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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  
CONVERGENCE OF THE PML METHOD FOR ELASTIC WAVE SCATTERING PROBLEMS 期刊论文
MATHEMATICS OF COMPUTATION, 2016, 卷号: 85, 期号: 302, 页码: 2687-2714
作者:  Chen, Zhiming;  Xiang, Xueshuang;  Zhang, Xiaohui
收藏  |  浏览/下载:102/0  |  提交时间:2018/07/30
A Barzilai-Borwein conjugate gradient method 期刊论文
SCIENCE CHINA-MATHEMATICS, 2016, 卷号: 59, 期号: 8, 页码: 1511-1524
作者:  Dai YuHong;  Kou CaiXia
收藏  |  浏览/下载:126/0  |  提交时间:2018/07/30
conjugate gradient method  subspace minimization  Barzilai-Bowein gradient method  line search  descent property  global convergence  
Rigorous convergence analysis of alternating variable minimization with multiplier methods for quadratic programming problems with equality constraints 期刊论文
BIT NUMERICAL MATHEMATICS, 2016, 卷号: 56, 期号: 2, 页码: 399-422
作者:  Bai, Zhong-Zhi;  Tao, Min
收藏  |  浏览/下载:98/0  |  提交时间:2018/07/30
Equality-constraint quadratic programming problem  Solvability  Iteration method  Preconditioning  Asymptotic convergence  
Strong Feller properties for degenerate SDEs with jumps 期刊论文
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2016, 卷号: 52, 期号: 2, 页码: 888-897
作者:  Dong, Zhao;  Peng, Xuhui;  Song, Yulin;  Zhang, Xicheng
收藏  |  浏览/下载:160/0  |  提交时间:2018/07/30
Strong Feller property  SDE  Malliavin's calculus  Cylindrical alpha-stable process  Hormander's condition  
A ROBUST MULTILEVEL METHOD FOR THE TIME -HARMONIC MAXWELL EQUATION WITH HIGH WAVE NUMBER 期刊论文
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2016, 卷号: 38, 期号: 2, 页码: A856-A874
作者:  Lu, Peipei;  Xu, Xuejun
收藏  |  浏览/下载:100/0  |  提交时间:2018/07/30
multilevel method  time-harmonic Maxwell equation  high wave number  continuous interior penalty finite element method  GMRES method  local Fourier analysis  
Convergence Rate for Discrete-Time Multiagent Systems With Time-Varying Delays and General Coupling Coefficients 期刊论文
IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS, 2016, 卷号: 27, 期号: 1, 页码: 178-189
作者:  Chen, Yao;  Ho, Daniel W. C.;  Lu, Jinhu;  Lin, Zongli
收藏  |  浏览/下载:105/0  |  提交时间:2018/07/30
Convergence rate  joint connectivity  multiagent systems (MASs)  negative coupling coefficients  spanning tree