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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
收藏  |  浏览/下载：141/0  |  提交时间：2022/06/21
density  convergence order  accelerated exponential Euler scheme  stochastic heat equation  Malliavin calculus  
A simple FORCE-type centred scheme accurate for contact discontinuities: Application to compressible Euler flows 期刊论文
COMPUTERS & FLUIDS, 2021, 卷号: 227, 页码: 16
作者:  Hu, Lijun;  Yuan, Li
收藏  |  浏览/下载：158/0  |  提交时间：2021/10/26
Euler equations  Centred schemes  FORCE scheme  Contact discontinuity  Carbuncle phenomenon  Boundary variation diminishing  
Optimal rate of convergence for two classes of schemes to stochastic differential equations driven by fractional Brownian motions 期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2021, 卷号: 41, 期号: 2, 页码: 1608-1638
作者:  Hong, Jialin;  Huang, Chuying;  Wang, Xu
收藏  |  浏览/下载：168/0  |  提交时间：2021/10/26
fractional Brownian motion  strong convergence rate  Runge-Kutta method  simplified step-N Euler scheme  
Optimal strong convergence rate of a backward Euler type scheme for the Cox-Ingersoll-Ross model driven by fractional Brownian motion 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2020, 卷号: 130, 期号: 5, 页码: 2675-2692
作者:  Hong, Jialin;  Huang, Chuying;  Kamrani, Minoo;  Wang, Xu
收藏  |  浏览/下载：184/0  |  提交时间：2020/06/30
Cox-Ingersoll-Ross model  Fractional Brownian motion  Backward Euler scheme  Optimal strong convergence rate  Malliavin calculus  
求解可压缩流的二维通量分裂格式 期刊论文
计算力学学报, 2020, 卷号: 37, 期号: 2, 页码: 247-253
作者:  胡立军;  翟健;  袁礼
收藏  |  浏览/下载：180/0  |  提交时间：2020/06/30
euler equations  compressible flow  Toro-Vazquez splitting  genuinely two-dimensional flux splitting scheme  GT-TV scheme  robustness  欧拉方程  可压缩流  Toro-Vazquez分裂  真正二维通量分裂格式  GT-TV格式  鲁棒性  
Modified Stencil Approximations for Fifth-Order Weighted Essentially Non-oscillatory Schemes 期刊论文
JOURNAL OF SCIENTIFIC COMPUTING, 2019, 卷号: 81, 期号: 2, 页码: 898-922
作者:  Wang, Yahui;  Du, Yulong;  Zhao, Kunlei;  Yuan, Li
收藏  |  浏览/下载：161/0  |  提交时间：2020/05/24
WENO scheme  Stencil approximation order  Smoothness indicator  Hyperbolic conservation law  Euler equation  
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
收藏  |  浏览/下载：201/0  |  提交时间：2020/01/10
Deferred correction method  Second-order forward backward stochastic differential equations  Euler scheme  High-order rate of convergence  
Deferred Correction Methods for Forward Backward Stochastic Differential Equations 期刊论文
NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS, 2017, 卷号: 10, 期号: 2, 页码: 222-242
作者:  Tang, Tao;  Zhao, Weidong;  Zhou, Tao
收藏  |  浏览/下载：148/0  |  提交时间：2018/07/30
Deferred correction method  forward backward stochastic differential equations  Euler method  high-order scheme  
TWO-DIMENSIONAL STEADY SUPERSONIC EXOTHERMICALLY REACTING EULER FLOW PAST LIPSCHITZ BENDING WALLS 期刊论文
SIAM JOURNAL ON MATHEMATICAL ANALYSIS, 2017, 卷号: 49, 期号: 2, 页码: 818-873
作者:  Chen, Gui-Qiang G.;  Kuang, Jie;  Zhang, Yongqian
收藏  |  浏览/下载：156/0  |  提交时间：2018/07/30
steady  supersonic  reacting Euler flow  rarefaction wave  wavefront tracking scheme  Lispchitz bending wall  entropy solutions  asymptotic behavior  stability  
Cascadic multigrid methods for parabolic problems 期刊论文
SCIENCE IN CHINA SERIES A-MATHEMATICS, 2008, 卷号: 51, 期号: 8, 页码: 1415-1439
作者:  Du Qiang;  Ming PingBing
收藏  |  浏览/下载：130/0  |  提交时间：2018/07/30
cascadic multigrid method  parabolic problem  finite element methods  backward Euler scheme  smoother  stability  optimal error order  optimal complexity