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Siqing Gan
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2020 – today
- 2025
- [j33]Xiaojuan Wu, Siqing Gan:
An explicit positivity-preserving scheme for the Heston 3/2-model with order-one strong convergence. Commun. Nonlinear Sci. Numer. Simul. 140: 108372 (2025) - 2024
- [i6]Xiaojuan Wu, Siqing Gan:
Multilevel Monte Carlo methods for positivity-preserving approximations of the Heston 3/2-model. CoRR abs/2403.05837 (2024) - 2023
- [j32]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: 114758 (2023) - [j31]Lin Chen, Siqing Gan:
Strong convergence and stationary distribution of an explicit scheme for the Wright-Fisher model. J. Comput. Appl. Math. 424: 115017 (2023) - [j30]Ziyi Lei, Siqing Gan, Jing Liu:
First order strong approximation of Ait-Sahalia-type interest rate model with Poisson jumps. Numer. Algorithms 94(1): 93-130 (2023) - [i5]Ziyi Lei, Charles-Edouard Bréhier, Siqing Gan:
Numerical approximation of the invariant distribution for a class of stochastic damped wave equations. CoRR abs/2306.13998 (2023) - 2022
- [i4]Huimin Hu, Siqing Gan:
Strong convergence of the tamed Euler scheme for scalar SDEs with superlinearly growing and discontinuous drift coefficient. CoRR abs/2206.00088 (2022) - 2021
- [j29]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: 113482 (2021) - [j28]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): 34 (2021) - [i3]Ziyi Lei, Siqing Gan, Jing Liu:
First order strong approximation of Ait-Sahalia-type interest rate model with Poisson jumps. CoRR abs/2110.15482 (2021) - [i2]Meng Cai, Siqing Gan, Yaozhong Hu:
Weak convergence rates for a full implicit scheme of stochastic Cahn-Hilliard equation with additive noise. CoRR abs/2111.08198 (2021) - 2020
- [j27]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: 350-369 (2020)
2010 – 2019
- 2019
- [j26]Feroz Khan, Siqing Gan:
Pathwise convergence of an efficient scheme for SPDEs with non-globally Lipschitz nonlinearity. Appl. Math. Comput. 353: 114-133 (2019) - [i1]Meng Cai, Siqing Gan, Xiaojie Wang:
Weak convergence rates for an explicit full-discretization of stochastic Allen-Cahn equation with additive noise. CoRR abs/1911.09543 (2019) - 2018
- [j25]Jinran Yao, Siqing Gan:
Stability of the drift-implicit and double-implicit Milstein schemes for nonlinear SDEs. Appl. Math. Comput. 339: 294-301 (2018) - [j24]Jinhao Hu, Siqing Gan:
High order method for Black-Scholes PDE. Comput. Math. Appl. 75(7): 2259-2270 (2018) - 2016
- [j23]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): 1140-1154 (2016) - 2015
- [j22]Zhengwei Yin, Siqing Gan:
An error corrected Euler-Maruyama method for stiff stochastic differential equations. Appl. Math. Comput. 256: 630-641 (2015) - 2014
- [j21]Siqing Gan, Aiguo Xiao, Desheng Wang:
Stability of analytical and numerical solutions of nonlinear stochastic delay differential equations. J. Comput. Appl. Math. 268: 5-22 (2014) - [j20]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) - 2013
- [j19]Lin Hu, Siqing Gan:
Numerical analysis of the balanced implicit methods for stochastic pantograph equations with jumps. Appl. Math. Comput. 223: 281-297 (2013) - [j18]Siqing Gan, Zaijiu Shang, Geng Sun:
A class of symplectic partitioned Runge-Kutta methods. Appl. Math. Lett. 26(9): 968-973 (2013) - [j17]Qiyong Li, Siqing Gan, Xiaojie Wang:
Compensated stochastic theta methods for stochastic differential delay equations with jumps. Int. J. Comput. Math. 90(5): 1057-1071 (2013) - [j16]Lin Hu, Siqing Gan, Xiaojie Wang:
Asymptotic stability of balanced methods for stochastic jump-diffusion differential equations. J. Comput. Appl. Math. 238: 126-143 (2013) - [j15]Xiaojie Wang, Siqing Gan:
A Runge-Kutta type scheme for nonlinear stochastic partial differential equations with multiplicative trace class noise. Numer. Algorithms 62(2): 193-223 (2013) - 2012
- [j14]Chengming Huang, Siqing Gan, Desheng Wang:
Delay-dependent stability analysis of numerical methods for stochastic delay differential equations. J. Comput. Appl. Math. 236(14): 3514-3527 (2012) - [j13]Youhui Zhang, Xiaoguo Dong, Siqing Gan, Weimin Zheng:
A Performance Model for Network-on-Chip Wormhole Routers. J. Comput. 7(1): 76-84 (2012) - 2011
- [j12]Youhui Zhang, Xiaoguo Dong, Siqing Gan, Weimin Zheng:
Model of Network-on-Chip routers and performance analysis. IEICE Electron. Express 8(13): 986-993 (2011) - [j11]Lin Hu, Siqing Gan:
Convergence and stability of the balanced methods for stochastic differential equations with jumps. Int. J. Comput. Math. 88(10): 2089-2108 (2011) - [j10]Xiaojie Wang, Siqing Gan:
The improved split-step backward Euler method for stochastic differential delay equations. Int. J. Comput. Math. 88(11): 2359-2378 (2011) - 2010
- [j9]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): 1437-1451 (2010) - [c2]Ying Zhao, Xiang Liu, Siqing Gan, Weimin Zheng:
Predicting Disk Failures with HMM- and HSMM-Based Approaches. ICDM 2010: 390-404 - [c1]Youhui Zhang, Weimin Zheng, Xiaoguo Dong, Siqing Gan:
A Performance Analytical Approach Based on Queuing Model for Network-on-Chip. PAAP 2010: 354-359
2000 – 2009
- 2009
- [j8]Wenhao Li, Shifeng Wu, Siqing Gan:
Delay-dependent stability of symmetric schemes in Boundary Value Methods for DDEs. Appl. Math. Comput. 215(7): 2445-2455 (2009) - [j7]Shifeng Wu, Siqing Gan:
Errors of linear multistep methods for singularly perturbed Volterra delay-integro-differential equations. Math. Comput. Simul. 79(10): 3148-3159 (2009) - 2008
- [j6]Haomin Zhang, Siqing Gan:
Mean square convergence of one-step methods for neutral stochastic differential delay equations. Appl. Math. Comput. 204(2): 884-890 (2008) - [j5]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): 2426-2443 (2008) - 2006
- [j4]Siqing Gan:
Dissipativity of linear theta-methods for integro-differential equations. Comput. Math. Appl. 52(3-4): 449-458 (2006) - [j3]Siqing Gan:
Asymptotic stability of Rosenbrock methods for systems of functional differential and functional equations. Math. Comput. Model. 44(1-2): 144-150 (2006) - 2004
- [j2]Siqing Gan, Weimin Zheng:
Stability of multistep Runge-Kutta methods for systems of functional-differential and functional equations. Appl. Math. Lett. 17(5): 585-590 (2004) - 2001
- [j1]Aiguo Xiao, Chengming Huang, Siqing Gan:
Convergence Results of One-Leg and Linear Multistep Methods for Multiply Stiff Singular Perturbation Problems. Computing 66(4): 365-375 (2001)
Coauthor Index
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last updated on 2024-10-31 21:08 CET by the dblp team
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