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Equilibrium Investment Strategy for a DC Plan With Partial Information and Mean-Variance Criterion 期刊论文
IEEE SYSTEMS JOURNAL, 2017, 卷号: 11, 期号: 3, 页码: 1492-1504
作者:  Li, Yongwu;  Wang, Shouyang;  Zeng, Yan;  Qiao, Han
收藏  |  浏览/下载:116/0  |  提交时间:2018/07/30
Dynamic equilibrium  dynamic programming  Kalman filters  optimal control  portfolios  
Accelerating large partial EVD/SVD calculations by filtered block Davidson methods 期刊论文
SCIENCE CHINA-MATHEMATICS, 2016, 卷号: 59, 期号: 8, 页码: 1635-1662
作者:  Zhou Yunkai;  Wang Zheng;  Zhou Aihui
收藏  |  浏览/下载:117/0  |  提交时间:2018/07/30
partial EVD/SVD  polynomial filter  rational filter  kernel  graph  
A central compact scheme for numerical solution of two-phase incompressible flow using Allen-Cahn phase field model 期刊论文
JOURNAL OF THE BRAZILIAN SOCIETY OF MECHANICAL SCIENCES AND ENGINEERING, 2016, 卷号: 38, 期号: 2, 页码: 433-441
作者:  Rizwan, Muhammad;  Shah, Abdullah;  Yuan, Li
收藏  |  浏览/下载:109/0  |  提交时间:2018/07/30
Two-phase flow  Phase field model  Artificial compressibility  Dual-time stepping  Central compact scheme  
Nonlinear filtering of semi-Dirichlet processes 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2009, 卷号: 119, 期号: 11, 页码: 3890-3913
作者:  Hu, Ze-Chun;  Ma, Zhi-Ming;  Sun, Wei
收藏  |  浏览/下载:206/0  |  提交时间:2018/07/30
Nonlinear filtering  Semi-Dirichlet forms  Filtering equations  Uniqueness of solutions  Wiener chaos expansions  Density equations  
TIME DISCRETE WAVE EQUATIONS: BOUNDARY OBSERVABILITY AND CONTROL 期刊论文
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS, 2009, 卷号: 23, 期号: 1-2, 页码: 571-604
作者:  Zhang, Xu;  Zheng, Chuang;  Zuazua, Enrique
收藏  |  浏览/下载:115/0  |  提交时间:2018/07/30
Exact controllability  observability  time discretization  wave equation  multiplier technique  filtering  
Design of a new dynamical core for global atmospheric models based on some efficient numerical methods 期刊论文
SCIENCE IN CHINA SERIES A-MATHEMATICS, 2004, 卷号: 47, 页码: 4-21
作者:  Wang, B;  Wan, H;  Ji, ZZ;  Zhang, X;  Yu, RC;  Yu, YQ;  Liu, HT
收藏  |  浏览/下载:100/0  |  提交时间:2018/07/30
dynamical core  equal-area mesh  anti-symmetry  effective energy conservation  
On stability of random Riccati equations 期刊论文
SCIENCE IN CHINA SERIES E-TECHNOLOGICAL SCIENCES, 1999, 卷号: 42, 期号: 2, 页码: 136-148
作者:  Wang, YA;  Guo, L
收藏  |  浏览/下载:85/0  |  提交时间:2018/07/30
random Riccati equation  stochastic stability  Kalman filter  excitation