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Hermite spectral method for multi-species Boltzmann equation 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2022, 卷号: 471, 页码: 29
作者:  Li, Ruo;  Lu, Yixiao;  Wang, Yanli;  Xu, Haoxuan
收藏  |  浏览/下载:65/0  |  提交时间:2023/02/07
Multi-species Boltzmann equation  Multi-species binary collision operator  Hermite spectral method  
Pricing arithmetic Asian and Amerasian options: A diffusion operator integral expansion approach 期刊论文
JOURNAL OF FUTURES MARKETS, 2022, 页码: 25
作者:  Ding, Kailin;  Cui, Zhenyu;  Yang, Xiaoguang
收藏  |  浏览/下载:57/0  |  提交时间:2023/02/07
American Asian options  Asian option  diffusion operator integral  series expansion  
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
作者:  Duan, Pingtao;  Liu, Yuting;  Ma, Zhiming
收藏  |  浏览/下载:55/0  |  提交时间:2023/02/07
Option pricing  Discrete barrier options  Jump-diffusion model  Stochastic volatility  Stochastic intensity  
L-2-CONVERGENCE TO NONLINEAR DIFFUSION WAVES FOR EULER EQUATIONS WITH TIME-DEPENDENT DAMPING 期刊论文
ACTA MATHEMATICA SCIENTIA, 2022, 卷号: 42, 期号: 6, 页码: 2505-2522
作者:  Geng, Shifeng;  Huang, Feimin;  Wu, Xiaochun
收藏  |  浏览/下载:54/0  |  提交时间:2023/02/07
L-2-convergence  compressible Euler Equations  time asymptotic expansion  time-dependent damping  relative entropy inequality  
Nonparametric Prediction Distribution from Resolution-Wise Regression with Heterogeneous Data 期刊论文
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2022, 页码: 16
作者:  Li, Jialu;  Zhang, Wan;  Wang, Peiyao;  Li, Qizhai;  Zhang, Kai;  Liu, Yufeng
收藏  |  浏览/下载:61/0  |  提交时间:2023/02/07
Binary expansion  Data heterogeneity  Nonparametric statistics  SSANOVA  Sure independence screening  
Expansions for distributional solutions of the elliptic equation in two dimensions 期刊论文
COMMUNICATIONS IN CONTEMPORARY MATHEMATICS, 2022, 卷号: 24, 期号: 07, 页码: 27
作者:  Li, Jiayu;  Wan, Fangshu;  Yang, Yunyan
收藏  |  浏览/下载:58/0  |  提交时间:2023/02/07
Asymptotic expansion  Liouville equation  singular solution  
Global Controllability of the Navier-Stokes Equations in the Presence of Curved Boundary with No-Slip Conditions 期刊论文
JOURNAL OF MATHEMATICAL FLUID MECHANICS, 2022, 卷号: 24, 期号: 3, 页码: 32
作者:  Liao, Jiajiang;  Sueur, Franck;  Zhang, Ping
收藏  |  浏览/下载:73/0  |  提交时间:2023/02/07
Axi-symmetric Navier-Stokes equations  Controllability  No-slip Dirichlet boundary condition  Boundary layers  Return method  Multi-scales asymptotic expansion  Well-prepared dissipation method  Long-time nonlinear Cauchy-Kovalevskaya estimates  
A spectral method for stochastic fractional PDEs using dynamically-orthogonal/bi-orthogonal decomposition 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2022, 卷号: 461, 页码: 17
作者:  Zhao, Yue;  Mao, Zhiping;  Guo, Ling;  Tang, Yifa;  Karniadakis, George Em
收藏  |  浏览/下载:57/0  |  提交时间:2023/02/07
Uncertainty quantification  Anomalous transport  Quasi Monte Carlo simulation  Generalized polynomial chaos  Long-time integration  Poly-fractonomials  

Normalizing field flows: Solving forward and inverse stochastic differential equations using physics-informed flow models

期刊论文

JOURNAL OF COMPUTATIONAL PHYSICS, 2022, 卷号: 461, 页码: 18
作者:  Guo, Ling;  Wu, Hao;  Zhou, Tao
收藏  |  浏览/下载:114/0  |  提交时间:2023/02/07
Data -driven modeling  Normalizing flows  Uncertainty quantification  Random fields  
Large-stepsize integrators for charged-particle dynamics over multiple time scales 期刊论文
NUMERISCHE MATHEMATIK, 2022, 页码: 33
作者:  Hairer, Ernst;  Lubich, Christian;  Shi, Yanyan
收藏  |  浏览/下载:50/0  |  提交时间:2023/02/07
Charged particle  Strong magnetic field  Boris algorithm  Variational integrator  Filtered variational integrator  Modulated Fourier expansion  Long-term behaviour