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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
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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
Free vibration analyses of porous fgm rectangular plates on a Winkler-Pasternak elastic foundation considering the temperature effect
期刊论文
Gongcheng Lixue/Engineering Mechanics, 2022, 卷号: 39, 期号: 4, 页码: 246-256
作者:
Teng, Zhao-Chun
;
Wang, Wei-Bin
;
Zheng, Wen-Da
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  |  
浏览/下载:16/0
  |  
提交时间:2022/04/21
Aspect ratio
Beams and girders
Boundary conditions
Iterative methods
MATLAB
Natural frequencies
Shear flow
Stiffness
Vibration analysis
Differential transformation
Differential transformation method
Free vibration
Governing differential equations
Pasternak elastic foundations
Porous functionally graded material rectangular plate
Rectangular plates
Transformation methods
Winkl-pasternak elastic foundation
Winkler
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
The fractional Tikhonov regularization methods for identifying the initial value problem for a time-fractional diffusion equation
期刊论文
Journal of Computational and Applied Mathematics, 2020, 卷号: 380
作者:
Yang, Fan
;
Pu, Qu
;
Li, Xiao-Xiao
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浏览/下载:8/0
  |  
提交时间:2022/02/17
Initial value problems
Parameterization
Partial differential equations
Columnar axis
Error estimates
Exact solution
Regularization parameters
Symmetric domains
Tikhonov method
Tikhonov regularization method
Time fractional diffusion equation
Free vibration analysis of axially moving FGM beams under thermal shock
期刊论文
Zhendong yu Chongji/Journal of Vibration and Shock, 2020, 卷号: 39, 期号: 12, 页码: 249-256
作者:
Lin, Pengcheng
;
Teng, Zhaochun
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浏览/下载:5/0
  |  
提交时间:2020/11/14
Beams and girders
Differential equations
Differentiation (calculus)
Functionally graded materials
Heat conduction
Natural frequencies
Thermal shock
Thermoacoustics
Characteristic value
Differential quadrature methods
Free-vibration analysis
Functionally graded material (FGM)
Governing differential equations
Homogeneous materials
Timoshenko beam theory
Variable separation method
A limited-memory block bi-diagonal Toeplitz preconditioner for block lower triangular Toeplitz system from time–space fractional diffusion equation
期刊论文
Journal of Computational and Applied Mathematics, 2019, 卷号: 362, 页码: 99-115
作者:
Zhao, Yong-Liang
;
Zhu, Pei-Yong
;
Gu, Xian-Ming
;
Zhao, Xi-Le
;
Cao, Jianxiong
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  |  
浏览/下载:4/0
  |  
提交时间:2020/11/14
Gradient methods
Linear systems
Matrix algebra
Partial differential equations
Circulant preconditioner
Fractional differential equations
Krylov subspace method
Toeplitz matrices
WSGD
Free vibration and buckling characteristics of compressed rectangular nanoplates resting on elastic foundation
期刊论文
Zhendong yu Chongji/Journal of Vibration and Shock, 2019, 卷号: 38, 期号: 16, 页码: 208-216 and 232
作者:
Teng, Zhaochun
;
Liu, Lu
;
Heng, Yazhou
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  |  
浏览/下载:3/0
  |  
提交时间:2020/11/14
Algebra
Aspect ratio
Beams and girders
Boundary conditions
Buckling
Foundations
Nanostructures
Natural frequencies
Orthotropic plates
Stiffness
Vibrations (mechanical)
Buckling critical load
Critical buckling loads
Different boundary condition
Differential transform method
Differential transformation method (DTM)
Governing differential equations
Non-local elasticity theories
Pasternak elastic foundations
Explicit Deferred Correction Methods for Second-Order Forward Backward Stochastic Differential Equations
期刊论文
JOURNAL OF SCIENTIFIC COMPUTING, 2019, 卷号: 79, 期号: 3, 页码: 1409-1432
作者:
Yang, Jie
;
Zhao, Weidong
;
Zhou, Tao
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  |  
浏览/下载:48/0
  |  
提交时间:2020/01/10
Deferred correction method
Second-order forward backward stochastic differential equations
Euler scheme
High-order rate of convergence
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