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A unified stochastic particle method based on the Bhatnagar-Gross-Krook model for polyatomic gases and its combination with DSMC
期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2022, 卷号: 471, 页码: 21
作者:
Fei,Fei
;
Hu Y(胡远)
;
Jenny,Patrick
收藏
  |  
浏览/下载:22/0
  |  
提交时间:2022/11/21
Stochastic particle method
BGK model
DSMC
Polyatomic gas
Multiscale flows
Pricing Discrete Barrier Options Under the Jump-Diffusion Model with Stochastic Volatility and Stochastic Intensity
期刊论文
COMMUNICATIONS IN MATHEMATICS AND STATISTICS, 2022, 页码: 25
作者:
Duan, Pingtao
;
Liu, Yuting
;
Ma, Zhiming
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  |  
浏览/下载:8/0
  |  
提交时间:2023/02/07
Option pricing
Discrete barrier options
Jump-diffusion model
Stochastic volatility
Stochastic intensity
LARGE N LIMIT OF THE O(N) LINEAR SIGMA MODEL VIA STOCHASTIC QUANTIZATION
期刊论文
ANNALS OF PROBABILITY, 2022, 卷号: 50, 期号: 1, 页码: 131-202
作者:
Shen, Hao
;
Smith, Scott A.
;
Zhu, Rongchan
;
Zhu, Xiangchan
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  |  
浏览/下载:10/0
  |  
提交时间:2022/04/29
O(N) linear sigma model
Phi(4)
mean-field limit
stochastic quantization
space-time white noise
Positivity-preserving symplectic methods for the stochastic Lotka-Volterra predator-prey model
期刊论文
BIT NUMERICAL MATHEMATICS, 2021, 页码: 28
作者:
Hong, Jialin
;
Ji, Lihai
;
Wang, Xu
;
Zhang, Jingjing
收藏
  |  
浏览/下载:13/0
  |  
提交时间:2022/04/02
Stochastic Lotka-Volterra predator-prey model
Positivity
Stochastic symplecticity
Structure-preserving methods
Convergence order conditions
Ergodic inventory control with diffusion demand and general ordering costs
期刊论文
OPERATIONS RESEARCH LETTERS, 2021, 卷号: 49, 期号: 4, 页码: 578-585
作者:
Wei, Bo
;
Yao, Dacheng
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  |  
浏览/下载:69/0
  |  
提交时间:2021/10/26
Stochastic inventory model
General ordering costs
Diffusion process
(s, S) policy
Impulse control
Collective stochastic dynamics of the Cucker-Smale ensemble under uncertain communication
期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2021, 卷号: 284, 页码: 39-82
作者:
Ha, Seung-Yeal
;
Jung, Jinwook
;
Rockner, Michael
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  |  
浏览/下载:60/0
  |  
提交时间:2021/06/01
Cucker-Smale model
Emergence
Flocking
Random communication
Stochastic kinetic Cucker-Smale equation
Analyzing and modeling sub-diffusive transport of bedload along a heterogeneous gravel bed using stochastic and statistical methods
期刊论文
JOURNAL OF HYDROLOGY, 2021, 卷号: 596, 页码: 13
作者:
Li, ZhiPeng
;
Chen, Dong
;
Sun, HongGuang
;
Meng, ZhenZhu
;
Zhang, Yong
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  |  
浏览/下载:57/0
  |  
提交时间:2021/08/19
Bedload transport
Sub-diffusive
Heterogeneous gravel bed
Random walk
Stochastic model
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
Two decades of research with the GreenLab model in agronomy
期刊论文
ANNALS OF BOTANY, 2021, 卷号: 127, 期号: 3, 页码: 281-295
作者:
de Reffye, Philippe
;
Hu, Baogang
;
Kang, Mengzhen
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  |  
浏览/下载:29/0
  |  
提交时间:2021/06/15
FSPM
stochastic functional-structural plant model
organic series
organ cohorts
source and sink organs
Life Prediction of Reinforced Concrete in Saline Soil Based on Wiener Stochastic Process
期刊论文
Gongcheng Kexue Yu Jishu/Advanced Engineering Science, 2021, 卷号: 53, 期号: 1, 页码: 113-121
作者:
Lu, Chenggong
;
Wei, Zhiqiang
;
Qiao, Hongxia
;
Xue, Cuizhen
;
Fu, Yong
收藏
  |  
浏览/下载:8/0
  |  
提交时间:2021/03/02
Bars (metal)
Calcium carbonate
Concrete construction
Deterioration
Elastic moduli
Forecasting
Gypsum
Hydration
Quality control
Random processes
Silica fume
Soils
Steel corrosion
Stochastic models
Stochastic systems
Ultrasonic testing
Underground corrosion
Capillary adsorptions
Concrete performance
Corrosion products
Corrosive expansions
Dynamic elastic moduli
Evaluation parameters
Resistance degradation
Stochastic process model
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