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Numerical computation of probabilities for nonlinear SDEs in high dimension using Kolmogorov equation br 期刊论文
APPLIED MATHEMATICS AND COMPUTATION, 2023, 卷号: 436, 页码: 17
Authors:  Flandoli, Franco;  Luo, Dejun;  Ricci, Cristiano
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High dimensional Kolmogorov equation  Numerical solution  Iteration scheme  Gaussian process  
Global and Asymptotically Efficient Localization From Range Measurements 期刊论文
IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2022, 卷号: 70, 页码: 5041-5057
Authors:  Zeng, Guangyang;  Mu, Biqiang;  Chen, Jiming;  Shi, Zhiguo;  Wu, Junfeng
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Range measurements  TOA localization  two-step localization  large-sample analysis  
Stability of Transonic Contact Discontinuity for Two-Dimensional Steady Compressible Euler Flows in a Finitely Long Nozzle 期刊论文
ANNALS OF PDE, 2021, 卷号: 7, 期号: 2, 页码: 96
Authors:  Huang, Feimin;  Kuang, Jie;  Wang, Dehua;  Xiang, Wei
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Transonic flow  Contact discontinuity  Free boundary  Compressible Euler flow  Finitely long nozzle  
On the Relation Between the Girsanov Transform and the Kolmogorov Equations for SPDEs 期刊论文
POTENTIAL ANALYSIS, 2021, 页码: 28
Authors:  Flandoli, Franco;  Luo, Dejun;  Ricci, Cristiano
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Girsanov transform  Kolmogorov equation  Iteration scheme  Series expansion  Well posedness  
Continuation methods with the trusty time-stepping scheme for linearly constrained optimization with noisy data 期刊论文
OPTIMIZATION AND ENGINEERING, 2021, 页码: 32
Authors:  Luo, Xin-long;  Lv, Jia-hui;  Sun, Geng
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Continuation method  Trust-region technique  Visual-inertial localization  Unmanned aerial vehicle  Noisy data  Differential-algebraic dynamical system  
A multigrid method for the ground state solution of Bose-Einstein condensates based on Newton iteration 期刊论文
BIT NUMERICAL MATHEMATICS, 2021, 页码: 19
Authors:  Xu, Fei;  Xie, Hehu;  Xie, Manting;  Yue, Meiling
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BEC  GPE  Nonlinear eigenvalue problem  Multigrid method  Finite element method  
GRADIENT FLOW BASED KOHN-SHAM DENSITY FUNCTIONAL THEORY MODEL 期刊论文
MULTISCALE MODELING & SIMULATION, 2020, 卷号: 18, 期号: 4, 页码: 1621-1663
Authors:  Dai, Xiaoying;  Wang, Qiao;  Zhou, Aihui
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density functional theory  dynamical system  gradient flow  orthogonality preserving  eigenvalue problem  energy minimization  
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
Authors:  Yang, Jie;  Zhao, Weidong;  Zhou, Tao
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Deferred correction method  Second-order forward backward stochastic differential equations  Euler scheme  High-order rate of convergence  
NONLINEAR STABILITY AND EXISTENCE OF VORTEX SHEETS FOR INVISCID LIQUID-GAS TWO-PHASE FLOW 期刊论文
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS, 2019, 卷号: 39, 期号: 6, 页码: 3535-3575
Authors:  Huang, Feimin;  Wang, Dehua;  Yuan, Difan
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Inviscid liquid-gas two-phase flow  vortex sheets  Nash-Moser scheme  loss of derivatives  nonlinear stability  
Nonlinear Stability of Relativistic Vortex Sheets in Three-Dimensional Minkowski Spacetime 期刊论文
ARCHIVE FOR RATIONAL MECHANICS AND ANALYSIS, 2019, 卷号: 232, 期号: 2, 页码: 591-695
Authors:  Chen, Gui-Qiang G.;  Secchi, Paolo;  Wang, Tao
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