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科研机构
数学与系统科学研究... [29]
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期刊论文 [29]
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2023 [1]
2022 [1]
2021 [3]
2020 [1]
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专题:数学与系统科学研究院
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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
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浏览/下载:51/0
  |  
提交时间:2023/02/07
High dimensional Kolmogorov equation
Numerical solution
Iteration scheme
Gaussian process
An efficient cascadic multigrid solver for 3-D magnetotelluric forward modelling problems using potentials
期刊论文
GEOPHYSICAL JOURNAL INTERNATIONAL, 2022, 卷号: 230, 期号: 3, 页码: 1834-1851
作者:
Pan, Kejia
;
Wang, Jinxuan
;
Hu, Shuanggui
;
Ren, Zhengyong
;
Cui, Tao
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  |  
浏览/下载:15/0
  |  
提交时间:2023/02/07
Electrical properties
Magnetotellurics
Numerical modelling
Numerical solutions
A Positivity-Preserving Finite Volume Scheme with Least Square Interpolation for 3D Anisotropic Diffusion Equation
期刊论文
JOURNAL OF SCIENTIFIC COMPUTING, 2021, 卷号: 89, 期号: 3, 页码: 25
作者:
Xie, Hui
;
Xu, Xuejun
;
Zhai, Chuanlei
;
Yong, Heng
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  |  
浏览/下载:12/0
  |  
提交时间:2022/04/02
Anisotropic diffusion
Positivity
Vertex unknowns
Least square
Two-scale and three-scale asymptotic computations of the Neumann-type eigenvalue problems for hierarchically perforated materials
期刊论文
APPLIED MATHEMATICAL MODELLING, 2021, 卷号: 92, 页码: 565-593
作者:
Ma, Qiang
;
Ye, Shuyu
;
Cui, Junzhi
;
Yang, Zhiqiang
;
Jiang, Xue
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  |  
浏览/下载:63/0
  |  
提交时间:2021/04/26
Hierarchically perforated structure
Successive two-scale asymptotic analysis
Neumann-type elliptic eigenvalue problem
Second-order two-scale and three-scale
asymptotic computations
Finite element simulation
Social Optima in Robust Mean Field LQG Control: From Finite to Infinite Horizon
期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2021, 卷号: 66, 期号: 4, 页码: 1529-1544
作者:
Wang, Bing-Chang
;
Huang, Jianhui
;
Zhang, Ji-Feng
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浏览/下载:45/0
  |  
提交时间:2021/06/01
Mathematical model
Games
Robustness
Uncertainty
Optimal control
Stochastic processes
Differential equations
Forward-backward stochastic differential equation (FBSDE)
linear quadratic optimal control
mean field control
model uncertainty
social functional variation
Optimal strong convergence rate of a backward Euler type scheme for the Cox-Ingersoll-Ross model driven by fractional Brownian motion
期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2020, 卷号: 130, 期号: 5, 页码: 2675-2692
作者:
Hong, Jialin
;
Huang, Chuying
;
Kamrani, Minoo
;
Wang, Xu
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浏览/下载:47/0
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提交时间:2020/06/30
Cox-Ingersoll-Ross model
Fractional Brownian motion
Backward Euler scheme
Optimal strong convergence rate
Malliavin calculus
A convergent adaptive finite element method for elliptic Dirichlet boundary control problems
期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2019, 卷号: 39, 期号: 4, 页码: 1985-2015
作者:
Gong, Wei
;
Liu, Wenbin
;
Tan, Zhiyu
;
Yan, Ningning
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浏览/下载:64/0
  |  
提交时间:2020/01/10
optimal control problem
elliptic equation
Dirichlet boundary control
energy space
adaptive finite element method
convergence
Strong convergence rates of semidiscrete splitting approximations for the stochastic Allen-Cahn equation
期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2019, 卷号: 39, 期号: 4, 页码: 2096-2134
作者:
Brehier, Charles-Edouard
;
Cui, Jianbo
;
Hong, Jialin
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  |  
浏览/下载:55/0
  |  
提交时间:2020/01/10
stochastic Allen-Cahn equation
splitting scheme
strong convergence rate
exponential integrability
Mittag-Leffler stabilization for an unstable time-fractional anomalous diffusion equation with boundary control matched disturbance
期刊论文
INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, 2019, 卷号: 29, 期号: 13, 页码: 4384-4401
作者:
Zhou, Hua-Cheng
;
Lv, Chunwan
;
Guo, Bao-Zhu
;
Chen, YangQuan
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  |  
浏览/下载:61/0
  |  
提交时间:2020/01/10
active disturbance rejection control (ADRC)
Mittag-Leffler stabilization
time-fractional anomalous diffusion equation
A Positivity-Preserving Finite Volume Scheme for Heat Conduction Equation on Generalized Polyhedral Meshes
期刊论文
COMMUNICATIONS IN COMPUTATIONAL PHYSICS, 2018, 卷号: 24, 期号: 5, 页码: 1375-1408
作者:
Xie, Hui
;
Xu, Xuejun
;
Zhai, Chuanlei
;
Yong, Heng
收藏
  |  
浏览/下载:28/0
  |  
提交时间:2019/03/05
Heat conduction
anisotropic diffusion tensor
distorted mesh
positivity-preserving
cell-centered scheme
vertex elimination
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