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Pricing arithmetic Asian and Amerasian options: A diffusion operator integral expansion approach 期刊论文
JOURNAL OF FUTURES MARKETS, 2022, 页码: 25
作者:  Ding, Kailin;  Cui, Zhenyu;  Yang, Xiaoguang
收藏  |  浏览/下载：97/0  |  提交时间：2023/02/07
American Asian options  Asian option  diffusion operator integral  series expansion  
L-2-CONVERGENCE TO NONLINEAR DIFFUSION WAVES FOR EULER EQUATIONS WITH TIME-DEPENDENT DAMPING 期刊论文
ACTA MATHEMATICA SCIENTIA, 2022, 卷号: 42, 期号: 6, 页码: 2505-2522
作者:  Geng, Shifeng;  Huang, Feimin;  Wu, Xiaochun
收藏  |  浏览/下载：93/0  |  提交时间：2023/02/07
L-2-convergence  compressible Euler Equations  time asymptotic expansion  time-dependent damping  relative entropy inequality  
Nonparametric Prediction Distribution from Resolution-Wise Regression with Heterogeneous Data 期刊论文
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2022, 页码: 16
作者:  Li, Jialu;  Zhang, Wan;  Wang, Peiyao;  Li, Qizhai;  Zhang, Kai;  Liu, Yufeng
收藏  |  浏览/下载：92/0  |  提交时间：2023/02/07
Binary expansion  Data heterogeneity  Nonparametric statistics  SSANOVA  Sure independence screening  
Expansions for distributional solutions of the elliptic equation in two dimensions 期刊论文
COMMUNICATIONS IN CONTEMPORARY MATHEMATICS, 2022, 卷号: 24, 期号: 07, 页码: 27
作者:  Li, Jiayu;  Wan, Fangshu;  Yang, Yunyan
收藏  |  浏览/下载：86/0  |  提交时间：2023/02/07
Asymptotic expansion  Liouville equation  singular solution  
Global Controllability of the Navier-Stokes Equations in the Presence of Curved Boundary with No-Slip Conditions 期刊论文
JOURNAL OF MATHEMATICAL FLUID MECHANICS, 2022, 卷号: 24, 期号: 3, 页码: 32
作者:  Liao, Jiajiang;  Sueur, Franck;  Zhang, Ping
收藏  |  浏览/下载：110/0  |  提交时间：2023/02/07
Axi-symmetric Navier-Stokes equations  Controllability  No-slip Dirichlet boundary condition  Boundary layers  Return method  Multi-scales asymptotic expansion  Well-prepared dissipation method  Long-time nonlinear Cauchy-Kovalevskaya estimates  
Large-stepsize integrators for charged-particle dynamics over multiple time scales 期刊论文
NUMERISCHE MATHEMATIK, 2022, 页码: 33
作者:  Hairer, Ernst;  Lubich, Christian;  Shi, Yanyan
收藏  |  浏览/下载：89/0  |  提交时间：2023/02/07
Charged particle  Strong magnetic field  Boris algorithm  Variational integrator  Filtered variational integrator  Modulated Fourier expansion  Long-term behaviour  
SEMICLASSICAL LIMIT OF GROSS-PITAEVSKII EQUATION WITH DIRICHLET BOUNDARY CONDITION 期刊论文
SIAM JOURNAL ON MATHEMATICAL ANALYSIS, 2022, 卷号: 54, 期号: 1, 页码: 1053-1104
作者:  Gui, Guilong;  Zhang, Ping
收藏  |  浏览/下载：142/0  |  提交时间：2022/04/29
semiclassical limit  Schrodinger equation  boundary layer  successive complementary expansion method  
On the Relation Between the Girsanov Transform and the Kolmogorov Equations for SPDEs 期刊论文
POTENTIAL ANALYSIS, 2021, 页码: 28
作者:  Flandoli, Franco;  Luo, Dejun;  Ricci, Cristiano
收藏  |  浏览/下载：166/0  |  提交时间：2021/10/26
Girsanov transform  Kolmogorov equation  Iteration scheme  Series expansion  Well posedness  
WELL-POSEDNESS AND THE MULTISCALE ALGORITHM FOR HETEROGENEOUS SCATTERING OF MAXWELL'S EQUATIONS IN DISPERSIVE MEDIA 期刊论文
INTERNATIONAL JOURNAL OF NUMERICAL ANALYSIS AND MODELING, 2021, 卷号: 18, 期号: 2, 页码: 235-264
作者:  Zhang, Yongwei;  Cao, Liqun;  Shi, Dongyang
收藏  |  浏览/下载：170/0  |  提交时间：2021/04/26
Maxwell's equations  dispersive medium  well-posedness  the multiscale asymptotic expansion  finite element method  
HYDRODYNAMIC LIMIT OF THE BOLTZMANN EQUATION TO THE PLANAR RAREFACTION WAVE IN THREE DIMENSIONAL SPACE 期刊论文
SIAM JOURNAL ON MATHEMATICAL ANALYSIS, 2021, 卷号: 53, 期号: 4, 页码: 4692-4726
作者:  Wang, Guanfa;  Wang, Yong;  Zhou, Jiawei
收藏  |  浏览/下载：149/0  |  提交时间：2022/04/02
Boltzmann equation  compressible Euler equations  hydrodynamic limit  Hilbert expansion  a priori estimate  planar rarefaction wave