| 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 | 192 | 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 | 85 | 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 | 79 | 2018 |
| An efficient explicit full-discrete scheme for strong approximation of stochastic Allen–Cahn equation X Wang Stochastic Processes and their Applications 130 (10), 6271-6299, 2020 | 76 | 2020 |
| An exponential integrator scheme for time discretization of nonlinear stochastic wave equation X Wang Journal of Scientific Computing 64 (1), 234-263, 2015 | 67 | 2015 |
| 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 | 67 | 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 | 59 | 2014 |
| 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 | 56 | 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 | 55 | 2017 |
| Compensated stochastic theta methods for stochastic differential equations with jumps X Wang, S Gan Applied numerical mathematics 60 (9), 877-887, 2010 | 55 | 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, 741-772, 2012 | 51 | 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 | 51 | 2011 |
| 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 | 49 | 2015 |
| Mean-square convergence rates of stochastic theta methods for SDEs under a coupled monotonicity condition X Wang, J Wu, B Dong BIT Numerical Mathematics 60 (3), 759-790, 2020 | 48 | 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, 1171-1194, 2019 | 41 | 2019 |
| 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 |
| Weak convergence rates for an explicit full-discretization of stochastic Allen–Cahn equation with additive noise M Cai, S Gan, X Wang Journal of Scientific Computing 86, 1-30, 2021 | 34 | 2021 |
| 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 | 30 | 2020 |
| θ-Maruyama methods for nonlinear stochastic differential delay equations X Wang, S Gan, D Wang Applied Numerical Mathematics 98, 38-58, 2015 | 29 | 2015 |
| A full-discrete exponential Euler approximation of the invariant measure for parabolic stochastic partial differential equations Z Chen, S Gan, X Wang Applied Numerical Mathematics 157, 135-158, 2020 | 28 | 2020 |
Meng Cai（蔡猛）School of Mathematics and Statistics, Central South UniversityVerified email at csu.edu.cn
