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Linearization of nonlinear Fokker-Planck equations and applications 期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2022, 卷号: 322, 页码: 1-37
作者:  Ren, Panpan;  Roeckner, Michael;  Wang, Feng-Yu
收藏  |  浏览/下载：78/0  |  提交时间：2023/02/07
Nonlinear Fokker-Planck equation  McKean-Vlasov stochastic differential equation  Diffusion process  Ergodicity  Feynman-Kac formula  
Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations 期刊论文
STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS, 2022, 页码: 39
作者:  Roeckner, Michael;  Xie, Longjie;  Yang, Li
收藏  |  浏览/下载：114/0  |  提交时间：2022/04/29
Stochastic hyperbolic-parabolic equations  Averaging principle  Strong and weak convergence  Homogenization  
Optimal rotated block-diagonal preconditioning for discretized optimal control problems constrained with fractional time-dependent diffusive equations 期刊论文
APPLIED NUMERICAL MATHEMATICS, 2021, 卷号: 163, 页码: 126-146
作者:  Bai, Zhong-Zhi;  Lu, Kang-Ya
收藏  |  浏览/下载：151/0  |  提交时间：2021/04/26
Fractional optimal control problem  Numerical discretizations  Block two-by-two linear system  Preconditioning  Spectral bounds  Krylov subspace iteration methods  Convergence property  
Time-Inconsistent Stochastic LQ Problem with Regime Switching 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2020, 页码: 22
作者:  Si, Binbin;  Ni, Yuan-Hua;  Zhang, Ji-Feng
收藏  |  浏览/下载：153/0  |  提交时间：2020/09/23
Forward-backward stochastic difference equation  open-loop equilibrium control  regime switching  stochastic linear-quadratic problem  time inconsistency  
Fast matrix splitting preconditioners for higher dimensional spatial fractional diffusion equations 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2020, 卷号: 404, 页码: 13
作者:  Bai, Zhong-Zhi;  Lu, Kang-Ya
收藏  |  浏览/下载：154/0  |  提交时间：2020/05/24
Spatial fractional diffusion equations  Shifted finite-difference discretization  Block Toeplitz-like matrix  Block circulant-like matrix  Preconditioning  Eigenvalue distribution  
Numerical simulations of polymer flooding process in porous media on distributed-memory parallel computers 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2020, 卷号: 400, 页码: 23
作者:  Zhong, He;  Liu, Hui;  Cui, Tao;  Chen, Zhangxin;  Shen, Lihua;  Yang, Bo;  He, Ruijian;  Guo, Xiaohu
收藏  |  浏览/下载：157/0  |  提交时间：2020/05/24
High performance computing  Polymer flooding  Water flooding  Speedup  
On regularized Hermitian splitting iteration methods for solving discretized almost-isotropic spatial fractional diffusion equations 期刊论文
NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS, 2020, 卷号: 27, 期号: 1, 页码: 21
作者:  Bai, Zhong-Zhi;  Lu, Kang-Ya
收藏  |  浏览/下载：160/0  |  提交时间：2020/06/30
convergence property  matrix splitting iteration  preconditioning  spatial fractional diffusion equation  
On banded M-splitting iteration methods for solving discretized spatial fractional diffusion equations 期刊论文
BIT NUMERICAL MATHEMATICS, 2019, 卷号: 59, 期号: 1, 页码: 1-33
作者:  Bai, Zhong-Zhi;  Lu, Kang-Ya
收藏  |  浏览/下载：109/0  |  提交时间：2019/12/13
Matrix splitting  Iteration method  Convergence property  Spatial fractional diffusion equation  
ALTERNATING DIRECTION IMPLICIT SCHEMES FOR THE TWO-DIMENSIONAL TIME FRACTIONAL NONLINEAR SUPER-DIFFUSION EQUATIONS 期刊论文
JOURNAL OF COMPUTATIONAL MATHEMATICS, 2019, 卷号: 37, 期号: 3, 页码: 297-315
作者:  Huang, Jianfei;  Zhao, Yue;  Arshad, Sadia;  Li, Kuangying;  Tang, Yifa
收藏  |  浏览/下载：179/0  |  提交时间：2019/03/05
Time fractional super-diffusion equation  Nonlinear system  ADI schemes  Stability  Convergence  
MIXED EQUILIBRIUM SOLUTION OF TIME-INCONSISTENT STOCHASTIC LINEAR-QUADRATIC PROBLEM 期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2019, 卷号: 57, 期号: 1, 页码: 533-569
作者:  Ni, Yuan-Hua;  Li, Xun;  Zhang, Ji-Feng;  Krstic, Miroslav
收藏  |  浏览/下载：106/0  |  提交时间：2019/12/13
time inconsistency  stochastic linear-quadratic optimal control  mean-field optimal control  forward-backward stochastic difference equation  equilibrium solution