Jialin Hong

Publication Activity (10 Years)

Years Active: 2000-2024
Publications (10 Years): 67

Top Topics

Convergence Analysis

Differential Equations

Top Venues

SIAM J. Numer. Anal.

J. Comput. Phys.

SIAM J. Sci. Comput.

Publications

Chuchu Chen, Tonghe Dang, Jialin Hong, Guoting Song
Longtime behaviors of θ-Euler-Maruyama method for stochastic functional differential equations. CoRR (2024)
Jialin Hong, Baohui Hou, Liying Sun
Novel semi-explicit symplectic schemes for nonseparable stochastic Hamiltonian systems. CoRR (2024)
Meng Cai, Chuchu Chen, Jialin Hong, Tau Zhou
Long-time dynamics of stochastic wave equation with dissipative damping and its full discretization: exponential ergodicity and strong law of large numbers. CoRR (2024)
Jialin Hong, Baohui Hou, Liying Sun, Xiaojing Zhang
Novel structure-preserving schemes for stochastic Klein-Gordon-Schrödinger equations with additive noise. J. Comput. Phys. 500 (2024)
Chuchu Chen, Xinyu Chen, Tonghe Dang, Jialin Hong
Superiority of stochastic symplectic methods via the law of iterated logarithm. CoRR (2024)
Chuchu Chen, Jialin Hong, Ge Liang
Long-time weak convergence analysis of a semi-discrete scheme for stochastic Maxwell equations. CoRR (2024)
Jialin Hong, Diancong Jin, Derui Sheng
Density convergence of a fully discrete finite difference method for stochastic Cahn-Hilliard equation. Math. Comput. 93 (349) (2023)
Xinjie Dai, Jialin Hong, Derui Sheng
Error analysis of numerical methods on graded meshes for stochastic Volterra equations. CoRR (2023)
Jialin Hong, Baohui Hou, Liying Sun, Xiaojing Zhang
Novel structure-preserving schemes for stochastic Klein-Gordon-Schrödinger equations with additive noise. CoRR (2023)
Jialin Hong, Ge Liang, Derui Sheng
Exponential superiority in probability of stochastic symplectic methods for linear stochastic oscillator. CoRR (2023)
Jialin Hong, Baohui Hou, Liying Sun, Xiaojing Zhang
Novel structure-preserving schemes for stochastic Klein-Gordon-Schrödinger equations with additive noise. CoRR (2023)
Chuchu Chen, Tonghe Dang, Jialin Hong, Guoting Song
Probabilistic limit behaviors of numerical discretizations for time-homogeneous Markov processes. CoRR (2023)
Jialin Hong, Baohui Hou, Liying Sun
Energy-preserving fully-discrete schemes for nonlinear stochastic wave equations with multiplicative noise. J. Comput. Phys. 451 (2022)
Jianbo Cui, Jialin Hong, Liying Sun
Semi-implicit energy-preserving numerical schemes for stochastic wave equation via SAV approach. CoRR (2022)
Diancong Jin, Jialin Hong, Derui Sheng
Convergence analysis of one-point large deviations rate functions of numerical discretizations for stochastic wave equations with small noise. CoRR (2022)
Jianbo Cui, Jialin Hong, Derui Sheng
Density function of numerical solution of splitting AVF scheme for stochastic Langevin equation. Math. Comput. 91 (337) (2022)
Chuchu Chen, Tonghe Dang, Jialin Hong, Tau Zhou
Central limit theorem for full discretization of parabolic SPDE. CoRR (2022)
Xinjie Dai, Jialin Hong, Derui Sheng, Tau Zhou
Strong error analysis of Euler methods for overdamped generalized Langevin equations with fractional noise: Nonlinear case. CoRR (2022)
Jialin Hong, Baohui Hou, Qiang Li, Liying Sun
Three kinds of novel multi-symplectic methods for stochastic Hamiltonian partial differential equations. CoRR (2022)
Jialin Hong, Baohui Hou, Qiang Li, Liying Sun
Three kinds of novel multi-symplectic methods for stochastic Hamiltonian partial differential equations. J. Comput. Phys. 467 (2022)
Jialin Hong, Diancong Jin, Derui Sheng
