The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients X Wang, S Gan Journal of Difference Equations and Applications 19 (3), 466-490, 2013 | 165 | 2013 |

Full Discretization of Semilinear Stochastic Wave Equations Driven by Multiplicative Noise R Anton, D Cohen, S Larsson, X Wang SIAM Journal on Numerical Analysis 54 (2), 1093-1119, 2016 | 72 | 2016 |

Exponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations M Hutzenthaler, A Jentzen, X Wang Mathematics of Computation 87 (311), 1353-1413, 2018 | 69 | 2018 |

An exponential integrator scheme for time discretization of nonlinear stochastic wave equation X Wang Journal of Scientific Computing 64 (1), 234-263, 2015 | 61 | 2015 |

An efficient explicit full-discrete scheme for strong approximation of stochastic Allen-Cahn equation X Wang Stochastic Processes and their Applications, 2020 | 58 | 2020 |

Weak convergence analysis of the linear implicit Euler method for semilinear stochastic partial differential equations with additive noise X Wang, S Gan Journal of Mathematical Analysis and Applications 398 (1), 151-169, 2013 | 56 | 2013 |

Higher order strong approximations of semilinear stochastic wave equation with additive space-time white noise X Wang, S Gan, J Tang SIAM Journal on Scientific Computing 36 (6), A2611-A2632, 2014 | 52 | 2014 |

Compensated stochastic theta methods for stochastic differential equations with jumps X Wang, S Gan Applied numerical mathematics 60 (9), 877-887, 2010 | 52 | 2010 |

A family of fully implicit Milstein methods for stiff stochastic differential equations with multiplicative noise X Wang, S Gan, D Wang BIT Numerical Mathematics 52 (3), 741-772, 2012 | 50 | 2012 |

The improved split-step backward Euler method for stochastic differential delay equations X Wang, S Gan International Journal of Computer Mathematics 88 (11), 2359-2378, 2011 | 46 | 2011 |

Weak error estimates of the exponential Euler scheme for semi-linear SPDEs without Malliavin calculus X Wang Discrete and Continuous Dynamical Systems 36 (1), 481-497, 2016 | 44 | 2016 |

Strong convergence rates of the linear implicit Euler method for the finite element discretization of SPDEs with additive noise X Wang IMA Journal of Numerical Analysis 37 (2), 965-984, 2017 | 42 | 2017 |

A note on an accelerated exponential Euler method for parabolic SPDEs with additive noise X Wang, R Qi Applied Mathematics Letters 46, 31-37, 2015 | 41 | 2015 |

Convergence of the semi-implicit Euler method for stochastic age-dependent population equations with Poisson jumps L Wang, X Wang Applied Mathematical Modelling 34 (8), 2034-2043, 2010 | 40 | 2010 |

B-convergence of split-step one-leg theta methods for stochastic differential equations X Wang, S Gan Journal of Applied Mathematics and Computing 38 (1-2), 489-503, 2012 | 31 | 2012 |

Mean-square convergence rates of stochastic theta methods for SDEs under a coupled monotonicity condition X Wang, J Wu, B Dong BIT Numerical Mathematics, 1-32, 2020 | 30 | 2020 |

Optimal error estimates of Galerkin finite element methods for stochastic Allen–Cahn equation with additive noise R Qi, X Wang Journal of Scientific Computing 80 (2), 1171-1194, 2019 | 30 | 2019 |

A transformed jump-adapted backward Euler method for jump-extended CIR and CEV models X Yang, X Wang Numerical Algorithms 74 (1), 39-57, 2017 | 26 | 2017 |

θ-Maruyama methods for nonlinear stochastic differential delay equations X Wang, S Gan, D Wang Applied Numerical Mathematics 98, 38-58, 2015 | 26 | 2015 |

Error Estimates of Semidiscrete and Fully Discrete Finite Element Methods for the Cahn--Hilliard--Cook equation R Qi, X Wang SIAM Journal on Numerical Analysis 58 (3), 1613-1653, 2020 | 25 | 2020 |