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Dissipation enhancement by transport noise for stochastic p-Laplace equations 期刊论文
NODEA-NONLINEAR DIFFERENTIAL EQUATIONS AND APPLICATIONS, 2023, 卷号: 30, 期号: 1, 页码: 24
Authors:  Dong, Zhao;  Luo, Dejun;  Tang, Bin
Favorite  |  View/Download：33/0  |  Submit date：2023/02/07
p-Laplace operator  Transport noise  Dissipation enhancement  Semigroup approach  
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  
Linear quadratic mean field social control with common noise: A directly decoupling method? 期刊论文
AUTOMATICA, 2022, 卷号: 146, 页码: 14
Authors:  Wang, Bing-Chang;  Zhang, Huanshui;  Zhang, Ji-Feng
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Mean field game  Optimal social cost  Stabilization  Finite agents  Common noise  FBSDE  
Optimal Holder continuity and hitting probabilities for SPDEs with rough fractional noises 期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2022, 卷号: 512, 期号: 1, 页码: 21
Authors:  Hong, Jialin;  Liu, Zhihui;  Sheng, Derui
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Stochastic partial differential equation  Fractional Brownian sheet  Hurst index H < 1/2  Holder exponent  Hitting probability  
A spectral method for stochastic fractional PDEs using dynamically-orthogonal/bi-orthogonal decomposition 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2022, 卷号: 461, 页码: 17
Authors:  Zhao, Yue;  Mao, Zhiping;  Guo, Ling;  Tang, Yifa;  Karniadakis, George Em
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Uncertainty quantification  Anomalous transport  Quasi Monte Carlo simulation  Generalized polynomial chaos  Long-time integration  Poly-fractonomials  

Normalizing field flows: Solving forward and inverse stochastic differential equations using physics-informed flow models

 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2022, 卷号: 461, 页码: 18
Authors:  Guo, Ling;  Wu, Hao;  Zhou, Tao
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Data -driven modeling  Normalizing flows  Uncertainty quantification  Random fields  
Linearization of nonlinear Fokker-Planck equations and applications 期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2022, 卷号: 322, 页码: 1-37
Authors:  Ren, Panpan;  Roeckner, Michael;  Wang, Feng-Yu
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Nonlinear Fokker-Planck equation  McKean-Vlasov stochastic differential equation  Diffusion process  Ergodicity  Feynman-Kac formula  
STOCHASTIC DIFFERENTIAL EQUATION WITH PIECEWISE CONTINUOUS ARGUMENTS: MARKOV PROPERTY, INVARIANT MEASURE AND NUMERICAL APPROXIMATION 期刊论文
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2022, 页码: 43
Authors:  Chen, Chuchu;  Hong, Jialin;  Lu, Yulan
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   Invariant measure  Markov chain  weak convergence  backward Euler method  stochastic differential equations with piecewise continuous arguments  
A fast Euler-Maruyama method for fractional stochastic differential equations 期刊论文
JOURNAL OF APPLIED MATHEMATICS AND COMPUTING, 2022, 页码: 19
Authors:  Zhang, Jingna;  Tang, Yifa;  Huang, Jianfei
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Fractional stochastic differential equations  Euler-Maruyama method  Sum-of-exponentials approximation  Strong convergence  Computational efficiency  
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
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Stochastic hyperbolic-parabolic equations  Averaging principle  Strong and weak convergence  Homogenization