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On the Relation Between the Girsanov Transform and the Kolmogorov Equations for SPDEs 期刊论文
POTENTIAL ANALYSIS, 2021, 页码: 28
作者:  Flandoli, Franco;  Luo, Dejun;  Ricci, Cristiano
收藏  |  浏览/下载:132/0  |  提交时间:2021/10/26
Girsanov transform  Kolmogorov equation  Iteration scheme  Series expansion  Well posedness  
Analysis of the second-order BDF scheme with variable steps for the molecular beam epitaxial model without slope selection 期刊论文
SCIENCE CHINA-MATHEMATICS, 2021, 页码: 16
作者:  Liao, Hong-Lin;  Song, Xuehua;  Tang, Tao;  Zhou, Tao
收藏  |  浏览/下载:143/0  |  提交时间:2021/04/26
molecular beam epitaxial growth  variable-step BDF2 scheme  discrete orthogonal convolution kernels  energy stability  convergence analysis  
A numerical approach to Kolmogorov equation in high dimension based on Gaussian analysis 期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2021, 卷号: 493, 期号: 1, 页码: 29
作者:  Flandoli, Franco;  Luo, Dejun;  Ricci, Cristiano
收藏  |  浏览/下载:181/0  |  提交时间:2021/01/14
Kolmogorov equation  Numerical solution  Iteration schema  Gaussian process  
L-1-CONVERGENCE TO GENERALIZED BARENBLATT SOLUTION FOR COMPRESSIBLE EULER EQUATIONS WITH TIME-DEPENDENT DAMPING 期刊论文
SIAM JOURNAL ON MATHEMATICAL ANALYSIS, 2021, 卷号: 53, 期号: 5, 页码: 6048-6072
作者:  Geng, Shifeng;  Huang, Feimin;  Wu, Xiaochun
收藏  |  浏览/下载:151/0  |  提交时间:2022/04/02
convergence rates  compressible Euler equations  generalized Barenblatt solution  time-dependent damping  compensated compactness