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Peng Wang
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Split-step backward balanced Milstein methods for stiff stochastic systems
P Wang, Z Liu
Applied Numerical Mathematics 59 (6), 1198-1213, 2009
532009
A third-order family of Newton-like iteration methods for solving nonlinear equations
P Wang
Journal of Numerical Mathematics and Stochastics 3 (1), 13-19, 2011
462011
Split-step forward methods for stochastic differential equations
P Wang, Y Li
Journal of computational and applied mathematics 233 (10), 2641-2651, 2010
432010
Preservation of quadratic invariants of stochastic differential equations via Runge–Kutta methods
J Hong, D Xu, P Wang
Applied Numerical Mathematics 87, 38-52, 2015
362015
Three-stage stochastic Runge–Kutta methods for stochastic differential equations
P Wang
Journal of Computational and Applied Mathematics 222 (2), 324-332, 2008
282008
Construction of Symplectic Runge-Kutta Methods for Stochastic Hamiltonian Systems
P Wang, J Hong, D Xu
Communications in Computational Physics 21 (1), 237-270, 2017
212017
A-stable Runge–Kutta methods for stiff stochastic differential equations with multiplicative noise
P Wang
Computational and Applied Mathematics 34 (2), 773-792, 2015
172015
A Crank-Nicolson difference scheme for solving a type of variable coefficient delay partial differential equations
W Gu, P Wang
Journal of Applied Mathematics 2014, 2014
172014
Split-step backward Milstein methods for stiff stochastic systems
P WANG, Y HAN
Journal of Jilin University (Science Edition) 47 (6), 52-56, 2009
14*2009
Local Convergence of a Family of Iterative Methods with Sixth and Seventh Order Convergence Under Weak Conditions
T Liu, X Qin, P Wang
International Journal of Computational Methods, 1850120, 2018
102018
求解随机微分方程的三级半隐式随机龙格库塔方法
王鹏, 吕显瑞, 张伸煦
吉林大学学报: 理学版 46 (2), 219-223, 2008
92008
Counterterror measures and economic growth: A differential game
J Wang, P Wang
Operations Research Letters 41 (3), 285-289, 2013
82013
STRONG PREDICTOR-CORRECTOR METHODS FOR STOCHASTIC PANTOGRAPH EQUATIONS
F Xiao, P Wang
Journal of Computational Mathematics 34 (1), 1-11, 2016
62016
Stabilized Milstein type methods for stiff stochastic systems
P Wang, ZX Liu
Journal of Numerical Mathematics and Stochastics 1 (1), 33-44, 2009
42009
HOMOTOPY CONTINUATION METHODS FOR STOCHASTIC TWO-POINT BOUNDARY VALUE PROBLEMS DRIVEN BY ADDITIVE NOISES
Y Cao, P Wang, X Wang
Journal of Computational Mathematics 32 (6), 630-642, 2014
32014
解非线性方程的一族三阶迭代方法
刘天宝, 王鹏
吉林大学学报: 理学版 50 (1), 73-76, 2012
32012
Two-stage Milstein methods for stochastic differential equations
王鹏, 吕显瑞, 柳振鑫
东北数学: 英文版 24 (1), 63-76, 2008
32008
Three-stage stiffly accurate Runge-Kutta methods for stiff stochastic differential equations
W PENG
数学研究通讯 ISTIC 27 (2), 2011
22011
EFFICIENT AND ACCURATE NUMERICAL METHODS FOR LONG-WAVE SHORT-WAVE INTERACTION EQUATIONS IN THE SEMICLASSICAL LIMIT REGIME.
T Wang, X Zhao, M Peng, P Wang
Journal of Computational Mathematics 37 (5), 2018
2018
A class of numerical methods with one parameter for backward stochastic differential equations
D Xu, P Wang, X Yin
NUMERICAL ANALYSIS AND APPLIED MATHEMATICS ICNAAM 2012: International …, 2012
2012
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