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Concentration phenomenon of semiclassical states to reaction-diffusion systems 期刊论文
ANNALI DI MATEMATICA PURA ED APPLICATA, 2022, 页码: 39
作者:  Gou, Tianxiang;  Zhang, Zhitao
收藏  |  浏览/下载:61/0  |  提交时间:2023/02/07
Concentration phenomenon  Semiclassical states  Reaction-diffusion system  Variational methods  
Pricing arithmetic Asian and Amerasian options: A diffusion operator integral expansion approach 期刊论文
JOURNAL OF FUTURES MARKETS, 2022, 页码: 25
作者:  Ding, Kailin;  Cui, Zhenyu;  Yang, Xiaoguang
收藏  |  浏览/下载:58/0  |  提交时间:2023/02/07
American Asian options  Asian option  diffusion operator integral  series expansion  
Pricing Discrete Barrier Options Under the Jump-Diffusion Model with Stochastic Volatility and Stochastic Intensity 期刊论文
COMMUNICATIONS IN MATHEMATICS AND STATISTICS, 2022, 页码: 25
作者:  Duan, Pingtao;  Liu, Yuting;  Ma, Zhiming
收藏  |  浏览/下载:55/0  |  提交时间:2023/02/07
Option pricing  Discrete barrier options  Jump-diffusion model  Stochastic volatility  Stochastic intensity  
A fourth-order unfitted characteristic finite element method for free-boundary problems 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2022, 卷号: 469, 页码: 19
作者:  Ma, Chuwen;  Zheng, Weiying
收藏  |  浏览/下载:64/0  |  提交时间:2023/02/07
Free-boundary problems  Unfitted characteristic finite element  methods  Convection-diffusion equation  Navier-Stokes equations  
HOLDER CONTINUITY OF SOLUTIONS FOR A CLASS OF DRIFT-DIFFUSION EQUATIONS 期刊论文
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS, 2022, 页码: 29
作者:  Nguyen, Quoc-Hung;  Sire, Yannick;  Truong, Le Xuan
收藏  |  浏览/下载:57/0  |  提交时间:2023/02/07
Drift-diffusion equations  dissipative SQG  regularity  De Giorgi method  
Linearization of nonlinear Fokker-Planck equations and applications 期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2022, 卷号: 322, 页码: 1-37
作者:  Ren, Panpan;  Roeckner, Michael;  Wang, Feng-Yu
收藏  |  浏览/下载:74/0  |  提交时间:2023/02/07
Nonlinear Fokker-Planck equation  McKean-Vlasov stochastic differential equation  Diffusion process  Ergodicity  Feynman-Kac formula  
A class of finite element methods with averaging techniques for solving the three-dimensional drift-diffusion model in semiconductor device simulations 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2022, 卷号: 458, 页码: 24
作者:  Zhang, Qianru;  Wang, Qin;  Zhang, Linbo;  Lu, Benzhuo
收藏  |  浏览/下载:54/0  |  提交时间:2023/02/07
Three-dimensional drift -diffusion model  Averaging technique  Finite element method  Semiconductor device  
Numerical simulations for optimised flow of second-grade nanofluid due to rotating disk with nonlinear thermal radiation: Chebyshev spectral collocation method analysis 期刊论文
PRAMANA-JOURNAL OF PHYSICS, 2022, 卷号: 96, 期号: 2, 页码: 10
作者:  Alsallami, Shami A. M.;  Usman;  Khan, Sami Ullah;  Ghaffari, Abuzar;  Khan, M. Ijaz;  El-Shorbagy, M. A.;  Khan, M. Riaz
收藏  |  浏览/下载:66/0  |  提交时间:2023/02/07
Radiative flow  viscoelastic nanofluid  Brownian motion and thermophoretic diffusion  Chebyshev spectral collocation method  65  40  gd  88  20  td  44  
Eddy heat exchange at the boundary under white noise turbulence 期刊论文
PHILOSOPHICAL TRANSACTIONS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES, 2022, 卷号: 380, 期号: 2219, 页码: 13
作者:  Flandoli;  Galeati, L;  Luo, DJ
收藏  |  浏览/下载:181/0  |  提交时间:2023/03/14
turbulence  eddy diffusion  vortex patch  covariance matrix  Dirichlet boundary condition  first eigenvalue  
A FOURTH-ORDER UNFITTED CHARACTERISTIC FINITE ELEMENT METHOD FOR SOLVING THE ADVECTION-DIFFUSION EQUATION ON TIME-VARYING DOMAINS 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2022, 卷号: 60, 期号: 4, 页码: 2203-2224
作者:  Ma, Chuwen;  Zhang, Qinghai;  Zheng, Weiying
收藏  |  浏览/下载:88/0  |  提交时间:2023/02/07
   unfitted characteristic finite element methods  time-varying domains  moving boundary problems  the advection-diffusion equation  fourth-order error estimates