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CLT for approximating ergodic limit of SPDEs via a full discretization 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2023, 卷号: 157, 页码: 1-41
作者:  Chen, Chuchu;  Dang, Tonghe;  Hong, Jialin;  Zhou, Tau
收藏  |  浏览/下载：152/0  |  提交时间：2023/02/07
Central limit theorem  Stochastic partial differential equation  Full discretization  Poisson equation  Ergodic limit  
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：128/0  |  提交时间：2022/04/29
Stochastic hyperbolic-parabolic equations  Averaging principle  Strong and weak convergence  Homogenization  
A MULTISCALE PARALLEL ALGORITHM FOR PARABOLIC INTEGRO-DIFFERENTIAL EQUATION IN COMPOSITE MEDIA 期刊论文
INTERNATIONAL JOURNAL OF NUMERICAL ANALYSIS AND MODELING, 2022, 卷号: 19, 期号: 4, 页码: 542-562
作者:  Zhai, Fangman;  Cao, Liqun
收藏  |  浏览/下载：76/0  |  提交时间：2023/02/07
Parabolic integro-differential equation  the multiscale asymptotic method  Laplace transformation  composite media  
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：135/0  |  提交时间：2021/10/26
Weak convergence  Invariant measure  Kolmogorov equation  Malliavin calculus  
STRONG AND WEAK CONVERGENCE RATES OF A SPATIAL APPROXIMATION FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATION WITH ONE-SIDED LIPSCHITZ COEFFICIENT 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2019, 卷号: 57, 期号: 4, 页码: 1815-1841
作者:  Cui, Jianbo;  Hong, Jialin
收藏  |  浏览/下载：179/0  |  提交时间：2020/01/10
one-sided Lipschitz coefficient  stochastic Allen-Cahn equation  finite element method  strong and weak convergence rate  Kolmogorov equation  Malliavin calculus  
Existence of solution to parabolic equations with mixed boundary condition on non-cylindrical domains 期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2018, 卷号: 265, 期号: 6, 页码: 2648-2670
作者:  Kim, Tujin;  Cao, Daomin
收藏  |  浏览/下载：194/0  |  提交时间：2018/07/30
Parabolic equation  Non-cylindrical domain  Mixed boundary condition  Existence  
Simultaneous identification of diffusion coefficient, spacewise dependent source and initial value for one-dimensional heat equation 期刊论文
MATHEMATICAL METHODS IN THE APPLIED SCIENCES, 2017, 卷号: 40, 期号: 10, 页码: 3552-3565
作者:  Zhao, Zhi-Xue;  Banda, Mapundi K.;  Guo, Bao-Zhu
浏览  |  Adobe PDF(475Kb)  |  收藏  |  浏览/下载：613/177  |  提交时间：2018/07/30
Inverse Problem  Matrix Pencil Method  Finite Difference Method  Truncated Singular Value Decomposition  Generalized Cross-validation  
OPTIMAL STATE ESTIMATION FOR NON-TIME INVERTIBLE EVOLUTIONARY SYSTEMS 期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2016, 卷号: 54, 期号: 5, 页码: 2754-2786
作者:  Guo, Bao-Zhu;  Yu, Huaiqiang
收藏  |  浏览/下载：115/0  |  提交时间：2018/07/30
output tracking  parabolic system  infinite-dimensional filter  optimal state estimate  
Probabilistic High Order Numerical Schemes for Fully Nonlinear Parabolic PDEs 期刊论文
COMMUNICATIONS IN COMPUTATIONAL PHYSICS, 2015, 卷号: 18, 期号: 5, 页码: 1482-1503
作者:  Kong, Tao;  Zhao, Weidong;  Zhou, Tao
收藏  |  浏览/下载：112/0  |  提交时间：2018/07/30
Fully nonlinear parabolic PDEs  second order FBSDEs  probabilistic interpretations  probabilistic numerical schemes  
Recent progress on controllability/observability for systems governed by partial differential equations 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2010, 卷号: 23, 期号: 3, 页码: 527-545
作者:  Li, Hongheng;  Lue, Qi;  Zhang, Xu
收藏  |  浏览/下载：109/0  |  提交时间：2018/07/30
Controllability  hyperbolic equations  observability  parabolic equations