CSpace

Browse/Search Results:  1-10 of 187 Help

Selected(0)Clear Items/Page:    Sort:
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:8/0  |  Submit date:2022/04/29
Hitting probability  Numerical discretization  Stochastic parabolic system  Critical dimension  
Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations 期刊论文
STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS, 2022, 页码: 39
Authors:  Roeckner, Michael;  Xie, Longjie;  Yang, Li
Favorite  |  View/Download:9/0  |  Submit date:2022/04/29
Stochastic hyperbolic-parabolic equations  Averaging principle  Strong and weak convergence  Homogenization  
LARGE N LIMIT OF THE O(N) LINEAR SIGMA MODEL VIA STOCHASTIC QUANTIZATION 期刊论文
ANNALS OF PROBABILITY, 2022, 卷号: 50, 期号: 1, 页码: 131-202
Authors:  Shen, Hao;  Smith, Scott A.;  Zhu, Rongchan;  Zhu, Xiangchan
Favorite  |  View/Download:8/0  |  Submit date:2022/04/29
O(N) linear sigma model  Phi(4)  mean-field limit  stochastic quantization  space-time white noise  
Statistical estimation in passenger-to-train assignment models based on automated data 期刊论文
APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2021, 页码: 21
Authors:  Xiong, Shifeng;  Li, Chunya;  Sun, Xuan;  Qin, Yong;  Wu, Chien-Fu Jeff
Favorite  |  View/Download:12/0  |  Submit date:2022/04/02
EM algorithm  Gaussian process interpolation  nonparametric density estimation  passenger flow  spline  
Convergence of stochastic 2D inviscid Boussinesq equations with transport noise to a deterministic viscous system 期刊论文
Nonlinearity, 2021, 卷号: 34, 期号: 12
Authors:  Luo,Dejun
Favorite  |  View/Download:9/0  |  Submit date:2022/04/02
2D Boussinesq system  vorticity formulation  transport noise  weak convergence  60H15  35Q35  
Layer-Splitting Methods for Time-Dependent Schrodinger Equations of Incommensurate Systems 期刊论文
COMMUNICATIONS IN COMPUTATIONAL PHYSICS, 2021, 卷号: 30, 期号: 5, 页码: 1474-1498
Authors:  Wang, Ting;  Chen, Huajie;  Zhou, Aihui;  Zhou, Yuzhi
Favorite  |  View/Download:7/0  |  Submit date:2022/04/02
Incommensurate system  time-dependent Schrodinger equation  time stepping scheme  
Convergence of a Distributed Least Squares 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2021, 卷号: 66, 期号: 10, 页码: 4952-4959
Authors:  Xie, Siyu;  Zhang, Yaqi;  Guo, Lei
Favorite  |  View/Download:10/0  |  Submit date:2022/04/02
Convergence  Estimation  Symmetric matrices  Stochastic processes  Task analysis  Complexity theory  Adaptive control  Convergence  cooperative excitation  diffusion strategies  distributed estimation  least squares (LS)  martingale theory  regret  
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:11/0  |  Submit date:2022/04/02
Stochastic Lotka-Volterra predator-prey model  Positivity  Stochastic symplecticity  Structure-preserving methods  Convergence order conditions  
Stochastic greedy algorithms for maximizing constrained submodular plus supermodular functions 期刊论文
CONCURRENCY AND COMPUTATION-PRACTICE & EXPERIENCE, 2021, 页码: 9
Authors:  Ji, Sai;  Xu, Dachuan;  Li, Min;  Wang, Yishui;  Zhang, Dongmei
Favorite  |  View/Download:30/0  |  Submit date:2021/10/26
approximation algorithm  constrained  stochastic greedy  submodular plus supermodular maximization  
Ergodic inventory control with diffusion demand and general ordering costs 期刊论文
OPERATIONS RESEARCH LETTERS, 2021, 卷号: 49, 期号: 4, 页码: 578-585
Authors:  Wei, Bo;  Yao, Dacheng
Favorite  |  View/Download:19/0  |  Submit date:2021/10/26
Stochastic inventory model  General ordering costs  Diffusion process  (s, S) policy  Impulse control