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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:145/0  |  提交时间:2022/04/02
Mean-field forward backward stochastic differential equations  Explicit multistep scheme  Error estimates  
EXPLICIT theta-SCHEMES FOR MEAN-FIELD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2018, 卷号: 56, 期号: 4, 页码: 2672-2697
作者:  Sun, Yabing;  Zhao, Weidong;  Zhou, Tao
收藏  |  浏览/下载:180/0  |  提交时间:2018/10/07
mean-field backward stochastic differential equation  theta-schemes  error estimates  
Modified equations for weakly convergent stochastic symplectic schemes via their generating functions 期刊论文
BIT NUMERICAL MATHEMATICS, 2016, 卷号: 56, 期号: 3, 页码: 1131-1162
作者:  Wang, Lijin;  Hong, Jialin;  Sun, Liying
收藏  |  浏览/下载:106/0  |  提交时间:2018/07/30
Stochastic backward error analysis  Stochastic modified equations  Stochastic symplectic methods  Stochastic Hamiltonian systems  Stochastic generating functions  
ON THE NUMERICAL BEHAVIOR OF MATRIX SPLITTING ITERATION METHODS FOR SOLVING LINEAR SYSTEMS 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2015, 卷号: 53, 期号: 4, 页码: 1716-1737
作者:  Bai, Zhong-Zhi;  Rozloznik, Miroslav
收藏  |  浏览/下载:152/0  |  提交时间:2018/07/30
matrix splitting  stationary iteration method  backward error  rounding error analysis  
Symplectic and multisymplectic numerical methods for Maxwell's equations 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2011, 卷号: 230, 期号: 5, 页码: 2076-2094
作者:  Sun, Y.;  Tse, P. S. P.
收藏  |  浏览/下载:134/0  |  提交时间:2018/07/30
Maxwell's equations  Symplectic methods  Multisymplectic methods  Energy-preserving methods  Dispersion relations  Backward error analysis  
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  
A posteriori error estimates for finite element approximation of parabolic p-Laplacian 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2006, 卷号: 43, 期号: 6, 页码: 2294-2319
作者:  Carstensen, C;  Liu, WB;  Yan, NN
收藏  |  浏览/下载:127/0  |  提交时间:2018/07/30
finite element approximation  backward Euler discretization  parabolic p-Laplacian  a posteriori error estimators  quasi-norm error bounds