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A Positivity-Preserving Finite Volume Scheme with Least Square Interpolation for 3D Anisotropic Diffusion Equation 期刊论文
JOURNAL OF SCIENTIFIC COMPUTING, 2021, 卷号: 89, 期号: 3, 页码: 25
作者:  Xie, Hui;  Xu, Xuejun;  Zhai, Chuanlei;  Yong, Heng
收藏  |  浏览/下载:122/0  |  提交时间:2022/04/02
Anisotropic diffusion  Positivity  Vertex unknowns  Least square  
Stochastic Variance Reduced Gradient Methods Using a Trust-Region-Like Scheme 期刊论文
JOURNAL OF SCIENTIFIC COMPUTING, 2021, 卷号: 87, 期号: 1, 页码: 24
作者:  Yu, Tengteng;  Liu, Xin-Wei;  Dai, Yu-Hong;  Sun, Jie
收藏  |  浏览/下载:178/0  |  提交时间:2021/04/26
Stochastic variance reduced gradient  Trust region  Barzilai-Borwein stepsizes  Mini-batches  Empirical risk minimization  90C06  90C30  90C90  90C25  
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:180/0  |  提交时间:2020/01/10
Deferred correction method  Second-order forward backward stochastic differential equations  Euler scheme  High-order rate of convergence  
Multistep Schemes for Forward Backward Stochastic Differential Equations with Jumps 期刊论文
JOURNAL OF SCIENTIFIC COMPUTING, 2016, 卷号: 69, 期号: 2, 页码: 651-672
作者:  Fu, Yu;  Zhao, Weidong;  Zhou, Tao
收藏  |  浏览/下载:138/0  |  提交时间:2018/07/30
Multistep scheme  Jump-diffusion process  Forward backward stochastic differential equation with jumps