May, 2023 - Present. Postdoc, Department of Applied Mathematics, The Hong Kong Polytechnic University
August, 2022- April, 2023. Research Assistant, Academy of Mathematics and Systems Science, Chinese Academy of Sciences
September, 2017 - June, 2022. Ph.D., Computational Mathematics, Chinese Academy of Sciences
September, 2013 - June, 2017. B.S., Mathematics and Applied Mathematics, Central South University
Diancong Jin, Derui, Sheng. Asymptotics of large deviations of finite difference method for stochastic Cahn-Hilliard equation. Acta Math. Sci. Ser. B (Engl. Ed.) 45 (2025), no. 3, 1078--1106.
Derui Sheng, Tau Zhou. Hitting properties of generalized fractional kinetic equation with time-fractional noise. Stoch. Partial Differ. Equ. Anal. Comput. 12 (2024), no. 4, 2044--2080.
Jialin Hong, Diancong Jin, Derui, Sheng. Density convergence of a fully discrete finite difference method for stochastic Cahn-Hilliard equation. Math. Comp. 93 (2024), no. 349, 2215--2264.
Xinjie Dai, Jialin Hong, Derui, Sheng. Mittag-Leffler Euler integrator and large deviations for stochastic space-time fractional diffusion equations. Potential Anal. 60 (2024), no. 4, 1333--1367.
Jialin Hong, Derui, Sheng, Tau Zhou. A splitting semi-implicit Euler method for stochastic incompressible Euler equations on T2. IMA J. Numer. Anal. 43 (2023), no. 5, 2748--2776.
Xinjie Dai, Jialin Hong, Derui, Sheng, Tau Zhou. Strong error analysis of Euler methods for overdamped generalized Langevin equations with fractional noise: nonlinear case. ESAIM Math. Model. Numer. Anal. 57 (2023), no. 4, 1981--2006.
Chuchu Chen, Jianbo Cui, Jialin Hong, Derui, Sheng. Accelerated exponential Euler scheme for stochastic heat equation: convergence rate of the density. IMA J. Numer. Anal. 43 (2023), no. 2, 1181--1220.
Jianbo Cui, Jialin Hong, Derui, Sheng. Density function of numerical solution of splitting AVF scheme for stochastic Langevin equation. Math. Comp. 91 (2022), no. 337, 2283--2333.
Jialin Hong, Zhihui Liu, Derui, Sheng. Optimal Hölder continuity and hitting probabilities for SPDEs with rough fractional noises. J. Math. Anal. Appl. 512 (2022), no. 1, Paper No. 126125, 21 pp.
Chuchu Chen, Jialin Hong, Derui, Sheng. Influence of numerical discretizations on hitting probabilities for linear stochastic parabolic systems. J. Complexity 70 (2022), Paper No. 101634, 29 pp.
Jianbo Cui, Derui Sheng, Chenhui Zhang, Tau Zhou. A dynamic domain semi-Lagrangian method for stochastic Vlasov equations. arXiv: 2502.13700.
Jianbo Cui, Derui Sheng. Asymptotic-preserving approximations for stochastic incompressible viscous fluids and SPDEs on graph. arXiv: 2404.09168.
Xinjie Dai, Jialin Hong, Derui Sheng. Error analysis of numerical methods on graded meshes for stochastic Volterra equations. arXiv: 2308.16696.
Jialin Hong, Ge Liang, Derui Sheng. Probabilistic evolution of the error of numerical method for linear stochastic differential equation. arXiv: 2304.01602.