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SYMPLECTIC DISCONTINUOUS GALERKIN FULL DISCRETIZATION FOR STOCHASTIC MAXWELL EQUATIONS 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2021, 卷号: 59, 期号: 4, 页码: 2197-2217
作者:  Chen, Chuchu
收藏  |  浏览/下载:107/0  |  提交时间:2022/04/02
stochastic Maxwell equations  symplectic dG full discretization  mean-square convergence  
ON ENERGY STABLE, MAXIMUM-PRINCIPLE PRESERVING, SECOND-ORDER BDF SCHEME WITH VARIABLE STEPS FOR THE ALLEN-CAHN EQUATION 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2020, 卷号: 58, 期号: 4, 页码: 2294-2314
作者:  Liao, Hong-lin;  Tang, Tao;  Zhou, Tao
收藏  |  浏览/下载:119/0  |  提交时间:2021/01/14
Allen-Cahn equation  nonuniform BDF2 scheme  energy stability  discrete maximum principle  convergence analysis  
A UNIFIED PROBABILISTIC DISCRETIZATION SCHEME FOR FBSDEs: STABILITY, CONSISTENCY, AND CONVERGENCE ANALYSIS 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2020, 卷号: 58, 期号: 4, 页码: 2351-2375
作者:  Yang, Jie;  Zhao, Weidong;  Zhou, Tao
收藏  |  浏览/下载:133/0  |  提交时间:2021/01/14
forward backward stochastic differential equations  numerical schemes  stability  consistency  convergence analysis  
EXPLICIT theta-SCHEMES FOR MEAN-FIELD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2018, 卷号: 56, 期号: 4, 页码: 2672-2697
作者:  Sun, Yabing;  Zhao, Weidong;  Zhou, Tao
收藏  |  浏览/下载:154/0  |  提交时间:2018/10/07
mean-field backward stochastic differential equation  theta-schemes  error estimates