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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:4/0
  |  
提交时间:2023/02/07
 
Invariant measure
Markov chain
weak convergence
backward Euler method
stochastic differential equations with piecewise continuous arguments
Diagonalization-based parallel-in-time algorithms for parabolic PDE-constrained optimization problems
期刊论文
ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 2020, 卷号: 26, 页码: 26
作者:
Wu, Shu-Lin
;
Zhou, Tao
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  |  
浏览/下载:9/0
  |  
提交时间:2021/04/26
Parabolic PDE-constrained optimization
PinT algorithm
diagonalization technique
preconditioner
GMRES
BiCGStab
Explicit Deferred Correction Methods for Second-Order Forward Backward Stochastic Differential Equations
期刊论文
JOURNAL OF SCIENTIFIC COMPUTING, 2019, 卷号: 79, 期号: 3, 页码: 1409-1432
作者:
Yang, Jie
;
Zhao, Weidong
;
Zhou, Tao
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  |  
浏览/下载:48/0
  |  
提交时间:2020/01/10
Deferred correction method
Second-order forward backward stochastic differential equations
Euler scheme
High-order rate of convergence
Razumikhin-type theorems on the moment stability of the exact and numerical solutions for the stochastic pantograph differential equations
期刊论文
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2019, 卷号: 355, 页码: 77-90
作者:
Guo, Ping
;
Li, Chong-Jun
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  |  
浏览/下载:18/0
  |  
提交时间:2019/12/02
Discrete Razumikhin-type technique
psi-type stability
Euler-Maruyama method
Backward Euler-Maruyama method
Razumikhin-type technique on stability of exact and numerical solutions for the nonlinear stochastic pantograph differential equations
期刊论文
BIT NUMERICAL MATHEMATICS, 2019, 卷号: 59, 页码: 77-96
作者:
Guo, Ping
;
Li, Chong-Jun
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浏览/下载:10/0
  |  
提交时间:2019/12/02
Stochastic pantograph differential equation
Razumikhin-type technique
Global th moment
th moment polynomial stability
Euler-Maruyama and backward Euler-Maruyama method
Explicit Deferred Correction Methods for Second-Order Forward Backward Stochastic Differential Equations
期刊论文
JOURNAL OF SCIENTIFIC COMPUTING, 2019, 卷号: 79, 期号: 3, 页码: 1409-1432
作者:
Yang, Jie
;
Zhao, Weidong
;
Zhou, Tao
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  |  
浏览/下载:4/0
  |  
提交时间:2019/12/11
Deferred correction method
Second-order forward backward stochastic
differential equations
Euler scheme
High-order rate of convergence
ACCELERATION OF THE TWO-LEVEL MGRIT ALGORITHM VIA THE DIAGONALIZATION TECHNIQUE
期刊论文
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2019, 卷号: 41, 期号: 5, 页码: A3421-A3448
作者:
Wu, Shu-Lin
;
Zhou, Tao
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浏览/下载:21/0
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提交时间:2020/05/24
multigrid-reduction-in-time (MGRIT) algorithm
acceleration
convergence analysis
diagonalization technique
parallel coarse-grid-correction
A Time-Dependent Finite Element Algorithm for Simulations of Ion Current Rectification and Hysteresis Properties of 3D Nanopore System
期刊论文
IEEE TRANSACTIONS ON NANOTECHNOLOGY, 2018, 卷号: 17, 期号: 3, 页码: 513-519
作者:
Xu, Jingjie
;
Lu, Benzhuo
;
Zhang, Linbo
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浏览/下载:33/0
  |  
提交时间:2018/07/30
3D nanopore
analytical test
backward Euler
FEM
ICR
numerical simulation
PNP equations
varying voltage
Adaptive finite element method for parabolic equations with Dirac measure
期刊论文
COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING, 2018, 卷号: 328, 页码: 217-241
作者:
Gong, Wei
;
Liu, Huipo
;
Yan, Ningning
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浏览/下载:22/0
  |  
提交时间:2018/07/25
Parabolic equation
Dirac measure
Adaptive finite element method
Space-time discretization
A posteriori error estimates
Galerkin finite element methods for two-dimensional RLW and SRLW equations
期刊论文
APPLICABLE ANALYSIS, 2018, 卷号: 97, 页码: 2288-2312
作者:
Gao, Yali
;
Mei, Liquan
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浏览/下载:9/0
  |  
提交时间:2019/11/19
backward Euler formula
RLW equation
extrapolated Crank-Nicolson method
finite element method
SRLW equation
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