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An Efficient Numerical Algorithm for Solving Data Driven Feedback Control Problems 期刊论文
JOURNAL OF SCIENTIFIC COMPUTING, 2020, 卷号: 85, 期号: 2, 页码: 27
作者:  Archibald, Richard;  Bao, Feng;  Yong, Jiongmin;  Zhou, Tao
收藏  |  浏览/下载：128/0  |  提交时间：2021/01/14
Stochastic optimal control  Nonlinear filtering  Data driven  Maximum principle  Stochastic optimization  
Backward Stochastic Differential Equations Driven byG-Brownian Motion with Double Reflections 期刊论文
JOURNAL OF THEORETICAL PROBABILITY, 2020, 页码: 30
作者:  Li, Hanwu;  Song, Yongsheng
收藏  |  浏览/下载：140/0  |  提交时间：2021/01/14
G-expectation  Reflected backward SDE  Approximate Skorohod condition  
Two-Grid Based Adaptive Proper Orthogonal Decomposition Method for Time Dependent Partial Differential Equations 期刊论文
JOURNAL OF SCIENTIFIC COMPUTING, 2020, 卷号: 84, 期号: 3, 页码: 27
作者:  Dai, Xiaoying;  Kuang, Xiong;  Xin, Jack;  Zhou, Aihui
收藏  |  浏览/下载：156/0  |  提交时间：2020/10/12
Proper orthogonal decomposition  Galerkin projection  Error indicator  Adaptive  Two grid  
A High Accuracy Nonconforming Finite Element Scheme for Helmholtz Transmission Eigenvalue Problem 期刊论文
JOURNAL OF SCIENTIFIC COMPUTING, 2020, 卷号: 83, 期号: 3, 页码: 20
作者:  Xi, Yingxia;  Ji, Xia;  Zhang, Shuo
收藏  |  浏览/下载：134/0  |  提交时间：2020/09/23
Nonconforming finite element method  Transmission eigenvalues  High accurary  
A Rigorous Condition Number Estimate of an Immersed Finite Element Method 期刊论文
JOURNAL OF SCIENTIFIC COMPUTING, 2020, 卷号: 83, 期号: 2, 页码: 23
作者:  Wang, Saihua;  Wang, Feng;  Xu, Xuejun
收藏  |  浏览/下载：152/0  |  提交时间：2020/06/30
Interface problem  IFE method  Condition number  
Estimates of the Difference Between Two Probability Densities of Wiener Functionals and Its Application 期刊论文
JOURNAL OF THEORETICAL PROBABILITY, 2020, 页码: 27
作者:  Cao, Guilan;  He, Kai
收藏  |  浏览/下载：156/0  |  提交时间：2020/05/24
Donsker's delta function  Nondegenerate  Integration by parts  Non-Markovian SDE  Convergence rate