Finite difference method for stochastic Cahn-Hilliard equation: Strong convergence rate and density convergence. CoRR (2022)
Chuchu Chen, Jialin Hong, Derui Sheng
Influence of numerical discretizations on hitting probabilities for linear stochastic parabolic systems. J. Complex. 70 (2022)
Chuchu Chen, Jialin Hong, Lihai Ji, Ge Liang
Ergodic numerical approximations for stochastic Maxwell equations. CoRR (2022)
Xinjie Dai, Jialin Hong, Derui Sheng
Well-posedness and Mittag-Leffler Euler integrator for space-time fractional SPDEs with fractionally integrated additive noise. CoRR (2022)
Jialin Hong, Diancong Jin, Derui Sheng
Convergence analysis of a finite difference method for stochastic Cahn-Hilliard equation. CoRR (2022)
Chuchu Chen, Tonghe Dang, Jialin Hong
An adaptive time-stepping fully discrete scheme for stochastic NLS equation: Strong convergence and numerical asymptotics. CoRR (2022)
Chuchu Chen, Jialin Hong, Derui Sheng
Influences of Numerical Discretizations on Hitting Probabilities for Linear Stochastic Parabolic System. CoRR (2021)
Jialin Hong, Derui Sheng, Tau Zhou
. CoRR (2021)
Chuchu Chen, Jialin Hong, Diancong Jin, Liying Sun
Asymptotically-Preserving Large Deviations Principles by Stochastic Symplectic Methods for a Linear Stochastic Oscillator. SIAM J. Numer. Anal. 59 (1) (2021)
Chuchu Chen, Jialin Hong, Lihai Ji
A new efficient operator splitting method for stochastic Maxwell equations. CoRR (2021)
Chuchu Chen, Ziheng Chen, Jialin Hong, Diancong Jin
Large deviations principles of sample paths and invariant measures of numerical methods for parabolic SPDEs. CoRR (2021)
Chuchu Chen, Tonghe Dang, Jialin Hong
An adaptive time-stepping full discretization for stochastic Allen-Cahn equation. CoRR (2021)
Jianbo Cui, Jialin Hong, Liying Sun
Structure-preserving splitting methods for stochastic logarithmic Schrödinger equation via regularized energy approximation. CoRR (2021)
Jialin Hong, Baohui Hou, Liying Sun
Energy-preserving fully-discrete schemes for nonlinear stochastic wave equations with multiplicative noise. CoRR (2021)
Jialin Hong, Diancong Jin, Derui Sheng
Numerical approximations of one-point large deviations rate functions of stochastic differential equations with small noise. CoRR (2021)
Jianbo Cui, Jialin Hong, Liying Sun
Strong Convergence of Full Discretization for Stochastic Cahn-Hilliard Equation Driven by Additive Noise. SIAM J. Numer. Anal. 59 (6) (2021)
Chuchu Chen, Tonghe Dang, Jialin Hong
Weak intermittency and second moment bound of a fully discrete scheme for stochastic heat equation. CoRR (2021)
Jialin Hong, Chuying Huang
Super-convergence analysis on exponential integrator for stochastic heat equation driven by additive fractional Brownian motion. CoRR (2020)
David Cohen, Jianbo Cui, Jialin Hong, Liying Sun
Exponential integrators for stochastic Maxwell's equations driven by Itô noise. J. Comput. Phys. 410 (2020)
Jialin Hong, Diancong Jin, Derui Sheng, Liying Sun
Numerically asymptotical preservation of the large deviations principles for invariant measures of Langevin equations. CoRR (2020)
Chuchu Chen, Jianbo Cui, Jialin Hong, Derui Sheng
Convergence of Density Approximations for Stochastic Heat Equation. CoRR (2020)
Chuchu Chen, Jialin Hong, Diancong Jin, Liying Sun
Large deviations principles for symplectic discretizations of stochastic linear Schrödinger Equation. CoRR (2020)
Chuchu Chen, Jialin Hong, Chol Sim, Kwang Sonwu
Energy and quadratic invariants preserving (EQUIP) multi-symplectic methods for Hamiltonian wave equations. J. Comput. Phys. 418 (2020)
Jialin Hong, Jialin Ruan, Liying Sun, Lijin Wang
Structure-preserving numerical methods for stochastic Poisson systems. CoRR (2020)
