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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
作者:  Zhang, Jiali;  Huang, Jizu;  Wang, Kun;  Wang, Xin
收藏  |  浏览/下载：160/0  |  提交时间：2021/01/14
Caputo fractional derivative  error estimate  the tanh meshes  unconditionally stable  weak singularity  
Absolute continuity and numerical approximation of stochastic Cahn-Hilliard equation with unbounded noise diffusion 期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2020, 卷号: 269, 期号: 11, 页码: 10143-10180
作者:  Cui, Jianbo;  Hong, Jialin
收藏  |  浏览/下载：120/0  |  提交时间：2021/01/14
Stochastic Cahn-Hilliard equation  Unbounded noise diffusion  Malliavin calculus  Numerical approximation  Strong convergence rate  
An Efficient Numerical Algorithm for Solving Data Driven Feedback Control Problems 期刊论文
JOURNAL OF SCIENTIFIC COMPUTING, 2020, 卷号: 85, 期号: 2, 页码: 27
作者:  Archibald, Richard;  Bao, Feng;  Yong, Jiongmin;  Zhou, Tao
收藏  |  浏览/下载：129/0  |  提交时间：2021/01/14
Stochastic optimal control  Nonlinear filtering  Data driven  Maximum principle  Stochastic optimization  
A natural extension of Markov processes and applications to singular SDEs 期刊论文
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2020, 卷号: 56, 期号: 4, 页码: 2480-2506
作者:  Beznea, Lucian;  Cimpean, Iulian;  Rockner, Michael
收藏  |  浏览/下载：120/0  |  提交时间：2021/01/14
Stochastic differential equation on Hilbert spaces  Stochastic PDE  Martingale problem  Not allowed starting point  Girsanov transform  Nonregular drift  Dirichlet form  Right process  Fine topology  
Mean field linear-quadratic control: Uniform stabilization and social optimality 期刊论文
AUTOMATICA, 2020, 卷号: 121, 页码: 14
作者:  Wang, Bing-Chang;  Zhang, Huanshui;  Zhang, Ji-Feng
收藏  |  浏览/下载：128/0  |  提交时间：2021/01/14
Mean field game  Variational analysis  Stabilization control  FBSDE  Riccati equation  
Descent of Ordinary Differential Equations with Rational General Solutions 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2020, 页码: 10
作者:  Feng, Shuang;  Feng, Ruyong
收藏  |  浏览/下载：134/0  |  提交时间：2021/01/14
Algebraic ordinary differential equation  differential descent  rational general solution  
Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs 期刊论文
STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS, 2020, 页码: 12
作者:  Barbu, Viorel;  Roeckner, Michael
收藏  |  浏览/下载：127/0  |  提交时间：2021/01/14
Fokker-Planck equation  Mild solution  Distributional solution  
Towards mesoscopic ergodic theory 期刊论文
SCIENCE CHINA-MATHEMATICS, 2020, 页码: 24
作者:  Qi, Weiwei;  Shen, Zhongwei;  Wang, Shirou;  Yi, Yingfei
收藏  |  浏览/下载：115/0  |  提交时间：2020/09/23
ergodic theory  stochastic differential equation  Fokker-Planck equation  stationary measure  physical measure  mesoscopic limit  
Ornstein-Uhlenbeck processes with singular drifts: integral estimates and Girsanov densities 期刊论文
PROBABILITY THEORY AND RELATED FIELDS, 2020, 页码: 31
作者:  Gordina, Maria;  Roeckner, Michael;  Teplyaev, Alexander
收藏  |  浏览/下载：139/0  |  提交时间：2020/09/23
Ornstein-Uhlenbeck process  Singular perturbation  Nonlinear infinite-dimensional stochastic differential equations  Non-Lipschitz monotone coefficients  Girsanov theorem  
Oscillatory behavior of second-order nonlinear neutral differential equations 期刊论文
ADVANCES IN DIFFERENCE EQUATIONS, 2020, 卷号: 2020, 期号: 1, 页码: 8
作者:  Liu, Jun;  Liu, Xi;  Yu, Yuanhong
收藏  |  浏览/下载：143/0  |  提交时间：2020/09/23
Oscillation  Neutral differential equation  Riccati transformation