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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:11/0
  |  
提交时间:2023/02/07
Central limit theorem
Stochastic partial differential equation
Full discretization
Poisson equation
Ergodic limit
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:12/0
  |  
提交时间:2022/04/29
Stochastic hyperbolic-parabolic equations
Averaging principle
Strong and weak convergence
Homogenization
Weak convergence and invariant measure of a full discretization for parabolic SPDEs with non-globally Lipschitz coefficients
期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2021, 卷号: 134, 页码: 55-93
作者:
Cui, Jianbo
;
Hong, Jialin
;
Sun, Liying
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  |  
浏览/下载:11/0
  |  
提交时间:2021/10/26
Weak convergence
Invariant measure
Kolmogorov equation
Malliavin calculus
Modified Laplace variational iteration method for solving fourth-order parabolic partial differential equation with variable coefficients
期刊论文
COMPUTERS & MATHEMATICS WITH APPLICATIONS, 2019, 卷号: 78, 页码: 2052-2062
作者:
Nadeem, Muhammad
;
Li, Fengquan
;
Ahmad, Hijaz
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  |  
浏览/下载:9/0
  |  
提交时间:2019/12/02
Modified Laplace variational iteration method
Homotopy perturbation method
Lagrange multipliers
Fourth order parabolic PDEqs
Well-Posedness of Mild Solutions to Stochastic Parabolic Partial Functional Differential Equations
期刊论文
Bulletin of the Malaysian Mathematical Sciences Society, 2019, 卷号: Vol.42 No.1, 页码: 355-379
作者:
Chaoliang Luo
;
Shangjiang Guo
;
Aiyu Hou
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浏览/下载:11/0
  |  
提交时间:2019/12/13
Stochastic
partial
functional
differential
equation
Non-Lipschitz
Mild
solution
Existence
Uniqueness
Well-Posedness of Mild Solutions to Stochastic Parabolic Partial Functional Differential Equations
期刊论文
BULLETIN OF THE MALAYSIAN MATHEMATICAL SCIENCES SOCIETY, 2019, 卷号: Vol.42 No.1, 页码: 355-379
作者:
Luo, CL
;
Guo, SJ
;
Hou, AY
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  |  
浏览/下载:3/0
  |  
提交时间:2019/12/17
Stochastic partial functional differential equation
Non-Lipschitz
Mild solution
Existence
Uniqueness
An enhanced L2 state estimation for linear parabolic PDE systems with mobile sensors
期刊论文
INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING, 2019, 卷号: 33, 页码: 1552-1566
作者:
Wu, Huai-Ning
;
Zhang, Xiao-Wei
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浏览/下载:5/0
  |  
提交时间:2019/12/30
distributed parameter processes
exponential stability
mobile sensor guidance
parabolic partial differential equation
state estimation
STRONG AND WEAK CONVERGENCE RATES OF A SPATIAL APPROXIMATION FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATION WITH ONE-SIDED LIPSCHITZ COEFFICIENT
期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2019, 卷号: 57, 期号: 4, 页码: 1815-1841
作者:
Cui, Jianbo
;
Hong, Jialin
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  |  
浏览/下载:24/0
  |  
提交时间:2020/01/10
one-sided Lipschitz coefficient
stochastic Allen-Cahn equation
finite element method
strong and weak convergence rate
Kolmogorov equation
Malliavin calculus
Existence of solution to parabolic equations with mixed boundary condition on non-cylindrical domains
期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2018, 卷号: 265, 期号: 6, 页码: 2648-2670
作者:
Kim, Tujin
;
Cao, Daomin
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  |  
浏览/下载:18/0
  |  
提交时间:2018/07/30
Parabolic equation
Non-cylindrical domain
Mixed boundary condition
Existence
Finite-time blow-up and global convergence of solutions to a nonlocal parabolic equation with conserved spatial integral (EI收录)
期刊论文
Nonlinear Analysis: Real World Applications, 2018, 卷号: 40, 页码: 55-63
作者:
Wang, Heng-Ling[1]
;
Tao, Wei-Run[1]
;
Wang, Xiao-Liu[1]
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  |  
浏览/下载:9/0
  |  
提交时间:2019/04/22
Partial differential equations
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