CORC

浏览/检索结果: 共68条,第1-10条 帮助

已选(0)清除 条数/页:   排序方式:
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 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
收藏  |  浏览/下载:4/0  |  提交时间:2023/02/07
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
收藏  |  浏览/下载:1/0  |  提交时间:2023/02/07
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
收藏  |  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
收藏  |  浏览/下载:7/0  |  提交时间:2021/10/26
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
收藏  |  浏览/下载:49/0  |  提交时间:2021/04/26
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
收藏  |  浏览/下载:19/0  |  提交时间:2021/01/14
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
收藏  |  浏览/下载:12/0  |  提交时间:2021/01/14
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
收藏  |  浏览/下载:30/0  |  提交时间:2020/09/23
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
收藏  |  浏览/下载:19/0  |  提交时间:2020/05/24


©版权所有 ©2017 CSpace - Powered by CSpace