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STOCHASTIC DIFFERENTIAL EQUATION WITH PIECEWISE CONTINUOUS ARGUMENTS: MARKOV PROPERTY, INVARIANT MEASURE AND NUMERICAL APPROXIMATION 期刊论文
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2022, 页码: 43
作者:  Chen, Chuchu;  Hong, Jialin;  Lu, Yulan
收藏  |  浏览/下载:101/0  |  提交时间:2023/02/07
   Invariant measure  Markov chain  weak convergence  backward Euler method  stochastic differential equations with piecewise continuous arguments  
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:155/0  |  提交时间:2020/01/10
Deferred correction method  Second-order forward backward stochastic differential equations  Euler scheme  High-order rate of convergence  
A Time-Dependent Finite Element Algorithm for Simulations of Ion Current Rectification and Hysteresis Properties of 3D Nanopore System 期刊论文
IEEE TRANSACTIONS ON NANOTECHNOLOGY, 2018, 卷号: 17, 期号: 3, 页码: 513-519
作者:  Xu, Jingjie;  Lu, Benzhuo;  Zhang, Linbo
收藏  |  浏览/下载:155/0  |  提交时间:2018/07/30
3D nanopore  analytical test  backward Euler  FEM  ICR  numerical simulation  PNP equations  varying voltage  
Adaptive finite element method for parabolic equations with Dirac measure 期刊论文
COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING, 2018, 卷号: 328, 页码: 217-241
作者:  Gong, Wei;  Liu, Huipo;  Yan, Ningning
收藏  |  浏览/下载:129/0  |  提交时间:2018/07/25
Parabolic equation  Dirac measure  Adaptive finite element method  Space-time discretization  A posteriori 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:120/0  |  提交时间:2018/07/30
Deferred correction method  forward backward stochastic differential equations  Euler method  high-order scheme  
deferredcorrectionmethodsforforwardbackwardstochasticdifferentialequations 期刊论文
numericalmathematicstheorymethodsandapplications, 2017, 卷号: 10, 期号: 2, 页码: 222
作者:  Tang Tao;  Zhao Weidong;  Zhou Tao
收藏  |  浏览/下载:98/0  |  提交时间:2020/01/10
AN EFFICIENT GRADIENT PROJECTION METHOD FOR STOCHASTIC OPTIMAL CONTROL PROBLEMS 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2017, 卷号: 55, 期号: 6, 页码: 2982-3005
作者:  Gong, Bo;  Liu, Wenbin;  Tang, Tao;  Zhao, Weidong;  Zhou, Tao
收藏  |  浏览/下载:140/0  |  提交时间:2018/07/30
stochastic optimal control  gradient projection methods  backward stochastic differential equations  conditional expectations  
Multistep Schemes for Forward Backward Stochastic Differential Equations with Jumps 期刊论文
JOURNAL OF SCIENTIFIC COMPUTING, 2016, 卷号: 69, 期号: 2, 页码: 651-672
作者:  Fu, Yu;  Zhao, Weidong;  Zhou, Tao
收藏  |  浏览/下载:126/0  |  提交时间:2018/07/30
Multistep scheme  Jump-diffusion process  Forward backward stochastic differential equation with jumps  
Flux-difference splitting-based upwind compact schemes for the incompressible Navier-Stokes equations 期刊论文
INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN FLUIDS, 2009, 卷号: 61, 期号: 5, 页码: 552-568
作者:  Shah, Abdullah;  Yuan, Li
收藏  |  浏览/下载:113/0  |  提交时间:2018/07/30
upwind compact difference  flux-difference splitting  incompressible Navier-Stokes equation  artificial compressibility  backward facing step  lid-driven cavity flow  
Cascadic multigrid methods for parabolic problems 期刊论文
SCIENCE IN CHINA SERIES A-MATHEMATICS, 2008, 卷号: 51, 期号: 8, 页码: 1415-1439
作者:  Du Qiang;  Ming PingBing
收藏  |  浏览/下载:96/0  |  提交时间:2018/07/30
cascadic multigrid method  parabolic problem  finite element methods  backward Euler scheme  smoother  stability  optimal error order  optimal complexity