 98 (2) (2021)
Yue Wu, Chenggui Yuan
The Galerkin analysis for the random periodic solution of semilinear stochastic evolution equations. CoRR (2021)
Shuaibin Gao, Junhao Hu, Li Tan, Chenggui Yuan
Strong convergence rate of the truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps. CoRR (2020)
Xiaoyue Li, Xuerong Mao, Denis S. Mukama, Chenggui Yuan
Delay Feedback Control for Switching Diffusion Systems Based on Discrete-Time Observations. SIAM J. Control. Optim. 58 (5) (2020)
Xiaoyue Li, Guoting Song, Yang Xia, Chenggui Yuan
Dynamical Behaviors of the Tumor-Immune System in a Stochastic Environment. SIAM J. Appl. Math. 79 (6) (2019)
Huabin Chen, Chenggui Yuan
On the Asymptotic Behavior for Neutral Stochastic Differential Delay Equations. IEEE Trans. Autom. Control. 64 (4) (2019)
Li Tan, Chenggui Yuan
Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift. Appl. Math. Comput. 338 (2018)
Xiaoyue Li, Qianlin Ma, Hongfu Yang, Chenggui Yuan
The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching. SIAM J. Numer. Anal. 56 (3) (2018)
Yanting Ji, Chenggui Yuan
Tamed EM scheme of neutral stochastic differential delay equations. J. Comput. Appl. Math. 326 (2017)
Guangqiang Lan, Chenggui Yuan
Exponential stability of the exact solutions and θ-EM approximations to neutral SDDEs with Markov switching. J. Comput. Appl. Math. 285 (2015)
Jianhai Bao, Chenggui Yuan
Numerical Approximation of Stationary Distributions for Stochastic Partial Differential Equations. J. Appl. Probab. 51 (3) (2014)
Jianhai Bao, Xuerong Mao, Chenggui Yuan
Lyapunov exponents of hybrid stochastic heat equations. Syst. Control. Lett. 61 (1) (2012)
Lijun Bo, Chenggui Yuan
A note on stability in distribution of Markov-modulated stochastic differential equations with reflection. Comput. Math. Appl. 61 (10) (2011)
Jianhai Bao, Aubrey Truman, Chenggui Yuan
Almost Sure Asymptotic Stability of Stochastic Partial Differential Equations with Jumps. SIAM J. Control. Optim. 49 (2) (2011)
Jianhai Bao, Björn Böttcher, Xuerong Mao, Chenggui Yuan
Convergence rate of numerical solutions to SFDEs with jumps. J. Comput. Appl. Math. 236 (2) (2011)
Chenggui Yuan, Xuerong Mao
Stability of Stochastic Delay Hybrid Systems with Jumps. Eur. J. Control 16 (6) (2010)
Gang George Yin, Xuerong Mao, Chenggui Yuan, Dingzhou Cao
Approximation Methods for Hybrid Diffusion Systems with State-Dependent Switching Processes: Numerical Algorithms and Existence and Uniqueness of Solutions. SIAM J. Math. Anal. 41 (6) (2009)
Zhe Yang, Xuerong Mao, Chenggui Yuan
Comparison theorem of one-dimensional stochastic hybrid delay systems. Syst. Control. Lett. 57 (1) (2008)
Desmond J. Higham, Xuerong Mao, Chenggui Yuan
Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations. Numerische Mathematik 108 (2) (2007)
Desmond J. Higham, Xuerong Mao, Chenggui Yuan
Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations. SIAM J. Numer. Anal. 45 (2) (2007)
Xuerong Mao, Gang George Yin, Chenggui Yuan
Stabilization and destabilization of hybrid systems of stochastic differential equations. Autom. 43 (2) (2007)
Chenggui Yuan, John Lygeros
Asymptotic stability and boundedness of delay switching diffusions. IEEE Trans. Autom. Control. 51 (1) (2006)
John Lygeros, Xuerong Mao, Chenggui Yuan
Stochastic Hybrid Delay Population Dynamics. HSCC (2006)
Chenggui Yuan, John Lygeros
Stabilization of a class of stochastic differential equations with Markovian switching. Syst. Control. Lett. 54 (9) (2005)
Chenggui Yuan, John Lygeros
On the exponential stability of switching diffusion processes. IEEE Trans. Autom. Control. 50 (9) (2005)
Chenggui Yuan, John Lygeros
Invariant measure of stochastic hybrid processes. CDC (2004)
Chenggui Yuan, Xuerong Mao
Convergence of the Euler-Maruyama method for stochastic differential equations with Markovian switching. Math. Comput. Simul. 64 (2) (2004)
Chenggui Yuan, Xuerong Mao
Robust stability and controllability of stochastic differential delay equations with Markovian switching. Autom. 40 (3) (2004)
Chenggui Yuan, John Lygeros
Asymptotic Stability and Boundedness of Delay Switching Diffusions. HSCC (2004)
Chenggui Yuan, Jiezhong Zou, Xuerong Mao
Stability in distribution of stochastic differential delay equations with Markovian switching. Syst. Control. Lett. 50 (3) (2003)