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Valuing equity-linked guaranteed minimum death benefits with
European
-style
Asian
payoffs under a regime switching jump-diffusion model
期刊论文
COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION, 2024, 卷号: 128, 页码: 19
作者:
Wang, Yayun
;
Liu, Shengda
收藏
  |  
浏览/下载:1/0
  |  
提交时间:2023/12/21
Regime-switching Levy model
Complex Fourier series method
European-style Asian option payoffs
GMDB
Isogeometric Convolution Hierarchical Deep-learning Neural Network: Isogeometric analysis with versatile adaptivity
期刊论文
COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING, 2023, 卷号: 417, 页码: 46
作者:
Zhang, Lei
;
Park, Chanwook
;
Lu, Ye
;
Li, Hengyang
;
Mojumder, Satyajit
收藏
  |  
浏览/下载:1/0
  |  
提交时间:2024/01/08
Convolution isogeometric analysis (C-IGA)
Convolution hierarchical deep-learning neural network (C-hiDeNN)
Software 2.0
r-h-p-s-a adaptive finite element method (FEM)
High-order smoothness and convergence
A new family of high-order triangular weight functions for mass lumping in vibration analysis
期刊论文
INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING, 2023, 页码: 38
作者:
Fan, Huo
;
Huang, Duruo
;
Wang, Gang
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2023/10/09
lumped mass matrix
mass conservation
positive definiteness
vibration analysis
weight function
Convolution Hierarchical Deep-learning Neural Networks (C-HiDeNN): finite elements, isogeometric analysis, tensor decomposition, and beyond
期刊论文
COMPUTATIONAL MECHANICS, 2023
作者:
Lu, Ye
;
Li, Hengyang
;
Zhang L(张磊)
;
Park, Chanwook
;
Mojumder, Satyajit
收藏
  |  
浏览/下载:8/0
  |  
提交时间:2023/06/15
Convolution FEM and HiDeNN
Tensor decomposition
Reduced order modeling
Additive manufacturing
High-order smoothness
Isogeometric analysis (IGA)
Distributed stochastic gradient tracking methods with momentum acceleration for non-convex optimization
期刊论文
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2022, 页码: 42
作者:
Gao, Juan
;
Liu, Xin-Wei
;
Dai, Yu-Hong
;
Huang, Yakui
;
Gu, Junhua
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  |  
浏览/下载:9/0
  |  
提交时间:2023/02/07
Distributed non-convex optimization
Machine learning
Momentum methods
Optimization algorithms
Convergence rate
A fourth-order unfitted characteristic finite element method for free-boundary problems
期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2022, 卷号: 469, 页码: 19
作者:
Ma, Chuwen
;
Zheng, Weiying
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  |  
浏览/下载:8/0
  |  
提交时间:2023/02/07
Free-boundary problems
Unfitted characteristic finite element
methods
Convection-diffusion equation
Navier-Stokes equations
A splitting semi-implicit Euler method for stochastic incompressible Euler equations on T-2
期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2022, 页码: 29
作者:
Hong, Jialin
;
Sheng, Derui
;
Zhou, Tau
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  |  
浏览/下载:4/0
  |  
提交时间:2023/02/07
stochastic incompressible Euler equation
convergence order
splitting semi-implicit Euler method
Optimal Control in a Bounded Domain for Wave Propagating in the Whole Space: Coupling Through Boundary Integral Equations
期刊论文
JOURNAL OF SCIENTIFIC COMPUTING, 2022, 卷号: 92, 期号: 3, 页码: 52
作者:
Gong, Wei
;
Li, Buyang
;
Yang, Huanhuan
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  |  
浏览/下载:7/0
  |  
提交时间:2023/02/07
Wave equation
Unbounded domain
Boundary integral equation
Well-posedness
Convolution quadrature
Stability
Convergence
Error estimate
Efficient Algorithm for Approximating Nash Equilibrium of Distributed Aggregative Games
期刊论文
IEEE TRANSACTIONS ON CYBERNETICS, 2022, 页码: 13
作者:
Xu, Gehui
;
Chen, Guanpu
;
Qi, Hongsheng
;
Hong, Yiguang
收藏
  |  
浏览/下载:1/0
  |  
提交时间:2023/02/07
Games
Approximation algorithms
Heuristic algorithms
Optimization
Standards
Distributed algorithms
Convergence
-Nash equilibrium (NE)
aggregative game
approximation
distributed algorithm
Two-sample functional linear models with functional responses
期刊论文
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2022, 卷号: 218, 页码: 85-105
作者:
Xu, Wenchao
;
Lin, Hongmei
;
Zhang, Riquan
;
Liang, Hua
收藏
  |  
浏览/下载:17/0
  |  
提交时间:2022/04/02
Asymptotic normality
Functional linear regression
Functional response
Functional principal component analysis
Rate of convergence
Semiparametric comparison
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