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A splitting semi-implicit Euler method for stochastic incompressible Euler equations on T-2 期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2022, 页码: 29
作者:  Hong, Jialin;  Sheng, Derui;  Zhou, Tau
收藏  |  浏览/下载：100/0  |  提交时间：2023/02/07
stochastic incompressible Euler equation  convergence order  splitting semi-implicit Euler method  
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：142/0  |  提交时间：2022/06/21
density  convergence order  accelerated exponential Euler scheme  stochastic heat equation  Malliavin calculus  
Positivity-preserving symplectic methods for the stochastic Lotka-Volterra predator-prey model 期刊论文
BIT NUMERICAL MATHEMATICS, 2021, 页码: 28
作者:  Hong, Jialin;  Ji, Lihai;  Wang, Xu;  Zhang, Jingjing
收藏  |  浏览/下载：141/0  |  提交时间：2022/04/02
Stochastic Lotka-Volterra predator-prey model  Positivity  Stochastic symplecticity  Structure-preserving methods  Convergence order conditions  
Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations 期刊论文
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2021, 卷号: 57, 期号: 1, 页码: 547-576
作者:  Rockner, Michael;  Sun, Xiaobin;  Xie, Yingchao
收藏  |  浏览/下载：172/0  |  提交时间：2021/04/26
Averaging principle  McKean-Vlasov stochastic differential equations  Slow-fast  Poisson equation  Strong convergence order  
Fractional Degree Stochastic Dominance 期刊论文
MANAGEMENT SCIENCE, 2020, 卷号: 66, 期号: 10, 页码: 4630-4647
作者:  Huang, Rachel J.;  Tzeng, Larry Y.;  Zhao, Lin
收藏  |  浏览/下载：155/0  |  提交时间：2021/01/14
stochastic dominance  risk aversion  risk lovingness  higher-order risk preferences  risk taking  
Review and new theoretical perspectives on active disturbance rejection control for uncertain finite-dimensional and infinite-dimensional systems 期刊论文
NONLINEAR DYNAMICS, 2020, 页码: 25
作者:  Wu, Ze-Hao;  Zhou, Hua-Cheng;  Guo, Bao-Zhu;  Deng, Feiqi
收藏  |  浏览/下载：212/0  |  提交时间：2020/09/23
Active disturbance rejection control  Extended state observer  Boundary control  Disturbance  Stochastic systems  Infinite-dimensional systems  Fractional-order PDE  
The newsvendor problem with barter exchange 期刊论文
OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE, 2020, 卷号: 92, 页码: 9
作者:  Hua, Guowei;  Zhang, Yi;  Cheng, T. C. E.;  Wang, Shouyang;  Zhang, Juliang
收藏  |  浏览/下载：172/0  |  提交时间：2020/05/24
Inventory management  Newsvendor problem  Barter exchange  Order quantity  Stochastic demand  
Modified averaged vector field methods preserving multiple invariants for conservative stochastic differential equations 期刊论文
BIT NUMERICAL MATHEMATICS, 2020, 页码: 41
作者:  Chen, Chuchu;  Hong, Jialin;  Jin, Diancong
收藏  |  浏览/下载：163/0  |  提交时间：2020/05/24
Stochastic differential equations  Invariants  Conservative methods  Mean square convergence order  Quadrature formula  
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：202/0  |  提交时间：2020/01/10
Deferred correction method  Second-order forward backward stochastic differential equations  Euler scheme  High-order rate of convergence  
RUNGE-KUTTA SEMIDISCRETIZATIONS FOR STOCHASTIC MAXWELL EQUATIONS WITH ADDITIVE NOISE 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2019, 卷号: 57, 期号: 2, 页码: 702-727
作者:  Chen, Chuchu;  Hong, Jialin;  Ji, Lihai
收藏  |  浏览/下载：194/0  |  提交时间：2020/01/10
stochastic Maxwell equations  stochastic Runge-Kutta semidiscretization  stochastic symplecticity  mean-square convergence order