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Modified averaged vector field methods preserving multiple invariants for conservative stochastic differential equations 期刊论文
BIT NUMERICAL MATHEMATICS, 2020, 页码: 41
作者:  Chen, Chuchu;  Hong, Jialin;  Jin, Diancong
收藏  |  浏览/下载：134/0  |  提交时间：2020/05/24
Stochastic differential equations  Invariants  Conservative methods  Mean square convergence order  Quadrature formula  
CONSERVATIVE METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH A CONSERVED QUANTITY 期刊论文
INTERNATIONAL JOURNAL OF NUMERICAL ANALYSIS AND MODELING, 2016, 卷号: 13, 期号: 3, 页码: 435-456
作者:  Chen, Chuchu;  Cohen, David;  Hong, Jialin
收藏  |  浏览/下载：113/0  |  提交时间：2018/07/30
Stochastic differential equations  invariants  conservative methods  stochastic geometric numerical integration  quadrature formula  splitting technique  mean-square convergence order  weak convergence order  
A SPECTRAL METHOD FOR PANTOGRAPH-TYPE DELAY DIFFERENTIAL EQUATIONS AND ITS CONVERGENCE ANALYSIS 期刊论文
JOURNAL OF COMPUTATIONAL MATHEMATICS, 2009, 卷号: 27, 期号: 2-3, 页码: 254-265
作者:  Ali, Ishtiaq;  Brunner, Hermann;  Tang, Tao
收藏  |  浏览/下载：108/0  |  提交时间：2018/07/30
Spectral methods  Legendre quadrature formula  Pantograph-type delay differential equations  Error analysis  Exponential convergence  
Implicit Runge-Kutta methods based on Radau quadrature formula 期刊论文
INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, 2009, 卷号: 86, 期号: 8, 页码: 1394-1404
作者:  Ding, Xiaohua;  Tan, Jiabo
收藏  |  浏览/下载：115/0  |  提交时间：2018/07/30
W-transformation  symplectic  algebraically stable  symmetric  quadrature formula  
Evaluations of certain hypersingular integrals on interval 期刊论文
INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING, 2001, 卷号: 51, 期号: 10, 页码: 1195-1210
作者:  Du, QK
收藏  |  浏览/下载：93/0  |  提交时间：2018/07/30
hypersingular integrals  finite-part integrals  quadrature formula  
A SOLUTION OF PROBLEM 26 OF TURAN,P 期刊论文
SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY & TECHNOLOGICAL SCIENCES, 1995, 卷号: 38, 期号: 11, 页码: 1313-1319
作者:  SHI, YG
收藏  |  浏览/下载：83/0  |  提交时间：2018/07/30
GAUSSIAN QUADRATURE FORMULA  COTES NUMBERS  CHEBYSHEV NODES