Jianbo Cui, Jialin Hong, Lihai Ji, Liying Sun
Strong convergence of a full discretization for stochastic wave equation with polynomial nonlinearity and addditive noise. CoRR (2019)
Chuchu Chen, Jialin Hong, Diancong Jin, Liying Sun
The superiority of stochastic symplectic methods for a linear stochastic oscillator via large deviations principles. CoRR (2019)
Xunnian Yang, Jialin Hong
Dynamic Evaluation of Exponential Polynomial Curves and Surfaces via Basis Transformation. SIAM J. Sci. Comput. 41 (5) (2019)
Chuchu Chen, Jialin Hong, Yulan Lu
Approximation of Invariant Measures for Stochastic Differential Equations with Piecewise Continuous Arguments via Backward Euler Method. CoRR (2019)
Jianbo Cui, Jialin Hong, Derui Sheng
Convergence in Density of Splitting AVF Scheme for Stochastic Langevin Equation. CoRR (2019)
Jialin Hong, Xu Wang, Liying Zhang
Parareal Exponential θ-Scheme for Longtime Simulation of Stochastic Schrödinger Equations with Weak Damping. SIAM J. Sci. Comput. 41 (6) (2019)
Chuchu Chen, Jialin Hong, Lihai Ji
Runge-Kutta Semidiscretizations for Stochastic Maxwell Equations with Additive Noise. SIAM J. Numer. Anal. 57 (2) (2019)
Chuchu Chen, Jialin Hong, Chuying Huang
Stochastic modified equations for symplectic methods applied to rough Hamiltonian systems based on the Wong-Zakai approximation. CoRR (2019)
Jianbo Cui, Jialin Hong
Analysis of a full discretization of stochastic Cahn-Hilliard equation with unbounded noise diffusion. CoRR (2019)
Jianbo Cui, Jialin Hong
Strong and Weak Convergence Rates of a Spatial Approximation for Stochastic Partial Differential Equation with One-sided Lipschitz Coefficient. SIAM J. Numer. Anal. 57 (4) (2019)
Chuchu Chen, Jialin Hong, Chol Sim, Kwang Sonwu
Energy-preserving multi-symplectic Runge-Kutta methods for Hamiltonian wave equations. CoRR (2019)
Xunnian Yang, Jialin Hong
Dynamic evaluation of exponential polynomial curves and surfaces via basis transformation. CoRR (2019)
Chuchu Chen, Jialin Hong, Lihai Ji
Mean-Square Convergence of a Semidiscrete Scheme for Stochastic Maxwell Equations. SIAM J. Numer. Anal. 57 (2) (2019)
Jianbo Cui, Jialin Hong
Analysis of a Splitting Scheme for Damped Stochastic Nonlinear Schrödinger Equation with Multiplicative Noise. SIAM J. Numer. Anal. 56 (4) (2018)
Jialin Hong, Xu Wang, Liying Zhang
Numerical Analysis on Ergodic Limit of Approximations for Stochastic NLS Equation via Multi-symplectic Scheme. SIAM J. Numer. Anal. 55 (1) (2017)
Weien Zhou, Jingjing Zhang, Jialin Hong, Songhe Song
Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise. J. Comput. Appl. Math. 325 (2017)
Jialin Hong, Liying Sun, Xu Wang
High Order Conformal Symplectic and Ergodic Schemes for the Stochastic Langevin Equation via Generating Functions. SIAM J. Numer. Anal. 55 (6) (2017)
Xunnian Yang, Jialin Hong
Dynamic Evaluation of Free-Form Curves and Surfaces. SIAM J. Sci. Comput. 39 (2) (2017)
Yanzhao Cao, Jialin Hong, Zhihui Liu
Approximating Stochastic Evolution Equations with Additive White and Rough Noises. SIAM J. Numer. Anal. 55 (4) (2017)
Jianbo Cui, Jialin Hong, Zhihui Liu, Weien Zhou
Stochastic symplectic and multi-symplectic methods for nonlinear Schrödinger equation with white noise dispersion. J. Comput. Phys. 342 (2017)
Jialin Hong, Lihai Ji, Liying Zhang, Jiaxiang Cai
An energy-conserving method for stochastic Maxwell equations with multiplicative noise. J. Comput. Phys. 351 (2017)
Chuchu Chen, Jialin Hong
Symplectic Runge-Kutta Semidiscretization for Stochastic Schrödinger Equation. SIAM J. Numer. Anal. 54 (4) (2016)
Chuchu Chen, Jialin Hong, Liying Zhang
