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中国科学院数学与系统科学研究院机构知识库
KMS Of Academy of mathematics and systems sciences, CAS
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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
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View/Download:38/0
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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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View/Download:26/0
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Submit date:2023/02/07
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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View/Download:34/0
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Submit date:2023/02/07
Mean field game
Optimal social cost
Stabilization
Finite agents
Common noise
FBSDE
Central limit theorem and moderate deviation principle for stochastic scalar conservation laws
期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2022, 卷号: 516, 期号: 1, 页码: 26
Authors:
Wu, Zhengyan
;
Zhang, Rangrang
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View/Download:24/0
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Submit date:2023/02/07
Stochastic scalar conservation laws
Weak convergence method
Doubling of variables method
Central limit theorem
Moderate deviation principle
Kinetic solution
Distributed stochastic gradient tracking methods with momentum acceleration for non-convex optimization
期刊论文
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2022, 页码: 42
Authors:
Gao, Juan
;
Liu, Xin-Wei
;
Dai, Yu-Hong
;
Huang, Yakui
;
Gu, Junhua
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View/Download:41/0
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Submit date:2023/02/07
Distributed non-convex optimization
Machine learning
Momentum methods
Optimization algorithms
Convergence rate
Pricing Discrete Barrier Options Under the Jump-Diffusion Model with Stochastic Volatility and Stochastic Intensity
期刊论文
COMMUNICATIONS IN MATHEMATICS AND STATISTICS, 2022, 页码: 25
Authors:
Duan, Pingtao
;
Liu, Yuting
;
Ma, Zhiming
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View/Download:22/0
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Submit date:2023/02/07
Option pricing
Discrete barrier options
Jump-diffusion model
Stochastic volatility
Stochastic intensity
Stochastic Lag Time Parameterization for Markov State Models of Protein Dynamics
期刊论文
JOURNAL OF PHYSICAL CHEMISTRY B, 2022, 页码: 11
Authors:
Gong, Shiqi
;
He, Xinheng
;
Meng, Qi
;
Ma, Zhiming
;
Shao, Bin
;
Wang, Tong
;
Liu, Tie-Yan
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Submit date:2023/02/07
Regularization by transport noises for 3D MHD equations
期刊论文
SCIENCE CHINA-MATHEMATICS, 2022, 页码: 20
Authors:
Luo, Dejun
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Submit date:2023/02/07
magnetohydrodynamical equation
vorticity
well-posedness
regularization by noises
transport noise
How local outbreak of COVID-19 affect the risk of internet public opinion: A Chinese social media case study
期刊论文
TECHNOLOGY IN SOCIETY, 2022, 卷号: 71, 页码: 16
Authors:
Liu, Liyi
;
Tu, Yan
;
Zhou, Xiaoyang
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Submit date:2023/02/07
Internet public opinion
Risk grading
Local outbreak
COVID-19
MCDM
A
SMAA-FAHPSort II
A splitting semi-implicit Euler method for stochastic incompressible Euler equations on T-2
期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2022, 页码: 29
Authors:
Hong, Jialin
;
Sheng, Derui
;
Zhou, Tau
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View/Download:24/0
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Submit date:2023/02/07
stochastic incompressible Euler equation
convergence order
splitting semi-implicit Euler method