CSpace

Browse/Search Results:  1-10 of 495 Help

Selected(0)Clear Items/Page:    Sort:
Adaptive Tracking Control of FIR Systems Under Binary-Valued Observations and Recursive Projection Identification 期刊论文
IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS, 2021, 卷号: 51, 期号: 9, 页码: 5289-5299
Authors:  Wang, Ting;  Hu, Min;  Zhao, Yanlong
Favorite  |  View/Download:5/0  |  Submit date:2021/10/26
Adaptive tracking control  binary-valued observations  convergence  convergence rate  finite impulse response (FIR) systems  identification  
Estimates of eigenvalues and eigenfunctions in elliptic homogenization with rapidly oscillating potentials 期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2021, 卷号: 292, 页码: 388-415
Authors:  Zhang, Yiping
Favorite  |  View/Download:2/0  |  Submit date:2021/10/26
Homogenization  Periodic coefficients  Rapidly oscillating potentials  Convergence rates  Eigenvalues and eigenfunctions  
Numerical Schemes for Time-Space Fractional Vibration Equations 期刊论文
ADVANCES IN APPLIED MATHEMATICS AND MECHANICS, 2021, 卷号: 13, 期号: 4, 页码: 806-826
Authors:  Zhang, Jingna;  Aleroev, Temirkhan S.;  Tang, Yifa;  Huang, Jianfei
Favorite  |  View/Download:26/0  |  Submit date:2021/06/01
Time-space fractional vibration equations  ADI scheme  stability  convergence  
Optimal rotated block-diagonal preconditioning for discretized optimal control problems constrained with fractional time-dependent diffusive equations 期刊论文
APPLIED NUMERICAL MATHEMATICS, 2021, 卷号: 163, 页码: 126-146
Authors:  Bai, Zhong-Zhi;  Lu, Kang-Ya
Favorite  |  View/Download:19/0  |  Submit date:2021/04/26
Fractional optimal control problem  Numerical discretizations  Block two-by-two linear system  Preconditioning  Spectral bounds  Krylov subspace iteration methods  Convergence property  
Asymptotically Efficient Recursive Identification of FIR Systems With Binary-Valued Observations 期刊论文
IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS, 2021, 卷号: 51, 期号: 5, 页码: 2687-2700
Authors:  Zhang, Hang;  Wang, Ting;  Zhao, Yanlong
Favorite  |  View/Download:31/0  |  Submit date:2021/06/01
Finite impulse response filters  Convergence  Approximation algorithms  Adaptive control  Projection algorithms  Estimation  Control systems  Asymptotic efficiency  binary-valued observations  convergence  Cramé  r–  Rao (CR) lower bound  identification  
Generalizations of Shanks transformation and corresponding convergence acceleration algorithms via pfaffians 期刊论文
NUMERICAL ALGORITHMS, 2021, 页码: 24
Authors:  Liu, Ya-Jie;  Chang, Xiang-Ke;  He, Yi;  Hu, Xing-Biao
Favorite  |  View/Download:2/0  |  Submit date:2021/10/26
Shanks transformation  Convergence acceleration algorithms  Pfaffians  
Sample average approximation of CVaR-based hedging problem with a deep-learning solution 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2021, 卷号: 56, 页码: 14
Authors:  Peng, Cheng;  Li, Shuang;  Zhao, Yanlong;  Bao, Ying
Favorite  |  View/Download:10/0  |  Submit date:2021/04/26
Conditional Value-at-Risk  Hedging strategies  Deep learning  Theoretical guarantee  Sample average approximation  Uniform convergence  
Weak convergence and invariant measure of a full discretization for parabolic SPDEs with non-globally Lipschitz coefficients 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2021, 卷号: 134, 页码: 55-93
Authors:  Cui, Jianbo;  Hong, Jialin;  Sun, Liying
Favorite  |  View/Download:1/0  |  Submit date:2021/10/26
Weak convergence  Invariant measure  Kolmogorov equation  Malliavin calculus  
Optimal rate of convergence for two classes of schemes to stochastic differential equations driven by fractional Brownian motions 期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2021, 卷号: 41, 期号: 2, 页码: 1608-1638
Authors:  Hong, Jialin;  Huang, Chuying;  Wang, Xu
Favorite  |  View/Download:1/0  |  Submit date:2021/10/26
fractional Brownian motion  strong convergence rate  Runge-Kutta method  simplified step-N Euler scheme  
Compensated projected Euler-Maruyama method for stochastic differential equations with superlinear jumps 期刊论文
APPLIED MATHEMATICS AND COMPUTATION, 2021, 卷号: 393, 页码: 11
Authors:  Li, Min;  Huang, Chengming;  Chen, Ziheng
Favorite  |  View/Download:9/0  |  Submit date:2021/04/26
Stochastic differential equations with jumps  Compensated projected Euler-Maruyama method  Mean square convergence  C-stability  B-consistency