Qian Guo

Publication Activity (10 Years)

Years Active: 2004-2024
Publications (10 Years): 16

Top Topics

Monte Carlo Methods

Highly Nonlinear

Differential Equations

Takagi Sugeno Fuzzy

Top Venues

J. Comput. Appl. Math.

Int. J. Comput. Math.

Math. Comput. Simul.

Publications

Jie He, Shuaibin Gao, Weijun Zhan, Qian Guo
An explicit Euler-Maruyama method for McKean-Vlasov SDEs driven by fractional Brownian motion. Commun. Nonlinear Sci. Numer. Simul. 130 (2024)
Yongmei Cai, Qian Guo, Xuerong Mao
Strong convergence of an explicit numerical approximation for n-dimensional superlinear SDEs with positive solutions. Math. Comput. Simul. 216 (2024)
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)
Jie He, Shuaibin Gao, Weijun Zhan, Qian Guo
Truncated Euler-Maruyama method for stochastic differential equations driven by fractional Brownian motion with super-linear drift coefficient. Int. J. Comput. Math. 100 (12) (2023)
Qian Guo, Jie He, Lei Li
Convergence analysis of an explicit method and its random batch approximation for the McKean-Vlasov equations with non-globally Lipschitz conditions. CoRR (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)
Jie He, Shuaibin Gao, Weijun Zhan, Qian Guo
An explicit Euler method for McKean-Vlasov SDEs driven by fractional Brownian motion. CoRR (2022)
Weijun Zhan, Yan Gao, Qian Guo, Xiaofeng Yao
The partially truncated Euler-Maruyama method for nonlinear pantograph stochastic differential equations. Appl. Math. Comput. 346 (2019)
Qian Guo, Wei Liu, Xuerong Mao, Rong-Xian Yue
The truncated Milstein method for stochastic differential equations with commutative noise. J. Comput. Appl. Math. 338 (2018)
Qian Guo, Xuerong Mao, Rong-Xian Yue
The truncated Euler-Maruyama method for stochastic differential delay equations. Numer. Algorithms 78 (2) (2018)
Qian Guo, Wei Liu, Xuerong Mao, Weijun Zhan
Multi-level Monte Carlo methods with the truncated Euler-Maruyama scheme for stochastic differential equations. Int. J. Comput. Math. 95 (9) (2018)
Qian Guo, Xuerong Mao, Rong-Xian Yue
Almost Sure Exponential Stability of Stochastic Differential Delay Equations. SIAM J. Control. Optim. 54 (4) (2016)
Yoshito Hirata, Kai Morino, Taiji Suzuki, Qian Guo, Hiroshi Fukuhara, Kazuyuki Aihara
System identification and parameter estimation in mathematical medicine: examples demonstrated for prostate cancer. Quant. Biol. 4 (1) (2016)
Qian Guo, Mingming Qiu, Taketomo Mitsui
Asymptotic mean-square stability of explicit Runge-Kutta Maruyama methods for stochastic delay differential equations. J. Comput. Appl. Math. 296 (2016)
Youshan Tao, Qian Guo, Kazuyuki Aihara
A Mathematical Model of Prostate Tumor Growth Under Hormone Therapy with Mutation Inhibitor. J. Nonlinear Sci. 20 (2) (2010)
Qian Guo, Youshan Tao, Kazuyuki Aihara
Mathematical Modeling of Prostate Tumor Growth under Intermittent androgen Suppression with Partial Differential Equations. Int. J. Bifurc. Chaos 18 (12) (2008)
Qian Guo, Changpin Li
Hopf bifurcation of a Delayed Differential equation. Int. J. Bifurc. Chaos 17 (4) (2007)
Youshan Tao, Qian Guo
Analysis and simulation of a model for intracellular drug accumulation in tumors. Appl. Math. Comput. 176 (2) (2006)
Zhong-hua Yang, Qian Guo
Bifurcation analysis of delayed logistic equation. Appl. Math. Comput. 167 (1) (2005)
Hongjiong Tian, Qian Guo
Dynamics of Linear Multistep Methods for Delay Differential Equations. Int. J. Bifurc. Chaos 14 (1) (2004)