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Influence of numerical discretizations on hitting probabilities for linear stochastic parabolic systems 期刊论文
JOURNAL OF COMPLEXITY, 2022, 卷号: 70, 页码: 29
Authors:  Chen, Chuchu;  Hong, Jialin;  Sheng, Derui
Favorite  |  View/Download:41/0  |  Submit date:2022/04/29
Hitting probability  Numerical discretization  Stochastic parabolic system  Critical dimension  
Trace transfer-based diagonal sweeping domain decomposition method for the Helmholtz equation: Algorithms and convergence analysis 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2022, 卷号: 455, 页码: 29
Authors:  Leng, Wei;  Ju, Lili
Favorite  |  View/Download:32/0  |  Submit date:2022/04/29
Domain decomposition method  Diagonal sweeping  Helmholtz equation  Perfectly matched layer  Trace transfer  Parallel computing  
Analytical Expressions to Counterparty Credit Risk Exposures for Interest Rate Derivatives 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2022, 卷号: 38, 期号: 2, 页码: 254-270
Authors:  Li, Shuang;  Peng, Cheng;  Bao, Ying;  Zhao, Yan-long;  Cao, Zhen
Favorite  |  View/Download:14/0  |  Submit date:2022/06/21
forward rate agreement  counterparty credit risk  expected exposure  potential future exposure  
Large Deviations Principles for Symplectic Discretizations of Stochastic Linear Schrodinger Equation 期刊论文
POTENTIAL ANALYSIS, 2022, 页码: 41
Authors:  Chen, Chuchu;  Hong, Jialin;  Jin, Diancong;  Sun, Liying
Favorite  |  View/Download:35/0  |  Submit date:2022/04/29
Large deviations principle  Symplectic discretizations  Stochastic Schrodinger equation  Rate function  Exponential tightness  
CONVERGENCE ANALYSIS OF INEXACT TWO-GRID METHODS: A THEORETICAL FRAMEWORK 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2022, 卷号: 60, 期号: 1, 页码: 133-156
Authors:  Xu, Xuefeng;  Zhang, Chen-Song
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multigrid  inexact two-grid methods  convergence factor  eigenvalue analysis  
Positivity-preserving symplectic methods for the stochastic Lotka-Volterra predator-prey model 期刊论文
BIT NUMERICAL MATHEMATICS, 2021, 页码: 28
Authors:  Hong, Jialin;  Ji, Lihai;  Wang, Xu;  Zhang, Jingjing
Favorite  |  View/Download:38/0  |  Submit date:2022/04/02
Stochastic Lotka-Volterra predator-prey model  Positivity  Stochastic symplecticity  Structure-preserving methods  Convergence order conditions  
Error Estimate of a Fully Discrete Finite Element Method for Incompressible Vector Potential Magnetohydrodynamic System 期刊论文
JOURNAL OF SCIENTIFIC COMPUTING, 2021, 卷号: 88, 期号: 3, 页码: 24
Authors:  Ding, Qianqian;  Long, Xiaonian;  Mao, Shipeng
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Magnetohydrodynamic  Magnetic vector potential  Finite element method  Error estimates  
A Diagonal Sweeping Domain Decomposition Method with Source Transfer for the Helmholtz Equation 期刊论文
COMMUNICATIONS IN COMPUTATIONAL PHYSICS, 2021, 卷号: 29, 期号: 2, 页码: 357-398
Authors:  Leng, Wei;  Ju, Lili
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Helmholtz equation  domain decomposition method  diagonal sweeping  perfectly matched layer  source transfer  parallel computing  
ASYMPTOTICALLY-PRESERVING LARGE DEVIATIONS PRINCIPLES BY STOCHASTIC SYMPLECTIC METHODS FOR A LINEAR STOCHASTIC OSCILLATOR 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2021, 卷号: 59, 期号: 1, 页码: 32-59
Authors:  Chen, Chuchu;  Hong, Jialing;  Jin, Diancong;  Sun, Liying
Favorite  |  View/Download:53/0  |  Submit date:2021/04/26
stochastic symplectic methods  superiority  large deviations principle  rate function  asymptotical preservation  
WELL-POSEDNESS AND THE MULTISCALE ALGORITHM FOR HETEROGENEOUS SCATTERING OF MAXWELL'S EQUATIONS IN DISPERSIVE MEDIA 期刊论文
INTERNATIONAL JOURNAL OF NUMERICAL ANALYSIS AND MODELING, 2021, 卷号: 18, 期号: 2, 页码: 235-264
Authors:  Zhang, Yongwei;  Cao, Liqun;  Shi, Dongyang
Favorite  |  View/Download:63/0  |  Submit date:2021/04/26
Maxwell's equations  dispersive medium  well-posedness  the multiscale asymptotic expansion  finite element method