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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:14/0  |  Submit date:2022/04/29
Stochastic hyperbolic-parabolic equations  Averaging principle  Strong and weak convergence  Homogenization  
Energy-preserving fully-discrete schemes for nonlinear stochastic wave equations with multiplicative noise 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2022, 卷号: 451, 页码: 20
Authors:  Hong, Jialin;  Hou, Baohui;  Sun, Liying
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Compact finite difference method  Interior penalty discontinuous Galerkin finite element method  Pade approximation  Averaged energy evolution law  Stochastic wave equation  Multiplicative noise  
Layer-Splitting Methods for Time-Dependent Schrodinger Equations of Incommensurate Systems 期刊论文
COMMUNICATIONS IN COMPUTATIONAL PHYSICS, 2021, 卷号: 30, 期号: 5, 页码: 1474-1498
Authors:  Wang, Ting;  Chen, Huajie;  Zhou, Aihui;  Zhou, Yuzhi
Favorite  |  View/Download:12/0  |  Submit date:2022/04/02
Incommensurate system  time-dependent Schrodinger equation  time stepping scheme  
Review and new theoretical perspectives on active disturbance rejection control for uncertain finite-dimensional and infinite-dimensional systems 期刊论文
NONLINEAR DYNAMICS, 2020, 页码: 25
Authors:  Wu, Ze-Hao;  Zhou, Hua-Cheng;  Guo, Bao-Zhu;  Deng, Feiqi
Favorite  |  View/Download:45/0  |  Submit date:2020/09/23
Active disturbance rejection control  Extended state observer  Boundary control  Disturbance  Stochastic systems  Infinite-dimensional systems  Fractional-order PDE  
Inverse random source scattering for the Helmholtz equation in inhomogeneous media 期刊论文
INVERSE PROBLEMS, 2018, 卷号: 34, 期号: 1, 页码: 19
Authors:  Li, Ming;  Chen, Chuchu;  Li, Peijun
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inverse source scattering problem  the Helmholtz equation  stochastic partial differential equation  
INVERSE RANDOM SOURCE SCATTERING FOR ELASTIC WAVES 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2017, 卷号: 55, 期号: 6, 页码: 2616-2643
Authors:  Bao, Gang;  Chen, Chuchu;  Li, Peijun
Favorite  |  View/Download:25/0  |  Submit date:2018/07/30
inverse source scattering problem  elastic wave equation  stochastic partial differential equation  Fredholm integral equation  
CONVERGENCE ANALYSIS FOR SPECTRAL APPROXIMATION TO A SCALAR TRANSPORT EQUATION WITH A RANDOM WAVE SPEED 期刊论文
Journal of Computational Mathematics, 2012, 卷号: 30, 期号: 6, 页码: 643
Authors:  Zhou Tao;  Tang Tao
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Vector financial rogue waves 期刊论文
PHYSICS LETTERS A, 2011, 卷号: 375, 期号: 48, 页码: 4274-4279
Authors:  Yan, Zhenya
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Black-Scholes option pricing model  The coupled nonlinear volatility and option pricing model  Adaptive nonlinear Schrodinger equation  Controlled stochastic volatility  Financial markets  Vector financial rogue waves (rogons)  
Convergence Analysis for Stochastic Collocation Methods to Scalar Hyperbolic Equations with a Random Wave Speed 期刊论文
COMMUNICATIONS IN COMPUTATIONAL PHYSICS, 2010, 卷号: 8, 期号: 1, 页码: 226-248
Authors:  Tang, Tao;  Zhou, Tao
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Hyperbolic equation  stochastic collocation methods  convergence analysis  
CARLEMAN AND OBSERVABILITY ESTIMATES FOR STOCHASTIC WAVE EQUATIONS 期刊论文
SIAM JOURNAL ON MATHEMATICAL ANALYSIS, 2008, 卷号: 40, 期号: 2, 页码: 851-868
Authors:  Zhang, Xu
Favorite  |  View/Download:32/0  |  Submit date:2018/07/30
Carleman estimate  singular weight function  observability estimate  stochastic wave equation  state observation problem