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Numerical computation of probabilities for nonlinear SDEs in high dimension using Kolmogorov equation br 期刊论文
APPLIED MATHEMATICS AND COMPUTATION, 2023, 卷号: 436, 页码: 17
作者:  Flandoli, Franco;  Luo, Dejun;  Ricci, Cristiano
收藏  |  浏览/下载：74/0  |  提交时间：2023/02/07
High dimensional Kolmogorov equation  Numerical solution  Iteration scheme  Gaussian process  
On the Relation Between the Girsanov Transform and the Kolmogorov Equations for SPDEs 期刊论文
POTENTIAL ANALYSIS, 2021, 页码: 28
作者:  Flandoli, Franco;  Luo, Dejun;  Ricci, Cristiano
收藏  |  浏览/下载：123/0  |  提交时间：2021/10/26
Girsanov transform  Kolmogorov equation  Iteration scheme  Series expansion  Well posedness  
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
作者:  Bai, Zhong-Zhi;  Lu, Kang-Ya
收藏  |  浏览/下载：151/0  |  提交时间：2021/04/26
Fractional optimal control problem  Numerical discretizations  Block two-by-two linear system  Preconditioning  Spectral bounds  Krylov subspace iteration methods  Convergence property  
Imaging of buried obstacles in a two-layered medium with phaseless far-field data 期刊论文
INVERSE PROBLEMS, 2021, 卷号: 37, 期号: 5, 页码: 26
作者:  Li, Long;  Yang, Jiansheng;  Zhang, Bo;  Zhang, Haiwen
收藏  |  浏览/下载：181/0  |  提交时间：2021/06/01
two-layered medium  buried obstacle  phaseless far-field data  direct imaging method  recursive Newton-type iteration algorithm  
A Nodal Finite Element Method for a Thermally Coupled Eddy-Current Problem with Moving Conductors 期刊论文
COMMUNICATIONS IN COMPUTATIONAL PHYSICS, 2021, 卷号: 29, 期号: 3, 页码: 767-801
作者:  Wang, Zezhong;  Hu, Qiya
收藏  |  浏览/下载：116/0  |  提交时间：2021/04/26
Thermally coupled eddy-current problem  finite element method  time step-length iteration  Picard iteration  optimal error estimates  preconditioner  
A numerical approach to Kolmogorov equation in high dimension based on Gaussian analysis 期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2021, 卷号: 493, 期号: 1, 页码: 29
作者:  Flandoli, Franco;  Luo, Dejun;  Ricci, Cristiano
收藏  |  浏览/下载：174/0  |  提交时间：2021/01/14
Kolmogorov equation  Numerical solution  Iteration schema  Gaussian process  
ON GREEDY RANDOMIZED AUGMENTED KACZMARZ METHOD FOR SOLVING LARGE SPARSE INCONSISTENT LINEAR SYSTEMS 期刊论文
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2021, 卷号: 43, 期号: 6, 页码: A3892-A3911
作者:  Bai, Zhong-Zhi;  Wu, Wen-Ting
收藏  |  浏览/下载：111/0  |  提交时间：2022/04/02
system of linear equations  inconsistency  augmented linear system  Kaczmarz method  randomized iteration  convergence property  
Periodic Points and Normality Concerning Meromorphic Functions with Multiplicity 期刊论文
ACTA MATHEMATICA SCIENTIA, 2020, 卷号: 40, 期号: 5, 页码: 1429-1444
作者:  Deng, Bingmao;  Fang, Mingliang;  Wang, Yuefei
收藏  |  浏览/下载：169/0  |  提交时间：2020/11/18
normality  iteration  periodic points  
LOW-RANK MATRIX ITERATION USING POLYNOMIAL-FILTERED SUBSPACE EXTRACTION 期刊论文
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2020, 卷号: 42, 期号: 3, 页码: A1686-A1713
作者:  Li, Yongfeng;  Liu, Haoyang;  Wen, Zaiwen;  Yuan, Ya-Xiang
收藏  |  浏览/下载：146/0  |  提交时间：2020/09/23
low-rank matrix iteration  eigenvalue decomposition  inexact optimization method  polynomial filter  subspace extraction  
On regularized Hermitian splitting iteration methods for solving discretized almost-isotropic spatial fractional diffusion equations 期刊论文
NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS, 2020, 卷号: 27, 期号: 1, 页码: 21
作者:  Bai, Zhong-Zhi;  Lu, Kang-Ya
收藏  |  浏览/下载：160/0  |  提交时间：2020/06/30
convergence property  matrix splitting iteration  preconditioning  spatial fractional diffusion equation