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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
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Stochastic differential equations  Stochastic Hamiltonian systems  Energy  Trace formula  Numerical schemes  Strong convergence  Weak convergence  Multilevel Monte Carlo  
Quasi-Potential Calculation and Minimum Action Method for Limit Cycle 期刊论文
JOURNAL OF NONLINEAR SCIENCE, 2019, 卷号: 29, 期号: 3, 页码: 961-991
Authors:  Lin, Ling;  Yu, Haijun;  Zhou, Xiang
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Rare event  Non-gradient system  Quasi-potential  Limit cycle  Minimum action method  
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
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one-sided Lipschitz coefficient  stochastic Allen-Cahn equation  finite element method  strong and weak convergence rate  Kolmogorov equation  Malliavin calculus  
Distributed resource allocation over random networks based on stochastic approximation 期刊论文
SYSTEMS & CONTROL LETTERS, 2018, 卷号: 114, 页码: 44-51
Authors:  Yi, Peng;  Lei, Jinlong;  Hong, Yiguang
Favorite  |  View/Download:24/0  |  Submit date:2018/07/30
Distributed optimization  Resource allocation  Stochastic approximation  Random graph  Demand response  
Critical Connectivity and Fastest Convergence Rates of Distributed Consensus With Switching Topologies and Additive Noises 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2017, 卷号: 62, 期号: 12, 页码: 6152-6167
Authors:  Chen, Ge;  Wang, Le Yi;  Chen, Chen;  Yin, George
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Average-consensus  jointly-connected topology  multiagent system  networked system  stochastic approximation  
Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise 期刊论文
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2017, 卷号: 325, 页码: 134-148
Authors:  Zhou, Weien;  Zhang, Jingjing;  Hong, Jialin;  Song, Songhe
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Stochastic differential equations  Stochastic Runge-Kutta methods  Symplectic integrators  Mean-square convergence  
Simultaneous identification of diffusion coefficient, spacewise dependent source and initial value for one-dimensional heat equation 期刊论文
MATHEMATICAL METHODS IN THE APPLIED SCIENCES, 2017, 卷号: 40, 期号: 10, 页码: 3552-3565
Authors:  Zhao, Zhi-Xue;  Banda, Mapundi K.;  Guo, Bao-Zhu
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Inverse Problem  Matrix Pencil Method  Finite Difference Method  Truncated Singular Value Decomposition  Generalized Cross-validation  
APPROXIMATING STOCHASTIC EVOLUTION EQUATIONS WITH ADDITIVE WHITE AND ROUGH NOISES 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2017, 卷号: 55, 期号: 4, 页码: 1958-1981
Authors:  Cao, Yanzhao;  Hong, Jialin;  Liu, Zhihui
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stochastic evolution equation  fractional Brownian motion  Wong-Zakai approximation  Galerkin approximation  
HIGH ORDER CONFORMAL SYMPLECTIC AND ERGODIC SCHEMES FOR THE STOCHASTIC LANGEVIN EQUATION VIA GENERATING FUNCTIONS 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2017, 卷号: 55, 期号: 6, 页码: 3006-3029
Authors:  Hong, Jialin;  Sun, Liying;  Wang, Xu
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stochastic Langevin equation  conformal symplectic scheme  generating function  ergodicity  weak convergence  
Recursive identification of FIR systems with binary-valued outputs and communication channels 期刊论文
AUTOMATICA, 2015, 卷号: 60, 页码: 165-172
Authors:  Guo, Jin;  Zhao, Yanlong;  Sun, Chang-Yin;  Yu, Yao
Favorite  |  View/Download:5/0  |  Submit date:2018/07/30
System identification  Binary-valued output  Communication channel  Convergence  Convergence rate