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数学与系统科学研究... [21]
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期刊论文 [27]
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STOCHASTIC DIFFERENTIAL EQUATION WITH PIECEWISE CONTINUOUS ARGUMENTS: MARKOV PROPERTY, INVARIANT MEASURE AND NUMERICAL APPROXIMATION
期刊论文
OAI收割
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2022, 页码: 43
作者:
Chen, Chuchu
;
Hong, Jialin
;
Lu, Yulan
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收藏
  |  
浏览/下载:36/0
  |  
提交时间:2023/02/07
 
Invariant measure
Markov chain
weak convergence
backward Euler method
stochastic differential equations with piecewise continuous arguments
A fast Euler-Maruyama method for fractional stochastic differential equations
期刊论文
OAI收割
JOURNAL OF APPLIED MATHEMATICS AND COMPUTING, 2022, 页码: 19
作者:
Zhang, Jingna
;
Tang, Yifa
;
Huang, Jianfei
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收藏
  |  
浏览/下载:22/0
  |  
提交时间:2023/02/07
Fractional stochastic differential equations
Euler-Maruyama method
Sum-of-exponentials approximation
Strong convergence
Computational efficiency
Compensated projected Euler-Maruyama method for stochastic differential equations with superlinear jumps
期刊论文
OAI收割
APPLIED MATHEMATICS AND COMPUTATION, 2021, 卷号: 393, 页码: 11
作者:
Li, Min
;
Huang, Chengming
;
Chen, Ziheng
  |  
收藏
  |  
浏览/下载:32/0
  |  
提交时间:2021/04/26
Stochastic differential equations with jumps
Compensated projected Euler-Maruyama method
Mean square convergence
C-stability
B-consistency
Convergence and Stability of the Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments
期刊论文
OAI收割
NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS, 2021, 卷号: 14, 期号: 1, 页码: 194-218
作者:
Geng, Yidan
;
Song, Minghui
;
Lu, Yulan
;
Liu, Mingzhu
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收藏
  |  
浏览/下载:30/0
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提交时间:2021/01/14
Stochastic differential equations with piecewise continuous argument
local Lipschitz condition
Khasminskii-type condition
truncated Euler-Maruyama method
convergence and stability
Explicit Deferred Correction Methods for Second-Order Forward Backward Stochastic Differential Equations
期刊论文
OAI收割
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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收藏
  |  
浏览/下载:57/0
  |  
提交时间:2020/01/10
Deferred correction method
Second-order forward backward stochastic differential equations
Euler scheme
High-order rate of convergence
Evaluating Feynman integrals by the hypergeometry
期刊论文
OAI收割
NUCLEAR PHYSICS B, 2018, 卷号: 927, 页码: 516-549
作者:
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收藏
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浏览/下载:27/0
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提交时间:2018/12/27
DIFFERENTIAL-EQUATIONS METHOD
DIAGRAMS
RENORMALIZATION
REDUCTION
ALGORITHM
MASSES
BOSON
LHC
Analysis on the stability of numerical schemes for a class of stochastic partial differential systems
期刊论文
OAI收割
INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, 2018, 卷号: 95, 期号: 2, 页码: 316-328
作者:
Cong, Xin-rong
;
Li, Long-suo
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收藏
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浏览/下载:31/0
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提交时间:2018/07/30
Stochastic partial differential equations
compact finite difference method
random noise
EFFICIENT SPECTRAL SPARSE GRID APPROXIMATIONS FOR SOLVING MULTI-DIMENSIONAL FORWARD BACKWARD SDES
期刊论文
OAI收割
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2017, 卷号: 22, 期号: 9, 页码: 3439-3458
作者:
Fu, Yu
;
Zhao, Weidong
;
Zhou, Tao
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收藏
  |  
浏览/下载:26/0
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提交时间:2018/07/30
Spectral method
sparse grid approximations
forward backward stochastic differential equations
conditional expectations
fast Fourier transform
Deferred Correction Methods for Forward Backward Stochastic Differential Equations
期刊论文
OAI收割
NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS, 2017, 卷号: 10, 期号: 2, 页码: 222-242
作者:
Tang, Tao
;
Zhao, Weidong
;
Zhou, Tao
  |  
收藏
  |  
浏览/下载:37/0
  |  
提交时间:2018/07/30
Deferred correction method
forward backward stochastic differential equations
Euler method
high-order scheme
Stabilisation of unstable cascaded heat partial differential equation system subject to boundary disturbance
期刊论文
OAI收割
IET CONTROL THEORY AND APPLICATIONS, 2016, 卷号: 10, 期号: 9, 页码: 1027-1039
作者:
Kang, Wen
;
Guo, Bao-Zhu
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收藏
  |  
浏览/下载:35/0
  |  
提交时间:2018/07/30
stability
partial differential equations
observers
variable structure systems
state feedback
control system synthesis
numerical analysis
unstable cascaded heat partial differential equation systems
boundary disturbance
boundary stabilisation
interconnection
unknown input type observer
sliding mode control method
Filippov type solution
state feedback
backstepping transformation
active disturbance rejection control
disturbance estimator
output feedback control
closed loop system
stability
numerical simulations