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Dissipation enhancement by transport noise for stochastic p-Laplace equations 期刊论文
NODEA-NONLINEAR DIFFERENTIAL EQUATIONS AND APPLICATIONS, 2023, 卷号: 30, 期号: 1, 页码: 24
作者:  Dong, Zhao;  Luo, Dejun;  Tang, Bin
收藏  |  浏览/下载:90/0  |  提交时间:2023/02/07
p-Laplace operator  Transport noise  Dissipation enhancement  Semigroup approach  
Numerical computation of probabilities for nonlinear SDEs in high dimension using Kolmogorov equation br 期刊论文
APPLIED MATHEMATICS AND COMPUTATION, 2023, 卷号: 436, 页码: 17
作者:  Flandoli, Franco;  Luo, Dejun;  Ricci, Cristiano
收藏  |  浏览/下载:72/0  |  提交时间:2023/02/07
High dimensional Kolmogorov equation  Numerical solution  Iteration scheme  Gaussian process  
Differentially private resilient distributed cooperative online estimation over digraphs 期刊论文
INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, 2022, 页码: 19
作者:  Wang, Jimin;  Zhang, Ji-Feng;  Liu, Xiao-Kang
收藏  |  浏览/下载:53/0  |  提交时间:2023/02/07
differential privacy  distributed online estimation  resilient estimation  stochastic approximation  
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:58/0  |  提交时间:2023/02/07
Uncertainty quantification  Anomalous transport  Quasi Monte Carlo simulation  Generalized polynomial chaos  Long-time integration  Poly-fractonomials  
Linearization of nonlinear Fokker-Planck equations and applications 期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2022, 卷号: 322, 页码: 1-37
作者:  Ren, Panpan;  Roeckner, Michael;  Wang, Feng-Yu
收藏  |  浏览/下载:74/0  |  提交时间:2023/02/07
Nonlinear Fokker-Planck equation  McKean-Vlasov stochastic differential equation  Diffusion process  Ergodicity  Feynman-Kac formula  
A fast Euler-Maruyama method for fractional stochastic differential equations 期刊论文
JOURNAL OF APPLIED MATHEMATICS AND COMPUTING, 2022, 页码: 19
作者:  Zhang, Jingna;  Tang, Yifa;  Huang, Jianfei
收藏  |  浏览/下载:62/0  |  提交时间:2023/02/07
Fractional stochastic differential equations  Euler-Maruyama method  Sum-of-exponentials approximation  Strong convergence  Computational efficiency  
Accelerated exponential Euler scheme for stochastic heat equation: convergence rate of the density 期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2022, 页码: 40
作者:  Chen, Chuchu;  Cui, Jianbo;  Hong, Jialin;  Sheng, Derui
收藏  |  浏览/下载:105/0  |  提交时间:2022/06/21
density  convergence order  accelerated exponential Euler scheme  stochastic heat equation  Malliavin calculus  
Energy-preserving fully-discrete schemes for nonlinear stochastic wave equations with multiplicative noise 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2022, 卷号: 451, 页码: 20
作者:  Hong, Jialin;  Hou, Baohui;  Sun, Liying
收藏  |  浏览/下载:124/0  |  提交时间:2022/04/29
Compact finite difference method  Interior penalty discontinuous Galerkin finite element method  Pade approximation  Averaged energy evolution law  Stochastic wave equation  Multiplicative noise  
Weak Universality of the Dynamical Phi(4)(3) Model on the Whole Space 期刊论文
POTENTIAL ANALYSIS, 2021, 页码: 36
作者:  Zhu, Rongchan;  Zhu, Xiangchan
收藏  |  浏览/下载:114/0  |  提交时间:2022/04/02
Phi(4)(3) model  Paracontrolled distributions  Weak universality  Space-time white noise  Renormalisation  
A note on log-log blow up solutions for stochastic nonlinear Schrodinger equations 期刊论文
STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS, 2021, 页码: 15
作者:  Fan, Chenjie;  Su, Yiming;  Zhang, Deng
收藏  |  浏览/下载:93/0  |  提交时间:2022/04/02
Log-log blow up  NLS  Multiplicative noise