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• 数学与系统科学研究... [35]
• 长春光学精密机械与物... [1]

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• OAI收割 [36]

内容类型

• 期刊论文 [35]
• 会议论文 [1]

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• 2022 [5]
• 2021 [3]
• 2020 [4]
• 2019 [3]
• 2018 [4]
• 2017 [2]
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浏览/检索结果: 共36条，第1-10条 帮助 条数/页： 5101520253035404550556065707580859095100 排序方式： 请选择题名升序题名降序提交时间升序提交时间降序作者升序作者降序发表日期升序发表日期降序 A NOVEL AUGMENTED LAGRANGIAN METHOD OF MULTIPLIERS FOR OPTIMIZATION WITH GENERAL INEQUALITY CONSTRAINTS 期刊论文  OAI收割 MATHEMATICS OF COMPUTATION, 2022, 页码: 30 作者:  Liu, Xin-Wei;  Dai, Yu-Hong;  Huang, Ya-Kui;  Sun, Jie   |  收藏  |  浏览/下载：37/0  |  提交时间：2023/02/07 Nonlinear programming  inequality-constrained optimization  augmented Lagrangian method of multipliers  strong global convergence  local convergence   A Note on the Convergence of Distributed RLS 期刊论文  OAI收割 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2022, 卷号: 67, 期号: 12, 页码: 6762-6769 作者:  Liu, Zhaobo;  Li, Chanying   |  收藏  |  浏览/下载：15/0  |  提交时间：2023/02/07 Distributed estimation  mean square convergence  noises  recursive least squares  strong consistency   Distributed system identification for linear stochastic systems with binary sensors 期刊论文  OAI收割 AUTOMATICA, 2022, 卷号: 141, 页码: 13 作者:  Fu, Kewei;  Chen, Han-Fu;  Zhao, Wenxiao   |  收藏  |  浏览/下载：18/0  |  提交时间：2023/02/07 Distributed system identification  Binary-valued sensor  Stochastic approximation  Consensus  Convergence  Strong consistency   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   |  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   Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations 期刊论文  OAI收割 STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS, 2022, 页码: 39 作者:  Roeckner, Michael;  Xie, Longjie;  Yang, Li   |  收藏  |  浏览/下载：23/0  |  提交时间：2022/04/29 Stochastic hyperbolic-parabolic equations  Averaging principle  Strong and weak convergence  Homogenization   Optimal rate of convergence for two classes of schemes to stochastic differential equations driven by fractional Brownian motions 期刊论文  OAI收割 IMA JOURNAL OF NUMERICAL ANALYSIS, 2021, 卷号: 41, 期号: 2, 页码: 1608-1638 作者:  Hong, Jialin;  Huang, Chuying;  Wang, Xu   |  收藏  |  浏览/下载：39/0  |  提交时间：2021/10/26 fractional Brownian motion  strong convergence rate  Runge-Kutta method  simplified step-N Euler scheme   Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations 期刊论文  OAI收割 ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2021, 卷号: 57, 期号: 1, 页码: 547-576 作者:  Rockner, Michael;  Sun, Xiaobin;  Xie, Yingchao   |  收藏  |  浏览/下载：24/0  |  提交时间：2021/04/26 Averaging principle  McKean-Vlasov stochastic differential equations  Slow-fast  Poisson equation  Strong convergence order   STRONG CONVERGENCE OF FULL DISCRETIZATION FOR STOCHASTIC CAHN-HILLIARD EQUATION DRIVEN BY ADDITIVE NOISE 期刊论文  OAI收割 SIAM JOURNAL ON NUMERICAL ANALYSIS, 2021, 卷号: 59, 期号: 6, 页码: 2866-2899 作者:  Cui, Jianbo;  Hong, Jialin;  Sun, Liying   |  收藏  |  浏览/下载：20/0  |  提交时间：2022/04/02 stochastic Cahn-Hilliard equation  spectral Galerkin method  accelarated implicit Euler method  strong convergence rate   Absolute continuity and numerical approximation of stochastic Cahn-Hilliard equation with unbounded noise diffusion 期刊论文  OAI收割 JOURNAL OF DIFFERENTIAL EQUATIONS, 2020, 卷号: 269, 期号: 11, 页码: 10143-10180 作者:  Cui, Jianbo;  Hong, Jialin   |  收藏  |  浏览/下载：19/0  |  提交时间：2021/01/14 Stochastic Cahn-Hilliard equation  Unbounded noise diffusion  Malliavin calculus  Numerical approximation  Strong convergence rate   Optimal strong convergence rate of a backward Euler type scheme for the Cox-Ingersoll-Ross model driven by fractional Brownian motion 期刊论文  OAI收割 STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2020, 卷号: 130, 期号: 5, 页码: 2675-2692 作者:  Hong, Jialin;  Huang, Chuying;  Kamrani, Minoo;  Wang, Xu   |  收藏  |  浏览/下载：22/0  |  提交时间：2020/06/30 Cox-Ingersoll-Ross model  Fractional Brownian motion  Backward Euler scheme  Optimal strong convergence rate  Malliavin calculus