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Concentration phenomenon of semiclassical states to reaction-diffusion systems 期刊论文
ANNALI DI MATEMATICA PURA ED APPLICATA, 2022, 页码: 39
Authors:  Gou, Tianxiang;  Zhang, Zhitao
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Concentration phenomenon  Semiclassical states  Reaction-diffusion system  Variational methods  
Pricing arithmetic Asian and Amerasian options: A diffusion operator integral expansion approach 期刊论文
JOURNAL OF FUTURES MARKETS, 2022, 页码: 25
Authors:  Ding, Kailin;  Cui, Zhenyu;  Yang, Xiaoguang
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American Asian options  Asian option  diffusion operator integral  series expansion  
Pricing Discrete Barrier Options Under the Jump-Diffusion Model with Stochastic Volatility and Stochastic Intensity 期刊论文
COMMUNICATIONS IN MATHEMATICS AND STATISTICS, 2022, 页码: 25
Authors:  Duan, Pingtao;  Liu, Yuting;  Ma, Zhiming
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Option pricing  Discrete barrier options  Jump-diffusion model  Stochastic volatility  Stochastic intensity  
A fourth-order unfitted characteristic finite element method for free-boundary problems 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2022, 卷号: 469, 页码: 19
Authors:  Ma, Chuwen;  Zheng, Weiying
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Free-boundary problems  Unfitted characteristic finite element  methods  Convection-diffusion equation  Navier-Stokes equations  
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
Authors:  Geng, Shifeng;  Huang, Feimin;  Wu, Xiaochun
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L-2-convergence  compressible Euler Equations  time asymptotic expansion  time-dependent damping  relative entropy inequality  
Monte Carlo fPINNs: Deep learning method for forward and inverse problems involving high dimensional fractional partial differential equations 期刊论文
COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING, 2022, 卷号: 400, 页码: 17
Authors:  Guo, Ling;  Wu, Hao;  Yu, Xiaochen;  Zhou, Tao
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Physics -informed neural networks  Fractional Laplacian  Nonlocal operators  Uncertainty quantification  
HOLDER CONTINUITY OF SOLUTIONS FOR A CLASS OF DRIFT-DIFFUSION EQUATIONS 期刊论文
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS, 2022, 页码: 29
Authors:  Nguyen, Quoc-Hung;  Sire, Yannick;  Truong, Le Xuan
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Drift-diffusion equations  dissipative SQG  regularity  De Giorgi method  
A spectral method for stochastic fractional PDEs using dynamically-orthogonal/bi-orthogonal decomposition 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2022, 卷号: 461, 页码: 17
Authors:  Zhao, Yue;  Mao, Zhiping;  Guo, Ling;  Tang, Yifa;  Karniadakis, George Em
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Uncertainty quantification  Anomalous transport  Quasi Monte Carlo simulation  Generalized polynomial chaos  Long-time integration  Poly-fractonomials  
Output regulation for 1-D reaction-diffusion equation with a class of time-varying disturbances from exosystem 期刊论文
AUTOMATICA, 2022, 卷号: 141, 页码: 9
Authors:  Wei, Jing;  Guo, Bao-Zhu
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Output regulation  Time-varying  State observer  Output feedback  
Linearization of nonlinear Fokker-Planck equations and applications 期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2022, 卷号: 322, 页码: 1-37
Authors:  Ren, Panpan;  Roeckner, Michael;  Wang, Feng-Yu
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Nonlinear Fokker-Planck equation  McKean-Vlasov stochastic differential equation  Diffusion process  Ergodicity  Feynman-Kac formula