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Convergence rate of multiscale finite element method for various boundary problems 期刊论文
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2020, 卷号: 374, 页码: 8
作者:  Ye, Changqing;  Dong, Hao;  Cui, Junzhi
收藏  |  浏览/下载：161/0  |  提交时间：2020/05/24
Multiscale finite element method  Boundary problems  Hemivariational inequality  Homogenization theory  Numerical convergence rate  
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：151/0  |  提交时间：2020/05/24
Forward backward stochastic differential equations  stochastic optimal control  stochastic maximum principle  projected quasi-Newton methods