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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
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  |  
浏览/下载:8/0
  |  
提交时间:2023/02/07
High dimensional Kolmogorov equation
Numerical solution
Iteration scheme
Gaussian process
Statistical mechanics of continual learning: Variational principle and mean-field potential
期刊论文
PHYSICAL REVIEW E, 2023, 卷号: 108, 期号: 1, 页码: 14309
作者:
Li, Chan
;
Huang, Zhenye
;
Zou, Wenxuan
;
Huang, Haiping
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  |  
浏览/下载:0/0
  |  
提交时间:2023/12/07
NETWORKS
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
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  |  
浏览/下载:4/0
  |  
提交时间:2023/02/07
stochastic incompressible Euler equation
convergence order
splitting semi-implicit Euler method
Differentially private distributed algorithms for stochastic aggregative games
期刊论文
AUTOMATICA, 2022, 卷号: 142, 页码: 13
作者:
Wang, Jimin
;
Zhang, Ji-Feng
;
He, Xingkang
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  |  
浏览/下载:7/0
  |  
提交时间:2023/02/07
Differential privacy
Stochastic aggregative games
Distributed algorithms
Stochastic approximation
Differentially private resilient distributed cooperative online estimation over digraphs
期刊论文
INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, 2022, 页码: 19
作者:
Wang, Jimin
;
Zhang, Ji-Feng
;
Liu, Xiao-Kang
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  |  
浏览/下载:6/0
  |  
提交时间:2023/02/07
differential privacy
distributed online estimation
resilient estimation
stochastic approximation
Distributed system identification for linear stochastic systems with binary sensors
期刊论文
AUTOMATICA, 2022, 卷号: 141, 页码: 13
作者:
Fu, Kewei
;
Chen, Han-Fu
;
Zhao, Wenxiao
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  |  
浏览/下载:5/0
  |  
提交时间:2023/02/07
Distributed system identification
Binary-valued sensor
Stochastic approximation
Consensus
Convergence
Strong consistency
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:3/0
  |  
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
Accelerated exponential Euler scheme for stochastic heat equation: convergence rate of the density
期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2022, 页码: 40
作者:
Chen, Chuchu
;
Cui, Jianbo
;
Hong, Jialin
;
Sheng, Derui
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  |  
浏览/下载:11/0
  |  
提交时间:2022/06/21
density
convergence order
accelerated exponential Euler scheme
stochastic heat equation
Malliavin calculus
Energy-preserving fully-discrete schemes for nonlinear stochastic wave equations with multiplicative noise
期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2022, 卷号: 451, 页码: 20
作者:
Hong, Jialin
;
Hou, Baohui
;
Sun, Liying
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  |  
浏览/下载:12/0
  |  
提交时间:2022/04/29
Compact finite difference method
Interior penalty discontinuous Galerkin finite element method
Pade approximation
Averaged energy evolution law
Stochastic wave equation
Multiplicative noise
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