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A splitting semi-implicit Euler method for stochastic incompressible Euler equations on T-2
期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2022, 页码: 29
作者:
Hong, Jialin
;
Sheng, Derui
;
Zhou, Tau
收藏
  |  
浏览/下载:5/0
  |  
提交时间:2023/02/07
stochastic incompressible Euler equation
convergence order
splitting semi-implicit Euler method
STOCHASTIC DIFFERENTIAL EQUATION WITH PIECEWISE CONTINUOUS ARGUMENTS: MARKOV PROPERTY, INVARIANT MEASURE AND NUMERICAL APPROXIMATION
期刊论文
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2022, 页码: 43
作者:
Chen, Chuchu
;
Hong, Jialin
;
Lu, Yulan
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  |  
浏览/下载:4/0
  |  
提交时间:2023/02/07
 
Invariant measure
Markov chain
weak convergence
backward Euler method
stochastic differential equations with piecewise continuous arguments
A fast Euler-Maruyama method for fractional stochastic differential equations
期刊论文
JOURNAL OF APPLIED MATHEMATICS AND COMPUTING, 2022, 页码: 19
作者:
Zhang, Jingna
;
Tang, Yifa
;
Huang, Jianfei
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  |  
浏览/下载:1/0
  |  
提交时间:2023/02/07
Fractional stochastic differential equations
Euler-Maruyama method
Sum-of-exponentials approximation
Strong convergence
Computational efficiency
On Ill- and Well-Posedness of Dissipative Martingale Solutions to Stochastic 3D Euler Equations
期刊论文
COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, 2021, 页码: 65
作者:
Hofmanova, Martina
;
Zhu, Rongchan
;
Zhu, Xiangchan
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  |  
浏览/下载:3/0
  |  
提交时间:2022/04/02
Optimal rate of convergence for two classes of schemes to stochastic differential equations driven by fractional Brownian motions
期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2021, 卷号: 41, 期号: 2, 页码: 1608-1638
作者:
Hong, Jialin
;
Huang, Chuying
;
Wang, Xu
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  |  
浏览/下载:7/0
  |  
提交时间:2021/10/26
fractional Brownian motion
strong convergence rate
Runge-Kutta method
simplified step-N Euler scheme
Compensated projected Euler-Maruyama method for stochastic differential equations with superlinear jumps
期刊论文
APPLIED MATHEMATICS AND COMPUTATION, 2021, 卷号: 393, 页码: 11
作者:
Li, Min
;
Huang, Chengming
;
Chen, Ziheng
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  |  
浏览/下载:49/0
  |  
提交时间:2021/04/26
Stochastic differential equations with jumps
Compensated projected Euler-Maruyama method
Mean square convergence
C-stability
B-consistency
Convergence and Stability of the Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments
期刊论文
NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS, 2021, 卷号: 14, 期号: 1, 页码: 194-218
作者:
Geng, Yidan
;
Song, Minghui
;
Lu, Yulan
;
Liu, Mingzhu
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浏览/下载:19/0
  |  
提交时间:2021/01/14
Stochastic differential equations with piecewise continuous argument
local Lipschitz condition
Khasminskii-type condition
truncated Euler-Maruyama method
convergence and stability
Absolute continuity and numerical approximation of stochastic Cahn-Hilliard equation with unbounded noise diffusion
期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2020, 卷号: 269, 期号: 11, 页码: 10143-10180
作者:
Cui, Jianbo
;
Hong, Jialin
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  |  
浏览/下载:12/0
  |  
提交时间:2021/01/14
Stochastic Cahn-Hilliard equation
Unbounded noise diffusion
Malliavin calculus
Numerical approximation
Strong convergence rate
Scaling limit of stochastic 2D Euler equations with transport noises to the deterministic Navier-Stokes equations
期刊论文
JOURNAL OF EVOLUTION EQUATIONS, 2020, 页码: 34
作者:
Flandoli, Franco
;
Galeati, Lucio
;
Luo, Dejun
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浏览/下载:30/0
  |  
提交时间:2020/09/23
2D Euler equations
Vorticity
Transport noise
Scaling limit
2D Navier-Stokes equations
Highly Accurate Numerical Schemes for Stochastic Optimal Control Via FBSDEs
期刊论文
NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS, 2020, 卷号: 13, 期号: 2, 页码: 296-319
作者:
Fu, Yu
;
Zhao, Weidong
;
Zhou, Tao
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  |  
浏览/下载:19/0
  |  
提交时间:2020/05/24
Forward backward stochastic differential equations
stochastic optimal control
stochastic maximum principle
projected quasi-Newton methods
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