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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
收藏  |  浏览/下载:113/0  |  提交时间:2023/02/07
High dimensional Kolmogorov equation  Numerical solution  Iteration scheme  Gaussian process  
A numerical approach to Kolmogorov equation in high dimension based on Gaussian analysis 期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2021, 卷号: 493, 期号: 1, 页码: 29
作者:  Flandoli, Franco;  Luo, Dejun;  Ricci, Cristiano
收藏  |  浏览/下载:211/0  |  提交时间:2021/01/14
Kolmogorov equation  Numerical solution  Iteration schema  Gaussian process  
AN APPROXIMATE ALGORITHM TO SOLVE LINEAR SYSTEMS BY MATRIX WITH OFF-DIAGONAL EXPONENTIAL DECAY ENTRIES 期刊论文
INTERNATIONAL JOURNAL OF NUMERICAL ANALYSIS AND MODELING, 2018, 卷号: 15, 期号: 3, 页码: 340-352
作者:  Chang, Qiangshun;  Lin, Yanping;  Xu, Shuzhan
收藏  |  浏览/下载:164/0  |  提交时间:2018/07/30
Linear equation  numerical solution  sub-linear system  decomposition  
The structure-preserving doubling algorithms for positive definite solution to a system of nonlinear matrix equations 期刊论文
LINEAR & MULTILINEAR ALGEBRA, 2018, 卷号: 66, 期号: 4, 页码: 827-839
作者:  Huang, Na;  Ma, Chang-Feng
收藏  |  浏览/下载:264/0  |  提交时间:2018/07/30
System of nonlinear matrix equations  positive definite solution  structure-preserving doubling algorithm  convergence analysis  numerical examples  65H10  65F10  15A24  
Stabilisation of unstable cascaded heat partial differential equation system subject to boundary disturbance 期刊论文
IET CONTROL THEORY AND APPLICATIONS, 2016, 卷号: 10, 期号: 9, 页码: 1027-1039
作者:  Kang, Wen;  Guo, Bao-Zhu
收藏  |  浏览/下载:153/0  |  提交时间:2018/07/30
stability  partial differential equations  observers  variable structure systems  state feedback  control system synthesis  numerical analysis  unstable cascaded heat partial differential equation systems  boundary disturbance  boundary stabilisation  interconnection  unknown input type observer  sliding mode control method  Filippov type solution  state feedback  backstepping transformation  active disturbance rejection control  disturbance estimator  output feedback control  closed loop system  stability  numerical simulations  
Numerical solution of the steady-state probability and reliability of a repairable system with three unites 期刊论文
APPLIED MATHEMATICS AND COMPUTATION, 2015, 卷号: 263, 页码: 251-267
作者:  Zheng, Fu;  Xu, Shuangshuang;  Li, Xin
收藏  |  浏览/下载:139/0  |  提交时间:2018/07/30
Repairable system  Numerical solution  Availability  Mean up-time  
Extrapolation methods to compute hypersingular integral in boundary element methods 期刊论文
SCIENCE CHINA-MATHEMATICS, 2013, 卷号: 56, 期号: 8, 页码: 1647-1660
作者:  Li Jin;  Zhang XiaoPing;  Yu DeHao
收藏  |  浏览/下载:184/0  |  提交时间:2021/01/14
CAUCHY PRINCIPAL VALUE  FINITE-PART INTEGRALS  GAUSSIAN QUADRATURE  SINGULAR-INTEGRALS  NUMERICAL-SOLUTION  EQUATIONS  SUPERCONVERGENCE  CIRCLE  hypersingular integrals  trapezoidal rule  asymptotic error expansion  extrapolation algorithm  
A new algorithm for finding numerical solutions of optimal feedback control 期刊论文
IMA JOURNAL OF MATHEMATICAL CONTROL AND INFORMATION, 2009, 卷号: 26, 期号: 1, 页码: 95-104
作者:  Guo, Bao-Zhu;  Sun, Bing
收藏  |  浏览/下载:114/0  |  提交时间:2018/07/30
optimal feedback control  viscosity solution  dynamic programming  numerical solution  exponential stability  
Integral Method for Contact Problem of Bonded Plane Material with Arbitrary Cracks 期刊论文
CMES-COMPUTER MODELING IN ENGINEERING & SCIENCES, 2008, 卷号: 36, 期号: 2, 页码: 147-172
作者:  Zhou, Yueting;  Li, Xing;  Yu, Dehao
收藏  |  浏览/下载:122/0  |  提交时间:2018/07/30
Cracks  contact  rigid punch  singular integral equation  numerical solution  
Numerical complexiton solutions for the complex KdV equation by the homotopy perturbation method 期刊论文
APPLIED MATHEMATICS AND COMPUTATION, 2008, 卷号: 203, 期号: 1, 页码: 125-133
作者:  An, Hong-Li;  Chen, Yong
收藏  |  浏览/下载:137/0  |  提交时间:2018/07/30
homotopy perturbation method  complex KdV equation  numerical solution  numerical complexiton solutions