Siqing Gan

Publication Activity (10 Years)

Years Active: 2001-2024
Publications (10 Years): 17

Top Topics

Monte Carlo Methods

Numerical Stability

Convergence Rate

Top Venues

J. Comput. Appl. Math.

Appl. Math. Comput.

Comput. Math. Appl.

Publications

Xiaojuan Wu, Siqing Gan
Multilevel Monte Carlo methods for positivity-preserving approximations of the Heston 3/2-model. CoRR (2024)
Ziyi Lei, Siqing Gan, Ziheng Chen
Strong and weak convergence rates of logarithmic transformed truncated EM methods for SDEs with positive solutions. J. Comput. Appl. Math. 419 (2023)
Ziyi Lei, Siqing Gan, Jing Liu
First order strong approximation of Ait-Sahalia-type interest rate model with Poisson jumps. Numer. Algorithms 94 (1) (2023)
Ziyi Lei, Charles-Edouard Bréhier, Siqing Gan
Numerical approximation of the invariant distribution for a class of stochastic damped wave equations. CoRR (2023)
Lin Chen, Siqing Gan
Strong convergence and stationary distribution of an explicit scheme for the Wright-Fisher model. J. Comput. Appl. Math. 424 (2023)
Huimin Hu, Siqing Gan
Strong convergence of the tamed Euler scheme for scalar SDEs with superlinearly growing and discontinuous drift coefficient. CoRR (2022)
Lin Chen, Siqing Gan, Xiaojie Wang
First order strong convergence of an explicit scheme for the stochastic SIS epidemic model. J. Comput. Appl. Math. 392 (2021)
Meng Cai, Siqing Gan, Xiaojie Wang
Weak Convergence Rates for an Explicit Full-Discretization of Stochastic Allen-Cahn Equation with Additive Noise. J. Sci. Comput. 86 (3) (2021)
Meng Cai, Siqing Gan, Yaozhong Hu
Weak convergence rates for a full implicit scheme of stochastic Cahn-Hilliard equation with additive noise. CoRR (2021)
Ziyi Lei, Siqing Gan, Jing Liu
First order strong approximation of Ait-Sahalia-type interest rate model with Poisson jumps. CoRR (2021)
Ziheng Chen, Siqing Gan
Convergence and stability of the backward Euler method for jump-diffusion SDEs with super-linearly growing diffusion and jump coefficients. J. Comput. Appl. Math. 363 (2020)
Feroz Khan, Siqing Gan
Pathwise convergence of an efficient scheme for SPDEs with non-globally Lipschitz nonlinearity. Appl. Math. Comput. 353 (2019)
Meng Cai, Siqing Gan, Xiaojie Wang
Weak convergence rates for an explicit full-discretization of stochastic Allen-Cahn equation with additive noise. CoRR (2019)
Jinhao Hu, Siqing Gan
High order method for Black-Scholes PDE. Comput. Math. Appl. 75 (7) (2018)
Jinran Yao, Siqing Gan
Stability of the drift-implicit and double-implicit Milstein schemes for nonlinear SDEs. Appl. Math. Comput. 339 (2018)
Hongbin Chen, Siqing Gan, Da Xu, Qiwen Liu
A second-order BDF compact difference scheme for fractional-order Volterra equation. Int. J. Comput. Math. 93 (7) (2016)
Zhengwei Yin, Siqing Gan
An error corrected Euler-Maruyama method for stiff stochastic differential equations. Appl. Math. Comput. 256 (2015)
Siqing Gan, Aiguo Xiao, Desheng Wang
Stability of analytical and numerical solutions of nonlinear stochastic delay differential equations. J. Comput. Appl. Math. 268 (2014)
Xiaojie Wang, Siqing Gan, Jingtian Tang
Higher Order Strong Approximations of Semilinear Stochastic Wave Equation with Additive Space-time White Noise. SIAM J. Sci. Comput. 36 (6) (2014)
Xiaojie Wang, Siqing Gan
