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Exponential integrators for stochastic Maxwell?s equations driven by It? noise 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2020, 卷号: 410, 页码: 21
Authors:  Cohen, David;  Cui, Jianbo;  Hong, Jialin;  Sun, Liying
Favorite  |  View/Download:0/0  |  Submit date:2020/06/30
Drift-preserving numerical integrators for stochastic Hamiltonian systems 期刊论文
ADVANCES IN COMPUTATIONAL MATHEMATICS, 2020, 卷号: 46, 期号: 2, 页码: 22
Authors:  Chen, Chuchu;  Cohen, David;  D'Ambrosio, Raffaele;  Lang, Annika
Favorite  |  View/Download:1/0  |  Submit date:2020/05/24
Stochastic differential equations  Stochastic Hamiltonian systems  Energy  Trace formula  Numerical schemes  Strong convergence  Weak convergence  Multilevel Monte Carlo  
Data-driven polynomial chaos expansions: A weighted least-square approximation 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2019, 卷号: 381, 页码: 129-145
Authors:  Guo, Ling;  Liu, Yongle;  Zhou, Tao
Favorite  |  View/Download:9/0  |  Submit date:2019/03/11
Uncertainty quantification  Data-driven polynomial chaos expansions  Weighted least-squares  Equilibrium measure  
DYNAMIC EVALUATION OF EXPONENTIAL POLYNOMIAL CURVES AND SURFACES VIA BASIS TRANSFORMATION 期刊论文
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2019, 卷号: 41, 期号: 5, 页码: A3401-A3420
Authors:  Yang, Xunnian;  Hong, Jialin
Favorite  |  View/Download:1/0  |  Submit date:2020/05/24
curves and surfaces  linear differential operator  exponential polynomial  dynamic evaluation  basis transformation  
A Gradient-Enhanced l(1) Approach for the Recovery of Sparse Trigonometric Polynomials 期刊论文
COMMUNICATIONS IN COMPUTATIONAL PHYSICS, 2018, 卷号: 24, 期号: 1, 页码: 286-308
Authors:  Xu, Zhiqiang;  Zhou, Tao
Favorite  |  View/Download:8/0  |  Submit date:2019/03/05
Gradient-enhanced l(1) minimization  compressed sensing  sparse Fourier expansions  restricted isometry property  mutual incoherence  
Parareal algorithms with local time-integrators for time-fractional differential equations 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2018, 卷号: 358, 页码: 135-149
Authors:  Wu, Shu-Lin;  Zhou, Tao
Favorite  |  View/Download:9/0  |  Submit date:2018/07/30
Parareal  Time-fractional differential equations  Local time-integrators  
DYNAMIC EVALUATION OF FREE-FORM CURVES AND SURFACES 期刊论文
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2017, 卷号: 39, 期号: 2, 页码: B424-B441
Authors:  Yang, Xunnian;  Hong, Jialin
Favorite  |  View/Download:5/0  |  Submit date:2018/07/30
free-form curves and surfaces  linear differential systems  evaluation  dynamic generation