Siqing Gan - researchr alias

researchr

You are not signed in
Sign in
Sign up

Viewing Publication 1 - 36 from 36

2026

Strong error analysis and first-order convergence of Milstein-type schemes for McKean-Vlasov SDEs with superlinear coefficientsJingtao Zhu, Yuying Zhao, Siqing Gan. mcs, 246:697-726, 2026. [doi]

2025

An explicit positivity-preserving scheme for the Heston 3/2-model with order-one strong convergenceXiaojuan Wu, Siqing Gan. cnsns, 140:108372, 2025. [doi]

2023

Strong convergence and stationary distribution of an explicit scheme for the Wright-Fisher modelLin Chen, Siqing Gan. jcam, 424:115017, May 2023. [doi]

Strong and weak convergence rates of logarithmic transformed truncated EM methods for SDEs with positive solutionsZiyi Lei, Siqing Gan, Ziheng Chen. jcam, 419:114758, 2023. [doi]

First order strong approximation of Ait-Sahalia-type interest rate model with Poisson jumpsZiyi Lei, Siqing Gan, Jing Liu. na, 94(1):93-130, September 2023. [doi]

2021

Weak Convergence Rates for an Explicit Full-Discretization of Stochastic Allen-Cahn Equation with Additive NoiseMeng Cai, Siqing Gan, Xiaojie Wang. jscic, 86(3):34, 2021. [doi]

First order strong convergence of an explicit scheme for the stochastic SIS epidemic modelLin Chen, Siqing Gan, Xiaojie Wang. jcam, 392:113482, 2021. [doi]

2020

Convergence and stability of the backward Euler method for jump-diffusion SDEs with super-linearly growing diffusion and jump coefficientsZiheng Chen, Siqing Gan. jcam, 363:350-369, 2020. [doi]

2019

Pathwise convergence of an efficient scheme for SPDEs with non-globally Lipschitz nonlinearityFeroz Khan, Siqing Gan. amc, 353:114-133, 2019. [doi]

2018

High order method for Black-Scholes PDEJinhao Hu, Siqing Gan. cma, 75(7):2259-2270, 2018. [doi]

Stability of the drift-implicit and double-implicit Milstein schemes for nonlinear SDEsJinran Yao, Siqing Gan. amc, 339:294-301, 2018. [doi]

2016

A second-order BDF compact difference scheme for fractional-order Volterra equationHongbin Chen, Siqing Gan, Da Xu, Qiwen Liu. ijcm, 93(7):1140-1154, 2016. [doi]

2015

An error corrected Euler-Maruyama method for stiff stochastic differential equationsZhengwei Yin, Siqing Gan. amc, 256:630-641, 2015. [doi]

2014

Stability of analytical and numerical solutions of nonlinear stochastic delay differential equationsSiqing Gan, Aiguo Xiao, Desheng Wang. jcam, 268:5-22, 2014. [doi]

Higher Order Strong Approximations of Semilinear Stochastic Wave Equation with Additive Space-time White NoiseXiaojie Wang, Siqing Gan, Jingtian Tang. siamsc, 36(6), 2014. [doi]

2013

2012

Delay-dependent stability analysis of numerical methods for stochastic delay differential equationsChengming Huang, Siqing Gan, Desheng Wang. jcam, 236(14):3514-3527, 2012. [doi]

A Performance Model for Network-on-Chip Wormhole RoutersYouhui Zhang, Xiaoguo Dong, Siqing Gan, Weimin Zheng. jcp, 7(1):76-84, 2012. [doi]

2011

Convergence and stability of the balanced methods for stochastic differential equations with jumpsLin Hu, Siqing Gan. ijcm, 88(10):2089-2108, 2011. [doi]

The improved split-step backward Euler method for stochastic differential delay equationsXiaojie Wang, Siqing Gan. ijcm, 88(11):2359-2378, 2011. [doi]

Model of Network-on-Chip routers and performance analysisYouhui Zhang, Xiaoguo Dong, Siqing Gan, Weimin Zheng. ieiceee, 8(13):986-993, 2011. [doi]

2010

2009

Delay-dependent stability of symmetric schemes in Boundary Value Methods for DDEsWenhao Li, Shifeng Wu, Siqing Gan. amc, 215(7):2445-2455, 2009. [doi]

Errors of linear multistep methods for singularly perturbed Volterra delay-integro-differential equationsShifeng Wu, Siqing Gan. mcs, 79(10):3148-3159, 2009. [doi]

2008

Analytical and numerical stability of neutral delay integro-differential equations and neutral delay partial differential equationsShifeng Wu, Siqing Gan. cma, 55(11):2426-2443, 2008. [doi]

Mean square convergence of one-step methods for neutral stochastic differential delay equationsHaomin Zhang, Siqing Gan. amc, 204(2):884-890, 2008. [doi]

2006

Asymptotic stability of Rosenbrock methods for systems of functional differential and functional equationsSiqing Gan. mcm, 44(1-2):144-150, 2006. [doi]

Dissipativity of linear theta-methods for integro-differential equationsSiqing Gan. cma, 52(3-4):449-458, 2006. [doi]

2004

Stability of multistep Runge-Kutta methods for systems of functional-differential and functional equationsSiqing Gan, Weimin Zheng. appml, 17(5):585-590, 2004. [doi]

2001

Convergence Results of One-Leg and Linear Multistep Methods for Multiply Stiff Singular Perturbation ProblemsAiguo Xiao, Chengming Huang, Siqing Gan. computing, 66(4):365-375, 2001. [doi]

Sign in or sign up to see more results.

runs on WebDSL