机构

• 数学与系统科学研究院 [9]
• 计算机网络信息中心 [2]

采集方式

• OAI收割 [9]
• iSwitch采集 [2]

内容类型

• 期刊论文 [11]

发表日期

• 2022 [1]
• 2020 [1]
• 2019 [1]
• 2018 [1]
• 2017 [2]
• 2016 [2]
• 更多

学科主题

筛选

浏览/检索结果: 共11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发表日期升序发表日期降序提交时间升序提交时间降序作者升序作者降序 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   |  收藏  |  浏览/下载：39/0  |  提交时间：2023/02/07    Invariant measure  Markov chain  weak convergence  backward Euler method  stochastic differential equations with piecewise continuous arguments   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：28/0  |  提交时间：2020/06/30 Cox-Ingersoll-Ross model  Fractional Brownian motion  Backward Euler scheme  Optimal strong convergence rate  Malliavin calculus   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   |  收藏  |  浏览/下载：58/0  |  提交时间：2020/01/10 Deferred correction method  Second-order forward backward stochastic differential equations  Euler scheme  High-order rate of convergence   A Time-Dependent Finite Element Algorithm for Simulations of Ion Current Rectification and Hysteresis Properties of 3D Nanopore System 期刊论文  OAI收割 IEEE TRANSACTIONS ON NANOTECHNOLOGY, 2018, 卷号: 17, 期号: 3, 页码: 513-519 作者:  Xu, Jingjie;  Lu, Benzhuo;  Zhang, Linbo   |  收藏  |  浏览/下载：49/0  |  提交时间：2018/07/30 3D nanopore  analytical test  backward Euler  FEM  ICR  numerical simulation  PNP equations  varying voltage   A nonnegativity preserved efficient chemical solver applied to the air pollution forecast 期刊论文  iSwitch采集 Applied mathematics and computation, 2017, 卷号: 314, 页码: 44-57 作者:  Feng, Fan;  Chi, Xuebin;  Wang, Zifa;  Li, Jie;  Jiang, Jinrong 收藏  |  浏览/下载：223/0  |  提交时间：2019/05/09 Air pollution forecast  Stiff odes  Nonnegativity preservation  Modified-backward-euler  Convergence   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：39/0  |  提交时间：2018/07/30 Deferred correction method  forward backward stochastic differential equations  Euler method  high-order scheme   The moment exponential stability criterion of nonlinear hybrid stochastic differential equations and its discrete approximations 期刊论文  OAI收割 PROCEEDINGS OF THE ROYAL SOCIETY OF EDINBURGH SECTION A-MATHEMATICS, 2016, 卷号: 146, 期号: 6, 页码: 1303-1328 作者:  Zong, Xiaofeng;  Wu, Fuke;  Huang, Chengming   |  收藏  |  浏览/下载：34/0  |  提交时间：2018/07/30 hybrid SDEs  moment exponential stability  Markov chain  Euler-Maruyama approximation  backward Euler-Maruyama approximation  split-step backward Euler-Maruyama approximation   Exponential stability of the exact and numerical solutions for neutral stochastic delay differential equations 期刊论文  OAI收割 APPLIED MATHEMATICAL MODELLING, 2016, 卷号: 40, 期号: 1, 页码: 19-30 作者:  Zong, Xiaofeng;  Wu, Fuke   |  收藏  |  浏览/下载：27/0  |  提交时间：2018/07/30 Neutral stochastic delay differential equations  Moment exponential stability  Euler Maruyama method  Backward Euler Maruyama method   A nonnegativity preserved efficient algorithm for atmospheric chemical kinetic equations 期刊论文  iSwitch采集 Applied mathematics and computation, 2015, 卷号: 271, 页码: 519-531 作者:  Feng, Fan;  Wang, Zifa;  Li, Jie;  Carmichael, Gregory R. 收藏  |  浏览/下载：34/0  |  提交时间：2019/05/09 Atmospheric chemistry  Stiff odes  Nonnegativity preservation  Modified-backward-euler   Cascadic multigrid methods for parabolic problems 期刊论文  OAI收割 SCIENCE IN CHINA SERIES A-MATHEMATICS, 2008, 卷号: 51, 期号: 8, 页码: 1415-1439 作者:  Du Qiang;  Ming PingBing   |  收藏  |  浏览/下载：24/0  |  提交时间：2018/07/30 cascadic multigrid method  parabolic problem  finite element methods  backward Euler scheme  smoother  stability  optimal error order  optimal complexity