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Efficient Stochastic Galerkin Methods for Maxwell's Equations with Random Inputs 期刊论文
JOURNAL OF SCIENTIFIC COMPUTING, 2019, 卷号: 80, 期号: 1, 页码: 248-267
作者:  Fang, Zhiwei;  Li, Jichun;  Tang, Tao;  Zhou, Tao
收藏  |  浏览/下载:160/0  |  提交时间:2020/01/10
Maxwell's equations  Finite element method  Random inputs  Polynomial chaos methods  Stochastic Galerkin  
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:164/0  |  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:140/0  |  提交时间:2020/05/24
multigrid-reduction-in-time (MGRIT) algorithm  acceleration  convergence analysis  diagonalization technique  parallel coarse-grid-correction  
Hermite Spectral Collocation Methods for Fractional PDEs in Unbounded Domains 期刊论文
COMMUNICATIONS IN COMPUTATIONAL PHYSICS, 2018, 卷号: 24, 期号: 4, 页码: 1143-1168
作者:  Tang, Tao;  Yuan, Huifang;  Zhou, Tao
收藏  |  浏览/下载:136/0  |  提交时间:2019/03/05
Fractional PDEs  Hermite polynomials/functions  unbounded domain  spectral collocation methods  
Supermartingale decomposition theorem under G-expectation 期刊论文
ELECTRONIC JOURNAL OF PROBABILITY, 2018, 卷号: 23, 页码: 20
作者:  Li, Hanwu;  Peng, Shige;  Song, Yongsheng
收藏  |  浏览/下载:234/0  |  提交时间:2018/07/30
G-expectation  (E)over-cap(9)-supermartingale  (E)over-cap(9)-supermartingale decomposition theorem  
Non-parametric quantile estimate for length-biased and right-censored data with competing risks 期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2018, 卷号: 47, 期号: 10, 页码: 2407-2424
作者:  Zhang, Feipeng;  Zhou, Yong
收藏  |  浏览/下载:177/0  |  提交时间:2018/07/30
Competing risks  Cumulative incidence function  Length-biased and right-censored data  Quantile  
WEIGHTED APPROXIMATE FEKETE POINTS: SAMPLING FOR LEAST-SQUARES POLYNOMIAL APPROXIMATION 期刊论文
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2018, 卷号: 40, 期号: 1, 页码: A366-A387
作者:  Guo, Ling;  Narayan, Akil;  Yan, Liang;  Zhou, Tao
收藏  |  浏览/下载:154/0  |  提交时间:2018/07/30
uncertainty quantification  least-squares approximations  Fekete points  QR decomposition  
EFFICIENT SPECTRAL SPARSE GRID APPROXIMATIONS FOR SOLVING MULTI-DIMENSIONAL FORWARD BACKWARD SDES 期刊论文
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2017, 卷号: 22, 期号: 9, 页码: 3439-3458
作者:  Fu, Yu;  Zhao, Weidong;  Zhou, Tao
收藏  |  浏览/下载:120/0  |  提交时间:2018/07/30
Spectral method  sparse grid approximations  forward backward stochastic differential equations  conditional expectations  fast Fourier transform  
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:142/0  |  提交时间:2018/07/30
stochastic optimal control  gradient projection methods  backward stochastic differential equations  conditional expectations  
Accelerated failure time model with quantile information 期刊论文
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2016, 卷号: 68, 期号: 5, 页码: 1001-1024
作者:  Zhao, Mu;  Wang, Yixin;  Zhou, Yong
收藏  |  浏览/下载:114/0  |  提交时间:2018/07/30
AFT model  Non-smooth estimating equation  Inverse probability weighted  Generalized moment method  Empirical likelihood