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科研机构
数学与系统科学研究... [99]
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期刊论文 [99]
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2023 [3]
2022 [7]
2021 [8]
2020 [14]
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专题:数学与系统科学研究院
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CLT for approximating ergodic limit of SPDEs via a full discretization
期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2023, 卷号: 157, 页码: 1-41
作者:
Chen, Chuchu
;
Dang, Tonghe
;
Hong, Jialin
;
Zhou, Tau
收藏
  |  
浏览/下载:14/0
  |  
提交时间:2023/02/07
Central limit theorem
Stochastic partial differential equation
Full discretization
Poisson equation
Ergodic limit
Dissipation enhancement by transport noise for stochastic p-Laplace equations
期刊论文
NODEA-NONLINEAR DIFFERENTIAL EQUATIONS AND APPLICATIONS, 2023, 卷号: 30, 期号: 1, 页码: 24
作者:
Dong, Zhao
;
Luo, Dejun
;
Tang, Bin
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  |  
浏览/下载:27/0
  |  
提交时间:2023/02/07
p-Laplace operator
Transport noise
Dissipation enhancement
Semigroup approach
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
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  |  
浏览/下载:53/0
  |  
提交时间:2023/02/07
High dimensional Kolmogorov equation
Numerical solution
Iteration scheme
Gaussian process
Optimal Holder continuity and hitting probabilities for SPDEs with rough fractional noises
期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2022, 卷号: 512, 期号: 1, 页码: 21
作者:
Hong, Jialin
;
Liu, Zhihui
;
Sheng, Derui
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  |  
浏览/下载:7/0
  |  
提交时间:2023/02/07
Stochastic partial differential equation
Fractional Brownian sheet
Hurst index H < 1/2
Holder exponent
Hitting probability
A spectral method for stochastic fractional PDEs using dynamically-orthogonal/bi-orthogonal decomposition
期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2022, 卷号: 461, 页码: 17
作者:
Zhao, Yue
;
Mao, Zhiping
;
Guo, Ling
;
Tang, Yifa
;
Karniadakis, George Em
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  |  
浏览/下载:14/0
  |  
提交时间:2023/02/07
Uncertainty quantification
Anomalous transport
Quasi Monte Carlo simulation
Generalized polynomial chaos
Long-time integration
Poly-fractonomials
Contact-PIC numerical methods for simulating Vlasov-Poisson-Fokker-Planck problem
期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2022, 卷号: 459, 页码: 24
作者:
Shi, Yanyan
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  |  
浏览/下载:9/0
  |  
提交时间:2023/02/07
Vlasov-Poisson-Fokker-Planck system
Particle-in-cell technique
Contact 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
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  |  
浏览/下载:8/0
  |  
提交时间:2023/02/07
Nonlinear Fokker-Planck equation
McKean-Vlasov stochastic differential equation
Diffusion process
Ergodicity
Feynman-Kac formula
STOCHASTIC DIFFERENTIAL EQUATION WITH PIECEWISE CONTINUOUS ARGUMENTS: MARKOV PROPERTY, INVARIANT MEASURE AND NUMERICAL APPROXIMATION
期刊论文
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2022, 页码: 43
作者:
Chen, Chuchu
;
Hong, Jialin
;
Lu, Yulan
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  |  
浏览/下载:10/0
  |  
提交时间:2023/02/07
 
Invariant measure
Markov chain
weak convergence
backward Euler method
stochastic differential equations with piecewise continuous arguments
Accelerated exponential Euler scheme for stochastic heat equation: convergence rate of the density
期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2022, 页码: 40
作者:
Chen, Chuchu
;
Cui, Jianbo
;
Hong, Jialin
;
Sheng, Derui
收藏
  |  
浏览/下载:11/0
  |  
提交时间:2022/06/21
density
convergence order
accelerated exponential Euler scheme
stochastic heat equation
Malliavin calculus
Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations
期刊论文
STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS, 2022, 页码: 39
作者:
Roeckner, Michael
;
Xie, Longjie
;
Yang, Li
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  |  
浏览/下载:14/0
  |  
提交时间:2022/04/29
Stochastic hyperbolic-parabolic equations
Averaging principle
Strong and weak convergence
Homogenization
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