X. Mao

Publication List Details

Period

1996 - 2008

Number

34

Co-Authors

Spring-neap tide-induced beach water table fluctuations and its influence on the behaviour of a coastal aquifer adjacent to a low-relief estuary (2008)

Mao, X., Enot, P., Barry, D. A., Li, L., Binlet, A.

In this study, we investigated the effect of beach slope for a coastal aquifer adjacent to a low-relief estuary. The waste was suspected to discharge leachate towards the estuary. Field observations...

Almost sure and moment exponential stability in the numerical simulation of stochastic differential equations (2007)

Higham, D.J., Mao, X., Yuan, C.

Relatively little is known about the ability of numerical methods for stochastic differential equations (SDEs) to reproduce almost sure and small-moment stability. Here, we focus on these stability...

Tidal influence on behaviour of a coastal aquifer adjacent to a low-relief estuary (2006)

Mao, X., Enot, P., Barry, D. A., Li, L., Binley, Andrew M.

The tidal influence on groundwater hydrodynamics, salt-water intrusion and submarine groundwater discharge from coastal/estuarine aquifers is poorly quantified for systems with a mildly sloping...

Three-dimensional model for multi-component reactive transport with variable density groundwater flow (2006)

Mao, X, Prommer, H, Barry, DA, Langevin, CD, Panteleit, B, Li, L

PHWAT is a new model that couples a geochemical reaction model (PHREEQC-2) with a density-dependent groundwater flow and solute transport model (SEAWAT) using the split-operator approach. PHWAT was...

Tidal influence on behaviour of a coastal aquifer adjacent to a low-relief estuary (2006)

Mao, X, Enot, P, Barry, DA, Li, L, Binley, A, Jeng, DS

The tidal influence on groundwater hydrodynamics, salt-water intrusion and submarine groundwater discharge from coastal/estuarine aquifers is poorly quantified for systems with a mildly sloping...

Stochastic differential delay equations of population dynamics (2005)

Mao, X., Yuan, C., Zou, J.

In this paper, we investigate the almost surely asymptotic stability for the nonlinear stochastic differential delay equations with Markovian switching. Some sufficient criteria on the...

Numerical method for stationary distribution of stochastic differential equations with Markovian switching (2005)

Mao, X., Yuan, C., Yin, G.

In principle, once the existence of the stationary distribution of a stochastic differential equation with Markovian switching is assured, we may compute it by solving the associated system of the...

Spring-neap tide-induced beach water table fluctuations in a sloping coastal aquifer (2005)

Jeng, DS, Mao, X, Enot, P, Barry, DA, Li, L

Predictions of water table fluctuations in coastal aquifers are needed for numerous coastal and water resources engineering problems. Most previous investigations have been based on the Boussinesq...

Convergence of Monte Carlo simulations involving the mean-reverting square root process (2005)

Higham, D.J., Mao, X.

The mean-reverting square root process is a stochastic differential equation (SDE) that has found considerable use as a model for volatility, interest rate, and other financial quantities. The...

Modelling the fate of chromated copper arsenate in a sandy soil (2004)

Mao, X, Barry, DA, Li, L, Stagnitti, F, Allinson, G, Turoczy, N

A pulse of chromated copper arsenate (CCA, a timber preservative) was applied in irrigation water to an undisturbed field soil in a laboratory column. Concentrations of various elements in the...

Exponential mean square stability of numerical solutions to stochastic differential equations (2003)

Higham, D.J., Mao, X., Stuart, A.M.

Positive results are proved here about the ability of numerical simulations to reproduce the exponential mean-square stability of stochastic differential equations (SDEs). The first set of results...

Numerical solutions of stochastic functional differential equations (2003)

Mao, X.

In this paper, the strong mean square convergence theory is established for the numerical solutions of stochastic functional differential equations (SFDEs) under the local Lipschitz condition and the...

Exponential stability of stochastic delay interval systems with Markovian switching (2002)

Mao, X.

In the past few years, a lot of research has been dedicated to the stability of interval systems as well as the stability of systems with Markovian switching. However, little research has been on the...

A note on the LaSalle-type theorems for stochastic differential delay equations (2002)

Mao, X.

The main aim of this note is to improve some results obtained in the author's earlier paper (1999, J. Math. Anal. Appl.236, 350-369). From the improved result follow some useful criteria on the...

Strong convergence of Euler-type methods for nonlinear stochastic differential equations (2002)

Higham, D.J., Mao, X., Stuart, A.M.

Traditional finite-time convergence theory for numerical methods applied to stochastic differential equations (SDEs) requires a global Lipschitz assumption on the drift and diffusion coefficients. In...