Preservation of physical properties of stochastic Maxwell equations with additive noise via stochastic multi-symplectic methods. J. Comput. Phys. 306 (2016)
Jiaxiang Cai, Jialin Hong, Yushun Wang, Yuezheng Gong
Two Energy-Conserved Splitting Methods for Three-Dimensional Time-Domain Maxwell's Equations and the Convergence Analysis. SIAM J. Numer. Anal. 53 (4) (2015)
Jialin Hong, Lihai Ji, Liying Zhang
A stochastic multi-symplectic scheme for stochastic Maxwell equations with additive noise. J. Comput. Phys. 268 (2014)
Jialin Hong, Lihai Ji, Linghua Kong
Energy-dissipation splitting finite-difference time-domain method for Maxwell equations with perfectly matched layers. J. Comput. Phys. 269 (2014)
Jialin Hong, Chol Sim, Xiuling Yin
Solvability of concatenated Runge-Kutta equations for second-order nonlinear PDEs. J. Comput. Appl. Math. 245 (2013)
Linghua Kong, Jialin Hong, Fangfang Fu, Jing Chen
Symplectic structure-preserving integrators for the two-dimensional Gross-Pitaevskii equation for BEC. J. Comput. Appl. Math. 235 (17) (2011)
Yuanping Ma, Linghua Kong, Jialin Hong, Ying Cao
High-order compact splitting multisymplectic method for the coupled nonlinear Schrödinger equations. Comput. Math. Appl. 61 (2) (2011)
Jialin Hong, Shuxing Zhai, Jingjing Zhang
Discrete Gradient Approach to Stochastic Differential Equations with a Conserved Quantity. SIAM J. Numer. Anal. 49 (5) (2011)
Linghua Kong, Jialin Hong, Jingjing Zhang
Splitting multisymplectic integrators for Maxwell's equations. J. Comput. Phys. 229 (11) (2010)
Jialin Hong, Shanshan Jiang, Chun Li
Explicit multi-symplectic methods for Klein-Gordon-Schrödinger equations. J. Comput. Phys. 228 (9) (2009)
Linghua Kong, Jialin Hong, Lan Wang, Fangfang Fu
Symplectic integrator for nonlinear high order Schrödinger equation with a trapped term. J. Comput. Appl. Math. 231 (2) (2009)
Jialin Hong, Shanshan Jiang, Chun Li
Accuracy of classical conservation laws for Hamiltonian PDEs under Runge-Kutta discretizations. Numerische Mathematik 112 (1) (2009)
Jialin Hong, Yajuan Sun
Generating functions of multi-symplectic RK methods via DW Hamilton-Jacobi equations. Numerische Mathematik 110 (4) (2008)
Yuliang Han, Jialin Hong
Existence of psi-bounded solutions for linear difference equations. Appl. Math. Lett. 20 (3) (2007)
Jialin Hong, Xiao-Yan Liu, Chun Li
Multi-symplectic Runge-Kutta-Nyström methods for nonlinear Schrödinger equations with variable coefficients. J. Comput. Phys. 226 (2) (2007)
Jialin Hong, Rudolf Scherer, Lijin Wang
Predictor-corrector methods for a linear stochastic oscillator with additive noise. Math. Comput. Model. 46 (5-6) (2007)
Jialin Hong, Hongyu Liu, Geng Sun
The multi-symplecticity of partitioned Runge-Kutta methods for Hamiltonian PDEs. Math. Comput. 75 (253) (2006)
Jialin Hong
The Computation of Lyapunov Exponents for Periodic Trajectories. Int. J. Bifurc. Chaos 15 (12) (2005)
Jialin Hong, Ying Liu
A novel numerical approach to simulating nonlinear Schro"dinger equations with varying coefficients. Appl. Math. Lett. 16 (5) (2003)
Jialin Hong, Meng-Zhao Qin
Multisymplecticity of the centred box discretization for hamiltonian PDEs with m >= 2 space dimensions. Appl. Math. Lett. 15 (8) (2002)
A. I. Alonso, Jialin Hong, Rafael Obaya
Almost periodic type solutions of differential equations with piecewise constant argument via almost periodic type sequences. Appl. Math. Lett. 13 (2) (2000)
Jialin Hong, Ying Liu
Symplectic integrations of inear discontinuous hamiltonian systems and an application to the numerical simulation of bounded solutions. Neural Parallel Sci. Comput. 8 (3-4) (2000)