中文版 | English

在结果中检索

CSpace

浏览/检索结果: 共13条，第1-10条 帮助

限定条件        
已选(0)清除 条数/页：   排序方式：
AN EXPLICIT MULTISTEP SCHEME FOR MEAN-FIELD FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS 期刊论文
JOURNAL OF COMPUTATIONAL MATHEMATICS, 2021, 页码: 25
作者:  Sun, Yabing;  Yang, Jie;  Zhao, Weidong;  Zhou, Tao
收藏  |  浏览/下载：109/0  |  提交时间：2022/04/02
Mean-field forward backward stochastic differential equations  Explicit multistep scheme  Error estimates  
Highly Accurate Numerical Schemes for Stochastic Optimal Control Via FBSDEs 期刊论文
NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS, 2020, 卷号: 13, 期号: 2, 页码: 296-319
作者:  Fu, Yu;  Zhao, Weidong;  Zhou, Tao
收藏  |  浏览/下载：145/0  |  提交时间：2020/05/24
Forward backward stochastic differential equations  stochastic optimal control  stochastic maximum principle  projected quasi-Newton methods  
ON ENERGY STABLE, MAXIMUM-PRINCIPLE PRESERVING, SECOND-ORDER BDF SCHEME WITH VARIABLE STEPS FOR THE ALLEN-CAHN EQUATION 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2020, 卷号: 58, 期号: 4, 页码: 2294-2314
作者:  Liao, Hong-lin;  Tang, Tao;  Zhou, Tao
收藏  |  浏览/下载：115/0  |  提交时间：2021/01/14
Allen-Cahn equation  nonuniform BDF2 scheme  energy stability  discrete maximum principle  convergence analysis  
A GAUSS-SEIDEL TYPE METHOD FOR DYNAMIC NONLINEAR COMPLEMENTARITY PROBLEMS 期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2020, 卷号: 58, 期号: 6, 页码: 3389-3412
作者:  Wu, Shu-Lin;  Zhou, Tao;  Chen, Xiaojun
收藏  |  浏览/下载：122/0  |  提交时间：2021/04/26
dynamic nonlinear complementarity problems  iterative methods  convergence analysis  nonsmooth circuit systems  projected dynamic systems  
Explicit Deferred Correction Methods for Second-Order Forward Backward Stochastic Differential Equations 期刊论文
JOURNAL OF SCIENTIFIC COMPUTING, 2019, 卷号: 79, 期号: 3, 页码: 1409-1432
作者:  Yang, Jie;  Zhao, Weidong;  Zhou, Tao
收藏  |  浏览/下载：154/0  |  提交时间：2020/01/10
Deferred correction method  Second-order forward backward stochastic differential equations  Euler scheme  High-order rate of convergence  
ACCELERATION OF THE TWO-LEVEL MGRIT ALGORITHM VIA THE DIAGONALIZATION TECHNIQUE 期刊论文
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2019, 卷号: 41, 期号: 5, 页码: A3421-A3448
作者:  Wu, Shu-Lin;  Zhou, Tao
收藏  |  浏览/下载：136/0  |  提交时间：2020/05/24
multigrid-reduction-in-time (MGRIT) algorithm  acceleration  convergence analysis  diagonalization technique  parallel coarse-grid-correction  
Parareal algorithms with local time-integrators for time-fractional differential equations 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2018, 卷号: 358, 页码: 135-149
作者:  Wu, Shu-Lin;  Zhou, Tao
收藏  |  浏览/下载：140/0  |  提交时间：2018/07/30
Parareal  Time-fractional differential equations  Local time-integrators  
EXPLICIT theta-SCHEMES FOR MEAN-FIELD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2018, 卷号: 56, 期号: 4, 页码: 2672-2697
作者:  Sun, Yabing;  Zhao, Weidong;  Zhou, Tao
收藏  |  浏览/下载：152/0  |  提交时间：2018/10/07
mean-field backward stochastic differential equation  theta-schemes  error estimates  
Deferred Correction Methods for Forward Backward Stochastic Differential Equations 期刊论文
NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS, 2017, 卷号: 10, 期号: 2, 页码: 222-242
作者:  Tang, Tao;  Zhao, Weidong;  Zhou, Tao
收藏  |  浏览/下载：119/0  |  提交时间：2018/07/30
Deferred correction method  forward backward stochastic differential equations  Euler method  high-order scheme  
Fast parareal iterations for fractional diffusion equations 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2017, 卷号: 329, 页码: 210-226
作者:  Wu, Shu-Lin;  Zhou, Tao
收藏  |  浏览/下载：94/0  |  提交时间：2018/07/30
Parareal algorithm  Fractional PDEs  Convergence analysis  Parameter optimization