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中国科学院数学与系统科学研究院机构知识库
KMS Of Academy of mathematics and systems sciences, CAS
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Point vortex approximation for 2D Navier-Stokes equations driven by space-time white noise
期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2021, 卷号: 493, 期号: 2, 页码: 21
Authors:
Flandoli, Franco
;
Luo, Dejun
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Submit date:2021/01/14
Point vortices
Navier-Stokes equations
Space-time white noise
Vorticity formulation
Weak convergence
A scaling limit for the stochastic mSQG equations with multiplicative transport noises
期刊论文
STOCHASTICS AND DYNAMICS, 2020, 卷号: 20, 期号: 6, 页码: 21
Authors:
Luo, Dejun
;
Saal, Martin
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Submit date:2021/01/14
Modified Surface Quasi-Geostrophic equation
transport noise
scaling limit
weak convergence
3D tamed Navier-Stokes equations driven by multiplicative Levy noise: Existence, uniqueness and large deviations
期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2020, 卷号: 492, 期号: 1, 页码: 48
Authors:
Dong, Zhao
;
Zhang, Rangrang
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Submit date:2020/11/18
Stochastic 3D tamed Navier-Stokes equations
Levy noise
Large deviations
Weak convergence method
Error estimate on the tanh meshes for the time fractional diffusion equation
期刊论文
NUMERICAL METHODS FOR PARTIAL DIFFERENTIAL EQUATIONS, 2020, 页码: 21
Authors:
Zhang, Jiali
;
Huang, Jizu
;
Wang, Kun
;
Wang, Xin
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Submit date:2021/01/14
Caputo fractional derivative
error estimate
the tanh meshes
unconditionally stable
weak singularity
On the Law of Large Numbers for the Empirical Measure Process of Generalized Dyson Brownian Motion
期刊论文
JOURNAL OF STATISTICAL PHYSICS, 2020, 页码: 29
Authors:
Li, Songzi
;
Li, Xiang-Dong
;
Xie, Yong-Xiao
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Submit date:2021/01/14
Generalized Dyson Brownian motion
McKean-Vlasov equation
Gradient flow
Optimal transportation
Voiculescu free entropy
Law of Large Numbers
Propagation of chaos
Towards mesoscopic ergodic theory
期刊论文
SCIENCE CHINA-MATHEMATICS, 2020, 页码: 24
Authors:
Qi, Weiwei
;
Shen, Zhongwei
;
Wang, Shirou
;
Yi, Yingfei
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Submit date:2020/09/23
ergodic theory
stochastic differential equation
Fokker-Planck equation
stationary measure
physical measure
mesoscopic limit
Large Deviations for Quasilinear Parabolic Stochastic Partial Differential Equations
期刊论文
POTENTIAL ANALYSIS, 2020, 卷号: 53, 期号: 1, 页码: 183-202
Authors:
Dong, Zhao
;
Zhang, Rangrang
;
Zhang, Tusheng
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Submit date:2020/09/23
Freidlin-Wentzell's large deviations
Quailinear stochastic partial differential equations
Weak convergence approach
Drift-preserving numerical integrators for stochastic Hamiltonian systems
期刊论文
ADVANCES IN COMPUTATIONAL MATHEMATICS, 2020, 卷号: 46, 期号: 2, 页码: 22
Authors:
Chen, Chuchu
;
Cohen, David
;
D'Ambrosio, Raffaele
;
Lang, Annika
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Submit date:2020/05/24
Stochastic differential equations
Stochastic Hamiltonian systems
Energy
Trace formula
Numerical schemes
Strong convergence
Weak convergence
Multilevel Monte Carlo
LARGE DEVIATION PRINCIPLES FOR FIRST-ORDER SCALAR CONSERVATION LAWS WITH STOCHASTIC FORCING
期刊论文
ANNALS OF APPLIED PROBABILITY, 2020, 卷号: 30, 期号: 1, 页码: 324-367
Authors:
Dong, Zhao
;
Wu, Jiang-Lun
;
Zhang, Rangrang
;
Zhang, Tusheng
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Submit date:2020/05/24
Large deviations
first-order conservation laws
weak convergence approach
kinetic solution
Mixed Weak Galerkin Method for Heat Equation with Random Initial Condition
期刊论文
MATHEMATICAL PROBLEMS IN ENGINEERING, 2020, 卷号: 2020, 页码: 11
Authors:
Zhou, Chenguang
;
Zou, Yongkui
;
Chai, Shimin
;
Zhang, Fengshan
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Submit date:2020/05/24