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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  
Finite-Time Synchronization of Impulsive Dynamical Networks With Strong Nonlinearity 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2021, 卷号: 66, 期号: 8, 页码: 3550-3561
Authors:  Zhu, Shuaibing;  Zhou, Jin;  Lu, Jinhu;  Lu, Jun-An
Favorite  |  View/Download:33/0  |  Submit date:2021/10/26
Synchronization  Symmetric matrices  Nonlinear systems  Couplings  Robustness  Linearization techniques  Finite-time synchronization (FTS)  impulsive network  local synchronization  nonlinearity  
3D tamed Navier-Stokes equations driven by multiplicative Levy noise: Existence, uniqueness and large deviations 期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2020, 卷号: 492, 期号: 1, 页码: 48
Authors:  Dong, Zhao;  Zhang, Rangrang
Favorite  |  View/Download:72/0  |  Submit date:2020/11/18
Stochastic 3D tamed Navier-Stokes equations  Levy noise  Large deviations  Weak convergence method  
On the Law of Large Numbers for the Empirical Measure Process of Generalized Dyson Brownian Motion 期刊论文
JOURNAL OF STATISTICAL PHYSICS, 2020, 页码: 29
Authors:  Li, Songzi;  Li, Xiang-Dong;  Xie, Yong-Xiao
Favorite  |  View/Download:41/0  |  Submit date:2021/01/14
Generalized Dyson Brownian motion  McKean-Vlasov equation  Gradient flow  Optimal transportation  Voiculescu free entropy  Law of Large Numbers  Propagation of chaos  
Drift-preserving numerical integrators for stochastic Hamiltonian systems 期刊论文
ADVANCES IN COMPUTATIONAL MATHEMATICS, 2020, 卷号: 46, 期号: 2, 页码: 22
Authors:  Chen, Chuchu;  Cohen, David;  D'Ambrosio, Raffaele;  Lang, Annika
Favorite  |  View/Download:44/0  |  Submit date:2020/05/24
Stochastic differential equations  Stochastic Hamiltonian systems  Energy  Trace formula  Numerical schemes  Strong convergence  Weak convergence  Multilevel Monte Carlo  
Consensus conditions of continuous-time multi-agent systems with time-delays and measurement noises 期刊论文
AUTOMATICA, 2019, 卷号: 99, 页码: 412-419
Authors:  Zong, Xiaofeng;  Li, Tao;  Zhang, Ji-Feng
Favorite  |  View/Download:71/0  |  Submit date:2019/03/05
Multi-agent system  Time-delay  Measurement noise  Mean square consensus  Almost sure consensus  
STRONG AND WEAK CONVERGENCE RATES OF A SPATIAL APPROXIMATION FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATION WITH ONE-SIDED LIPSCHITZ COEFFICIENT 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2019, 卷号: 57, 期号: 4, 页码: 1815-1841
Authors:  Cui, Jianbo;  Hong, Jialin
Favorite  |  View/Download:57/0  |  Submit date:2020/01/10
one-sided Lipschitz coefficient  stochastic Allen-Cahn equation  finite element method  strong and weak convergence rate  Kolmogorov equation  Malliavin calculus  
Averaging principle for one dimensional stochastic Burgers equation 期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2018, 卷号: 265, 期号: 10, 页码: 4749-4797
Authors:  Dong, Zhao;  Sun, Xiaobin;  Xiao, Hui;  Zhai, Jianliang
Favorite  |  View/Download:199/0  |  Submit date:2018/10/07
Stochastic Burgers' equation  Averaging principle  Ergodicity  Invariant measure  Strong convergence  Weak convergence  
Strong convergence and bounded perturbation resilience of a modified proximal gradient algorithm 期刊论文
Journal of Inequalities and Applications, 2018, 卷号: 2018, 期号: 1
Authors:  Guo,Yanni;  Cui,Wei
Favorite  |  View/Download:55/0  |  Submit date:2018/07/30
Strong convergence  Bounded perturbation resilience  Modified proximal gradient algorithm  Viscosity approximation  Convex minimization problem  
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:40/0  |  Submit date:2018/07/30
stochastic delay differential equation  Poisson random measure  D-leaping  mean-square strong convergence order  weak convergence order  Malliavin calculus