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科研机构
山东大学 [78]
内容类型
期刊论文 [77]
会议论文 [1]
发表日期
2018 [78]
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浏览/检索结果:
共78条,第1-10条
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发表日期:2018
专题:山东大学
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ON EFFECTIVE STOCHASTIC GALERKIN FINITE ELEMENT METHOD FOR STOCHASTIC OPTIMAL CONTROL GOVERNED BY INTEGRAL-DIFFERENTIAL EQUATIONS WITH RANDOM COEFFICIENTS
期刊论文
JOURNAL OF COMPUTATIONAL MATHEMATICS, 2018, 卷号: 36, 期号: 2, 页码: 183-201
作者:
Shen, Wanfang
;
Ge, Liang
收藏
  |  
浏览/下载:9/0
  |  
提交时间:2019/12/11
Effective gradient algorithm
Stochastic Galerkin method
Optimal
control problem
Elliptic integro-differential equations with random
coefficients
The method of mixed volume element-characteristic mixed volume element and its numerical analysis for three-dimensional slightly compressible two-phase displacement
期刊论文
NUMERICAL METHODS FOR PARTIAL DIFFERENTIAL EQUATIONS, 2018, 卷号: 34, 期号: 2, 页码: 661-685
作者:
Yuan, Yirang
;
Sun, Tongjun
;
Li, Changfeng
;
Yang, Qing
收藏
  |  
浏览/下载:7/0
  |  
提交时间:2019/12/11
conservation of mass
l(2) error estimates of second order
mixed volume
element-characteristic mixed volume element
numerical examples
three-dimensional compressible miscible displacement
Backward stochastic differential equations with rank-based data
期刊论文
中国科学. 数学, 2018, 卷号: 61, 期号: 1, 页码: 27-56
作者:
Chen Zhenqing
;
Feng Xinwei
收藏
  |  
浏览/下载:5/0
  |  
提交时间:2019/12/11
backward stochastic differential equations
ranked particles
named
particles
reflected Brownian motion
partial differential equations
viscosity solution
ON UNICITY OF MEROMORPHIC SOLUTIONS OF DIFFERENTIAL-DIFFERENCE EQUATIONS
期刊论文
JOURNAL OF THE KOREAN MATHEMATICAL SOCIETY, 2018, 卷号: 55, 期号: 4, 页码: 785-795
作者:
Hu, Pei-Chu
;
Wang, Qiong-Yan
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2019/12/11
differential-difference equation
unicity
meromorphic solution
Nevanlinna theory
Differential equations driven by rough paths with jumps
期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2018, 卷号: 264, 期号: 10, 页码: 6226-6301
作者:
Friz, Peter K.
;
Zhang, Huilin
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  |  
浏览/下载:4/0
  |  
提交时间:2019/12/11
Rough paths with jumps
Ito stochastic and rough differential equations
with jumps
General semimartingales
Limit theorems
Hölder continuous periodic solution of Boussinesq equation with partial viscosity
期刊论文
Calculus of Variations and Partial Differential Equations, 2018, 卷号: 57, 期号: 2
作者:
Tao T.
;
Zhang L.
收藏
  |  
浏览/下载:2/0
  |  
提交时间:2019/12/11
35Q30
76D03
An Indefinite Stochastic Linear Quadratic Optimal Control Problem with Delay and Related Forward-Backward Stochastic Differential Equations
期刊论文
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2018, 卷号: 179, 期号: 2, 页码: 1-23
作者:
Li, Na
;
Wang, Yuan
;
Wu, Zhen
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2019/12/11
Forward–backward stochastic differential equations
Hamiltonian system
Stochastic differential delayed equations
Stochastic linear quadratic problem
Existence results for fractional order differential equation with nonlocal Erdelyi-Kober and generalized Riemann-Liouville type integral boundary conditions at resonance
期刊论文
ADVANCES IN DIFFERENCE EQUATIONS, 2018
作者:
Sun, Qiao
;
Meng, Shuman
;
Cui, Yujun
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  |  
浏览/下载:11/0
  |  
提交时间:2019/12/11
Boundary value problem
Resonance
Integral conditions
Discrete gradient methods and linear projection methods for preserving a conserved quantity of stochastic differential equations
期刊论文
INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, 2018, 卷号: 95, 期号: 12, 页码: 2511-2524
作者:
Li, Xiuyan
;
Zhang, Chiping
;
Ma, Qiang
;
Ding, Xiaohua
收藏
  |  
浏览/下载:6/0
  |  
提交时间:2019/12/11
Stochastic differential equations
conserved quantity
mean-square
convergence
discrete gradient methods
linear projection methods
Morse Index Theorem of Lagrangian Systems and Stability of Brake Orbit
期刊论文
Journal of Dynamics and Differential Equations, 2018
作者:
Hu X.
;
Wu L.
;
Yang R.
收藏
  |  
浏览/下载:15/0
  |  
提交时间:2019/12/11
Lagrangian systems
Maslov index
Morse index
Self-adjoint boundary conditions
Stability of brake orbits
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