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Highly Accurate Numerical Schemes for Stochastic Optimal Control Via FBSDEs 期刊论文
NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS, 2020, 卷号: 13, 期号: 2, 页码: 296-319
Authors:  Fu, Yu;  Zhao, Weidong;  Zhou, Tao
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Forward backward stochastic differential equations  stochastic optimal control  stochastic maximum principle  projected quasi-Newton methods  
Optimal strong convergence rate of a backward Euler type scheme for the Cox-Ingersoll-Ross model driven by fractional Brownian motion 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2020, 卷号: 130, 期号: 5, 页码: 2675-2692
Authors:  Hong, Jialin;  Huang, Chuying;  Kamrani, Minoo;  Wang, Xu
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Cox-Ingersoll-Ross model  Fractional Brownian motion  Backward Euler scheme  Optimal strong convergence rate  Malliavin calculus  
A NOTE ON STEADY VORTEX FLOWS IN TWO DIMENSIONS 期刊论文
PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY, 2020, 卷号: 148, 期号: 3, 页码: 1153-1159
Authors:  Cao, Daomin;  Wang, Guodong
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Euler equations  steady vortex flow  semilinear elliptic equation  stream function  
A PARALLEL DOMAIN DECOMPOSITION ALGORITHM FOR LARGE SCALE IMAGE DENOISING 期刊论文
INVERSE PROBLEMS AND IMAGING, 2019, 卷号: 13, 期号: 6, 页码: 1259-1282
Authors:  Chen, Rongliang;  Huang, Jizu;  Cai, Xiao-Chuan
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Image denoising  total variation  overlapping domain decomposition  Newton-Krylov-Schwarz  parallel processing  
A novel semi-discrete scheme preserving uniformly exponential stability for an Euler-Bernoulli beam 期刊论文
SYSTEMS & CONTROL LETTERS, 2019, 卷号: 134, 页码: 10
Authors:  Liu, Jiankang;  Guo, Bao-Zhu
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Beam equation  Finite volume method  Finite difference method  Exponential stability  Uniform approximation  
rho-White noise solution to 2D stochastic Euler equations 期刊论文
PROBABILITY THEORY AND RELATED FIELDS, 2019, 卷号: 175, 期号: 3-4, 页码: 783-832
Authors:  Flandoli, Franco;  Luo, Dejun
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White noise  2D Euler equations  Multiplicative noise  Fokker-Planck equation  Gradient estimates  
Stabilization and regularity transmission of a Schrodinger equation through boundary connections with a Kelvin-Voigt damped beam equation 期刊论文
ZAMM-ZEITSCHRIFT FUR ANGEWANDTE MATHEMATIK UND MECHANIK, 2019, 页码: 20
Authors:  Guo, Bao-Zhu;  Ren, Han-Jing
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Schrodinger equation  beam equation  Kelvin-Voigt damping  Gevrey class  
Boundary output tracking for an Euler-Bernoulli beam equation with unmatched perturbations from a known exosystem 期刊论文
AUTOMATICA, 2019, 卷号: 109, 页码: 9
Authors:  Jin, Feng-Fei;  Guo, Bao-Zhu
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Output feedback regulator  Boundary control  Euler-Bernoulli beam  Exosystem  
Local uniqueness for vortex patch problem in incompressible planar steady flow 期刊论文
JOURNAL DE MATHEMATIQUES PURES ET APPLIQUEES, 2019, 卷号: 131, 页码: 251-289
Authors:  Cao, Daomin;  Guo, Yuxia;  Peng, Shuangjie;  Yan, Shusen
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Uniqueness  Vortex parch  Steady solutions  Euler equation  
Modified Stencil Approximations for Fifth-Order Weighted Essentially Non-oscillatory Schemes 期刊论文
JOURNAL OF SCIENTIFIC COMPUTING, 2019, 卷号: 81, 期号: 2, 页码: 898-922
Authors:  Wang, Yahui;  Du, Yulong;  Zhao, Kunlei;  Yuan, Li
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WENO scheme  Stencil approximation order  Smoothness indicator  Hyperbolic conservation law  Euler equation