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Space-time finite element method for the distributed-order time fractional reaction diffusion equations 期刊论文
APPLIED NUMERICAL MATHEMATICS, 2020, 卷号: 152, 页码: 446-465
Authors:  Bu, Weiping;  Ji, Lun;  Tang, Yifa;  Zhou, Jie
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Distributed-order reaction diffusion equation  Space-time finite element method  Graded time mesh  Well-posedness  Error estimate  Sum-of-exponentials approximation  
Modified averaged vector field methods preserving multiple invariants for conservative stochastic differential equations 期刊论文
BIT NUMERICAL MATHEMATICS, 2020, 页码: 41
Authors:  Chen, Chuchu;  Hong, Jialin;  Jin, Diancong
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Stochastic differential equations  Invariants  Conservative methods  Mean square convergence order  Quadrature formula  
Convolution Quadrature Methods for Time-Space Fractional Nonlinear Diffusion-Wave Equations 期刊论文
EAST ASIAN JOURNAL ON APPLIED MATHEMATICS, 2019, 卷号: 9, 期号: 3, 页码: 538-557
Authors:  Huang, Jianfei;  Arshad, Sadia;  Jiao, Yandong;  Tang, Yifa
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Fractional diffusion-wave equation  nonlinear source  convolution quadrature  generating function  stability and convergence  
EFFICIENT SPECTRAL SPARSE GRID APPROXIMATIONS FOR SOLVING MULTI-DIMENSIONAL FORWARD BACKWARD SDES 期刊论文
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2017, 卷号: 22, 期号: 9, 页码: 3439-3458
Authors:  Fu, Yu;  Zhao, Weidong;  Zhou, Tao
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Spectral method  sparse grid approximations  forward backward stochastic differential equations  conditional expectations  fast Fourier transform  
High Order Mass-Lumping Finite Elements on Simplexes 期刊论文
NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS, 2017, 卷号: 10, 期号: 2, 页码: 331-350
Authors:  Cui, Tao;  Leng, Wei;  Lin, Deng;  Ma, Shichao;  Zhang, Linbo
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Finite element  mass-lumping  simplex  numerical quadrature  multivariate polynomial interpolation  unisolvence  
A NODAL SPARSE GRID SPECTRAL ELEMENT METHOD FOR MULTI-DIMENSIONAL ELLIPTIC PARTIAL DIFFERENTIAL EQUATIONS 期刊论文
INTERNATIONAL JOURNAL OF NUMERICAL ANALYSIS AND MODELING, 2017, 卷号: 14, 期号: 4-5, 页码: 762-783
Authors:  Rong, Zhijian;  Shen, Jie;  Yu, Haijun
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Sparse grid  spectral element method  high-dimensional problem  adaptive method  
highordermasslumpingfiniteelementsonsimplexes 期刊论文
numericalmathematicstheorymethodsandapplications, 2017, 卷号: 10, 期号: 2, 页码: 331
Authors:  Cui Tao;  Leng Wei;  Lin Deng;  Ma Shichao;  Zhang Linbo
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CONSERVATIVE METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH A CONSERVED QUANTITY 期刊论文
INTERNATIONAL JOURNAL OF NUMERICAL ANALYSIS AND MODELING, 2016, 卷号: 13, 期号: 3, 页码: 435-456
Authors:  Chen, Chuchu;  Cohen, David;  Hong, Jialin
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Stochastic differential equations  invariants  conservative methods  stochastic geometric numerical integration  quadrature formula  splitting technique  mean-square convergence order  weak convergence order  
Weighted discrete least-squares polynomial approximation using randomized quadratures 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2015, 卷号: 298, 页码: 787-800
Authors:  Zhou, Tao;  Narayan, Akil;  Xiu, Dongbin
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Least squares method  Orthogonal polynomials  Generalized polynomial chaos  Uncertainty quantification  
Singularity analysis and explicit solutions of a new coupled nonlinear Schrodinger type equation 期刊论文
COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION, 2011, 卷号: 16, 期号: 6, 页码: 2513-2518
Authors:  Yong, Xuelin;  Gao, Jianwei;  Zhang, Zhiyong
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Coupled nonlinear Schrodinger type equation  Painleve test  Truncation method