CSpace

浏览/检索结果: 共4条,第1-4条 帮助

限定条件        
已选(0)清除 条数/页:   排序方式:
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:132/0  |  提交时间:2021/01/14
Stochastic optimal control  Nonlinear filtering  Data driven  Maximum principle  Stochastic optimization  
A second-order and nonuniform time-stepping maximum-principle preserving scheme for time-fractional Allen-Cahn equations 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2020, 卷号: 414, 页码: 16
作者:  Liao, Hong-lin;  Tang, Tao;  Zhou, Tao
收藏  |  浏览/下载:181/0  |  提交时间:2020/06/30
Time-fractional Allen-Cahn equation  Alikhanov formula  Adaptive time-stepping strategy  Discrete maximum principle  Sharp error estimate  
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:150/0  |  提交时间:2020/05/24
Forward backward stochastic differential equations  stochastic optimal control  stochastic maximum principle  projected quasi-Newton methods  
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:120/0  |  提交时间:2021/01/14
Allen-Cahn equation  nonuniform BDF2 scheme  energy stability  discrete maximum principle  convergence analysis