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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：183/0  |  提交时间：2023/02/07
Central limit theorem  Stochastic partial differential equation  Full discretization  Poisson equation  Ergodic limit  
Optimal Holder continuity and hitting probabilities for SPDEs with rough fractional noises 期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2022, 卷号: 512, 期号: 1, 页码: 21
作者:  Hong, Jialin;  Liu, Zhihui;  Sheng, Derui
收藏  |  浏览/下载：90/0  |  提交时间：2023/02/07
Stochastic partial differential equation  Fractional Brownian sheet  Hurst index H < 1/2  Holder exponent  Hitting probability  
Dividend optimization for jump-diffusion model with solvency constraints 期刊论文
OPERATIONS RESEARCH LETTERS, 2020, 卷号: 48, 期号: 2, 页码: 170-175
作者:  Li, Yongwu;  Li, Zhongfei;  Wang, Shouyang;  Xu, Zuo Quan
收藏  |  浏览/下载：176/0  |  提交时间：2020/06/30
Dividend payment  Jump-diffusion  Solvency constraints  Barrier strategy  Partial integro-differential equation  
Well-Posedness and Finite Element Approximations for Elliptic SPDEs with Gaussian Noises 期刊论文
数学研究通讯:英文版, 2020, 卷号: 36.0, 期号: 002, 页码: 113-127
作者:  Yanzhao Cao;  Jialin Hong;  Zhihui Liu
收藏  |  浏览/下载：202/0  |  提交时间：2021/01/14
Elliptic  stochastic  partial  differential  equation  spectral  approximations  finite  element  approximations  power-law  noise  
Energy-conserving Hamiltonian Boundary Value Methods for the numerical solution of the Korteweg-de Vries equation 期刊论文
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2019, 卷号: 351, 页码: 117-135
作者:  Brugnano, Luigi;  Gurioli, Gianmarco;  Sun, Yajuan
收藏  |  浏览/下载：225/0  |  提交时间：2020/01/10
Korteweg-de Vries equation  Hamiltonian partial differential equations  Hamiltonian problems  Energy-conserving methods  Hamiltonian boundary value methods  HBVMs  
Inverse random source scattering for the Helmholtz equation in inhomogeneous media 期刊论文
INVERSE PROBLEMS, 2018, 卷号: 34, 期号: 1, 页码: 19
作者:  Li, Ming;  Chen, Chuchu;  Li, Peijun
收藏  |  浏览/下载：182/0  |  提交时间：2018/07/30
inverse source scattering problem  the Helmholtz equation  stochastic partial differential equation  
INVERSE RANDOM SOURCE SCATTERING FOR ELASTIC WAVES 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2017, 卷号: 55, 期号: 6, 页码: 2616-2643
作者:  Bao, Gang;  Chen, Chuchu;  Li, Peijun
收藏  |  浏览/下载：150/0  |  提交时间：2018/07/30
inverse source scattering problem  elastic wave equation  stochastic partial differential equation  Fredholm integral equation  
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：155/0  |  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  
Partial Differential Equation Approach to E-7 期刊论文
ACTA MATHEMATICA SINICA-ENGLISH SERIES, 2015, 卷号: 31, 期号: 2, 页码: 177-200
作者:  Xu Xiao Ping
收藏  |  浏览/下载：108/0  |  提交时间：2021/01/14
E(7)  E7  SYMMETRY  ALGEBRA  Simple Lie algebra E-7  partial differential equation  irreducible module  decomposition  combinatorial identity  
MARKOV SKELETON PROCESS APPROACH TO A CLASS OF PARTIAL DIFFERENTIAL-INTEGRAL EQUATION SYSTEMS ARISING IN OPERATIONS RESEARCH 期刊论文
INTERNATIONAL JOURNAL OF INNOVATIVE COMPUTING INFORMATION AND CONTROL, 2011, 卷号: 7, 期号: 12, 页码: 6799-6814
作者:  Hou, Zhenting;  Wang, Bingchang
收藏  |  浏览/下载：130/0  |  提交时间：2018/07/30
Markov skeleton process  Partial differential-integral equation system  Queueing model  Minimal nonnegative solution