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A spectral method for stochastic fractional PDEs using dynamically-orthogonal/bi-orthogonal decomposition 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2022, 卷号: 461, 页码: 17
作者:  Zhao, Yue;  Mao, Zhiping;  Guo, Ling;  Tang, Yifa;  Karniadakis, George Em
收藏  |  浏览/下载:58/0  |  提交时间:2023/02/07
Uncertainty quantification  Anomalous transport  Quasi Monte Carlo simulation  Generalized polynomial chaos  Long-time integration  Poly-fractonomials  
On algorithmic construction of maximin distance designs 期刊论文
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2017, 卷号: 46, 期号: 10, 页码: 7972-7985
作者:  Mu, Weiyan;  Xiong, Shifeng
收藏  |  浏览/下载:97/0  |  提交时间:2018/07/30
Computer experiment  Global optimization  Nested design  Projectional property  Quasi-Monte Carlo  Sliced design  Space-filling design  
Parallel computing method of valuing for multi-asset European option 期刊论文
INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING, 2004, 卷号: 3, 期号: 4, 页码: 575-581
作者:  Zheng, WM;  Shu, JW
收藏  |  浏览/下载:112/0  |  提交时间:2018/07/30
multi-asset European  parallel computing  option valuing  Monte-Carlo method  high dimension problem  
Testing multivariate uniformity and its applications 期刊论文
MATHEMATICS OF COMPUTATION, 2001, 卷号: 70, 期号: 233, 页码: 337-355
作者:  Liang, JJ;  Fang, KT;  Hickernell, FJ;  Li, RZ
收藏  |  浏览/下载:110/0  |  提交时间:2018/07/30
goodness-of-fit  discrepancy  quasi-Monte Carlo methods  testing uniformity  
SOME APPLICATION OF NUMBER-THEORETIC METHODS IN STATISTICS 期刊论文
STATISTICAL SCIENCE, 1994, 卷号: 9, 期号: 3, 页码: 416-428
作者:  FANG, KT;  WANG, Y;  BENTLER, PM
收藏  |  浏览/下载:80/0  |  提交时间:2018/07/30
F-DISCREPANCY  NUMBER-THEORETIC METHOD  MULTIVARIATE DISTRIBUTION  MULTIVARIATE STATISTICS  QUASI-MONTE-CARLO METHOD