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Numerical computation of probabilities for nonlinear SDEs in high dimension using Kolmogorov equation br 期刊论文
APPLIED MATHEMATICS AND COMPUTATION, 2023, 卷号: 436, 页码: 17
作者:  Flandoli, Franco;  Luo, Dejun;  Ricci, Cristiano
收藏  |  浏览/下载:47/0  |  提交时间:2023/02/07
Optimal Holder continuity and hitting probabilities for SPDEs with rough fractional noises 期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2022, 卷号: 512, 期号: 1, 页码: 21
作者:  Hong, Jialin;  Liu, Zhihui;  Sheng, Derui
收藏  |  浏览/下载:3/0  |  提交时间:2023/02/07

Normalizing field flows: Solving forward and inverse stochastic differential equations using physics-informed flow models

期刊论文

JOURNAL OF COMPUTATIONAL PHYSICS, 2022, 卷号: 461, 页码: 18
作者:  Guo, Ling;  Wu, Hao;  Zhou, Tao
收藏  |  浏览/下载:4/0  |  提交时间:2023/02/07
A spectral method for stochastic fractional PDEs using dynamically-orthogonal/bi-orthogonal decomposition 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2022, 卷号: 461, 页码: 17
作者:  Zhao, Yue;  Mao, Zhiping;  Guo, Ling;  Tang, Yifa;  Karniadakis, George Em
收藏  |  浏览/下载:10/0  |  提交时间:2023/02/07
Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations 期刊论文
STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS, 2022, 页码: 39
作者:  Roeckner, Michael;  Xie, Longjie;  Yang, Li
收藏  |  浏览/下载:12/0  |  提交时间:2022/04/29
STOCHASTIC CONVERGENCE OF REGULARIZED SOLUTIONS AND THEIR FINITE ELEMENT APPROXIMATIONS TO INVERSE SOURCE PROBLEMS 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2022, 卷号: 60, 期号: 2, 页码: 751-780
作者:  CHEN, Z. H. I. M. I. N. G.;  ZHANG, W. E. N. L. O. N. G.;  ZOU, J. U. N.
收藏  |  浏览/下载:1/0  |  提交时间:2023/02/07
A note on log-log blow up solutions for stochastic nonlinear Schrodinger equations 期刊论文
STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS, 2021, 页码: 15
作者:  Fan, Chenjie;  Su, Yiming;  Zhang, Deng
收藏  |  浏览/下载:5/0  |  提交时间:2022/04/02
Weak convergence and invariant measure of a full discretization for parabolic SPDEs with non-globally Lipschitz coefficients 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2021, 卷号: 134, 页码: 55-93
作者:  Cui, Jianbo;  Hong, Jialin;  Sun, Liying
收藏  |  浏览/下载:11/0  |  提交时间:2021/10/26
A numerical approach to Kolmogorov equation in high dimension based on Gaussian analysis 期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2021, 卷号: 493, 期号: 1, 页码: 29
作者:  Flandoli, Franco;  Luo, Dejun;  Ricci, Cristiano
收藏  |  浏览/下载:72/0  |  提交时间:2021/01/14
Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs 期刊论文
STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS, 2020, 页码: 12
作者:  Barbu, Viorel;  Roeckner, Michael
收藏  |  浏览/下载:3/0  |  提交时间:2021/01/14


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