A Runge-Kutta type scheme for nonlinear stochastic partial differential equations with multiplicative trace class noise. Numer. Algorithms 62 (2) (2013)
Qiyong Li, Siqing Gan, Xiaojie Wang
Compensated stochastic theta methods for stochastic differential delay equations with jumps. Int. J. Comput. Math. 90 (5) (2013)
Lin Hu, Siqing Gan, Xiaojie Wang
Asymptotic stability of balanced methods for stochastic jump-diffusion differential equations. J. Comput. Appl. Math. 238 (2013)
Lin Hu, Siqing Gan
Numerical analysis of the balanced implicit methods for stochastic pantograph equations with jumps. Appl. Math. Comput. 223 (2013)
Siqing Gan, Zaijiu Shang, Geng Sun
A class of symplectic partitioned Runge-Kutta methods. Appl. Math. Lett. 26 (9) (2013)
Youhui Zhang, Xiaoguo Dong, Siqing Gan, Weimin Zheng
A Performance Model for Network-on-Chip Wormhole Routers. J. Comput. 7 (1) (2012)
Chengming Huang, Siqing Gan, Desheng Wang
Delay-dependent stability analysis of numerical methods for stochastic delay differential equations. J. Comput. Appl. Math. 236 (14) (2012)
Xiaojie Wang, Siqing Gan
The improved split-step backward Euler method for stochastic differential delay equations. Int. J. Comput. Math. 88 (11) (2011)
Youhui Zhang, Xiaoguo Dong, Siqing Gan, Weimin Zheng
Model of Network-on-Chip routers and performance analysis. IEICE Electron. Express 8 (13) (2011)
Lin Hu, Siqing Gan
Convergence and stability of the balanced methods for stochastic differential equations with jumps. Int. J. Comput. Math. 88 (10) (2011)
Youhui Zhang, Weimin Zheng, Xiaoguo Dong, Siqing Gan
A Performance Analytical Approach Based on Queuing Model for Network-on-Chip. PAAP (2010)
Wenhao Li, Chengming Huang, Siqing Gan
Delay-dependent stability analysis of trapezium rule for second order delay differential equations with three parameters. J. Frankl. Inst. 347 (8) (2010)
Ying Zhao, Xiang Liu, Siqing Gan, Weimin Zheng
Predicting Disk Failures with HMM- and HSMM-Based Approaches. ICDM (2010)
Wenhao Li, Shifeng Wu, Siqing Gan
Delay-dependent stability of symmetric schemes in Boundary Value Methods for DDEs. Appl. Math. Comput. 215 (7) (2009)
Shifeng Wu, Siqing Gan
Errors of linear multistep methods for singularly perturbed Volterra delay-integro-differential equations. Math. Comput. Simul. 79 (10) (2009)
Haomin Zhang, Siqing Gan
Mean square convergence of one-step methods for neutral stochastic differential delay equations. Appl. Math. Comput. 204 (2) (2008)
Shifeng Wu, Siqing Gan
Analytical and numerical stability of neutral delay integro-differential equations and neutral delay partial differential equations. Comput. Math. Appl. 55 (11) (2008)
Siqing Gan
Asymptotic stability of Rosenbrock methods for systems of functional differential and functional equations. Math. Comput. Model. 44 (1-2) (2006)
Siqing Gan
Dissipativity of linear theta-methods for integro-differential equations. Comput. Math. Appl. 52 (3-4) (2006)
Siqing Gan, Weimin Zheng
Stability of multistep Runge-Kutta methods for systems of functional-differential and functional equations. Appl. Math. Lett. 17 (5) (2004)
Aiguo Xiao, Chengming Huang, Siqing Gan
Convergence Results of One-Leg and Linear Multistep Methods for Multiply Stiff Singular Perturbation Problems. Computing 66 (4) (2001)