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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
Authors:  Roeckner, Michael;  Xie, Longjie;  Yang, Li
Favorite  |  View/Download:30/0  |  Submit date:2022/04/29
Stochastic hyperbolic-parabolic equations  Averaging principle  Strong and weak convergence  Homogenization  
Compensated projected Euler-Maruyama method for stochastic differential equations with superlinear jumps 期刊论文
APPLIED MATHEMATICS AND COMPUTATION, 2021, 卷号: 393, 页码: 11
Authors:  Li, Min;  Huang, Chengming;  Chen, Ziheng
Favorite  |  View/Download:56/0  |  Submit date:2021/04/26
Stochastic differential equations with jumps  Compensated projected Euler-Maruyama method  Mean square convergence  C-stability  B-consistency  
Structure-Preserving Numerical Methods for Stochastic Poisson Systems 期刊论文
COMMUNICATIONS IN COMPUTATIONAL PHYSICS, 2021, 卷号: 29, 期号: 3, 页码: 802-830
Authors:  Hong, Jialin;  Ruan, Jialin;  Sun, Liying;  Wang, Lijin
Favorite  |  View/Download:59/0  |  Submit date:2021/04/26
Stochastic Poisson systems  Poisson structure  Casimir functions  Poisson integrators  symplectic integrators  generating functions  stochastic rigid body system  
Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations 期刊论文
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2021, 卷号: 57, 期号: 1, 页码: 547-576
Authors:  Rockner, Michael;  Sun, Xiaobin;  Xie, Yingchao
Favorite  |  View/Download:65/0  |  Submit date:2021/04/26
Averaging principle  McKean-Vlasov stochastic differential equations  Slow-fast  Poisson equation  Strong convergence order  
ERGODIC APPROXIMATION TO CHEMICAL REACTION SYSTEM WITH DELAY 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2019, 卷号: 57, 期号: 1, 页码: 70-95
Authors:  Chen, Chuchu;  Liu, Di
Favorite  |  View/Download:65/0  |  Submit date:2020/01/10
stochastic delay differential equation  invariant measure  ergodicity  weak convergence order  Malliavin calculus  Poisson random measure  
ERROR ANALYSIS FOR D-LEAPING SCHEME OF CHEMICAL REACTION SYSTEM WITH DELAY 期刊论文
MULTISCALE MODELING & SIMULATION, 2017, 卷号: 15, 期号: 4, 页码: 1797-1829
Authors:  Chen, Chuchu;  Liu, Di
Favorite  |  View/Download:57/0  |  Submit date:2018/07/30
stochastic delay differential equation  Poisson random measure  D-leaping  mean-square strong convergence order  weak convergence order  Malliavin calculus  
A moderate deviation principle for 2-D stochastic Navier-Stokes equations driven by multiplicative Levy noises 期刊论文
JOURNAL OF FUNCTIONAL ANALYSIS, 2017, 卷号: 272, 期号: 1, 页码: 227-254
Authors:  Dong, Zhao;  Xiong, Jie;  Zhai, Jianliang;  Zhang, Tusheng
Favorite  |  View/Download:79/0  |  Submit date:2018/07/30
Moderate deviation principles  Stochastic Navier-Stokes equations  Poisson random measures  Tightness  
A general modeling and analysis framework for software fault detection and correction process 期刊论文
SOFTWARE TESTING VERIFICATION & RELIABILITY, 2016, 卷号: 26, 期号: 5, 页码: 351-365
Authors:  Liu, Yu;  Li, Duo;  Wang, Lujia;  Hu, Qingpei
Favorite  |  View/Download:59/0  |  Submit date:2018/07/30
fault detection process  fault correction process  software reliability  weighted least-square estimation  
Near-optimal (r,Q) policies for a two-stage serial inventory system with Poisson demand 期刊论文
INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS, 2011, 卷号: 133, 期号: 2, 页码: 728-735
Authors:  Yang, Lei;  Yang, Jian;  Yu, Gang;  Zhang, Hanqin
Favorite  |  View/Download:80/0  |  Submit date:2018/07/30
Multi-echelon inventory  (r,Q) policy  Stochastic demand  Algorithm  
Numerical solution of continuous-time mean-variance portfolio selection with nonlinear constraints 期刊论文
INTERNATIONAL JOURNAL OF CONTROL, 2010, 卷号: 83, 期号: 3, 页码: 642-650
Authors:  Yan, Wei;  Li, Shurong
Favorite  |  View/Download:37/0  |  Submit date:2018/07/30
mean-variance criterion  HJB equation  numerical method  Poisson process