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AN EXPLICIT MULTISTEP SCHEME FOR MEAN-FIELD FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS 期刊论文
JOURNAL OF COMPUTATIONAL MATHEMATICS, 2021, 页码: 25
作者:  Sun, Yabing;  Yang, Jie;  Zhao, Weidong;  Zhou, Tao
收藏  |  浏览/下载:138/0  |  提交时间:2022/04/02
Mean-field forward backward stochastic differential equations  Explicit multistep scheme  Error estimates  
Diagonalization-based parallel-in-time algorithms for parabolic PDE-constrained optimization problems 期刊论文
ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 2020, 卷号: 26, 页码: 26
作者:  Wu, Shu-Lin;  Zhou, Tao
收藏  |  浏览/下载:178/0  |  提交时间:2021/04/26
Parabolic PDE-constrained optimization  PinT algorithm  diagonalization technique  preconditioner  GMRES  BiCGStab  
Constructing Least-Squares Polynomial Approximations 期刊论文
SIAM REVIEW, 2020, 卷号: 62, 期号: 2, 页码: 483-508
作者:  Guo, Ling;  Narayan, Akil;  Zhou, Tao
收藏  |  浏览/下载:155/0  |  提交时间:2020/09/23
least-squares approximations  optimal sampling  polynomial approximations  
A UNIFIED PROBABILISTIC DISCRETIZATION SCHEME FOR FBSDEs: STABILITY, CONSISTENCY, AND CONVERGENCE ANALYSIS 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2020, 卷号: 58, 期号: 4, 页码: 2351-2375
作者:  Yang, Jie;  Zhao, Weidong;  Zhou, Tao
收藏  |  浏览/下载:166/0  |  提交时间:2021/01/14
forward backward stochastic differential equations  numerical schemes  stability  consistency  convergence analysis  
Efficient Stochastic Galerkin Methods for Maxwell's Equations with Random Inputs 期刊论文
JOURNAL OF SCIENTIFIC COMPUTING, 2019, 卷号: 80, 期号: 1, 页码: 248-267
作者:  Fang, Zhiwei;  Li, Jichun;  Tang, Tao;  Zhou, Tao
收藏  |  浏览/下载:189/0  |  提交时间:2020/01/10
Maxwell's equations  Finite element method  Random inputs  Polynomial chaos methods  Stochastic Galerkin  
ACCELERATION OF THE TWO-LEVEL MGRIT ALGORITHM VIA THE DIAGONALIZATION TECHNIQUE 期刊论文
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2019, 卷号: 41, 期号: 5, 页码: A3421-A3448
作者:  Wu, Shu-Lin;  Zhou, Tao
收藏  |  浏览/下载:164/0  |  提交时间:2020/05/24
multigrid-reduction-in-time (MGRIT) algorithm  acceleration  convergence analysis  diagonalization technique  parallel coarse-grid-correction  
ON ENERGY DISSIPATION THEORY AND NUMERICAL STABILITY FOR TIME-FRACTIONAL PHASE-FIELD EQUATIONS 期刊论文
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2019, 卷号: 41, 期号: 6, 页码: A3757-A3778
作者:  Tang, Tao;  Yu, Haijun;  Zhou, Tao
收藏  |  浏览/下载:170/0  |  提交时间:2020/09/23
time-fractional phase-field equations  Allen-Cahn equation  Cahn-Hilliard equation  MBE model  energy dissipation law  maximum principle  
AN ADAPTIVE MULTIFIDELITY PC-BASED ENSEMBLE KALMAN INVERSION FOR INVERSE PROBLEMS 期刊论文
INTERNATIONAL JOURNAL FOR UNCERTAINTY QUANTIFICATION, 2019, 卷号: 9, 期号: 3, 页码: 205-220
作者:  Yan, Liang;  Zhou, Tao
收藏  |  浏览/下载:179/0  |  提交时间:2020/01/10
Bayesian inverse problems  ensemble Kalman inversion  multifidelity polynomial chaos  surrogate modeling