Siqing Gan

The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients

Xiaojie Wang, Siqing Gan · The Journal of Difference Equations and Applications · 2012 · 182 citations

Engineering, Mathematics, Differential Equations +15

Weak convergence analysis of the linear implicit Euler method for semilinear stochastic partial differential equations with additive noise

Xiaojie Wang, Siqing Gan · Journal of Mathematical Analysis and Applications · 2012 · 64 citations

Engineering, Computational Engineering, Mathematics +16

Higher Order Strong Approximations of Semilinear Stochastic Wave Equation with Additive Space-time White Noise

Xiaojie Wang, Siqing Gan, Jingtian Tang · SIAM Journal on Scientific Computing · 2014 · 61 citations · Full text

Engineering, Computational Engineering, Computational Physics +16

A second-order BDF compact difference scheme for fractional-order Volterra equation

Hongbin Chen, Siqing Gan, Da Xu et al. · International Journal of Computer Mathematics · 2015 · 53 citations

Natural Sciences, Mathematics, Computational Mechanics +16

Dissipativity of<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si1.gif" overflow="scroll"><mml:mi>θ</mml:mi></mml:math>-methods for nonlinear Volterra delay-integro-differential equations

Siqing Gan · Journal of Computational and Applied Mathematics · 2006 · 50 citations

Natural Sciences, Mathematics, Physics +12