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COMPUTATIONAL SOFTWARE AFEPack: A General-Purpose C++ Library for Numerical Solutions of Partial Differential Equations
期刊论文
Communications in Computational Physics,2024, 卷号: 36, 期号: 1, 页码: 274-318
作者:
Cai, Zhenning
;
Chen, Yun
;
Di, Yana
;
Hu, Guanghui
;
Li, Ruo
收藏
  |  
浏览/下载:21/0
  |  
提交时间:2024/09/04
AFEPack
C++ library
partial differential equations
scientific/engineering computing
software
The exponential behavior and stabilizability of quasilinear parabolic stochastic partial differential equation
期刊论文
Analysis and Applications,2022, 卷号: 20, 期号: 4, 页码: 777-789
作者:
Yin, Xiuwei
;
Shen, Guangjun
;
Wu, Jianglun
收藏
  |  
浏览/下载:10/0
  |  
提交时间:2023/05/30
exponential stability
Quasilinear stochastic partial differential equations
stabilization
Numerical method for parameter inference of systems of nonlinear ordinary differential equations with partial observations
期刊论文
Royal Society Open Science,2021, 卷号: 8, 期号: 7
作者:
Chen, Yu
;
Cheng, Jin
;
Gupta, Arvind
;
Huang, Huaxiong
;
Xu, Shixin
收藏
  |  
浏览/下载:20/0
  |  
提交时间:2021/10/19
Gaussian process
nonlinear ordinary differential equations
parameter inference
partial observations
Path independence of the additive functionals for McKean-Vlasov stochastic differential equations with jumps
期刊论文
Infinite Dimensional Analysis, Quantum Probability and Related Topics,2021, 卷号: 24, 期号: 1
作者:
Qiao, Huijie
;
Wu, Jianglun
收藏
  |  
浏览/下载:14/0
  |  
提交时间:2023/05/30
additive functionals
McKean-Vlasov stochastic differential equations with jumps
partial integro-differential equations
the Itô formula
Maximum principles for nonlocal parabolic Waldenfels operators
期刊论文
Bulletin of Mathematical Sciences,2019, 卷号: 9, 期号: 3
作者:
Huang, Qiao
;
Duan, Jinqiao
;
Wu, Jianglun
收藏
  |  
浏览/下载:9/0
  |  
提交时间:2023/05/30
Fokker-Planck equations
integro-partial differential equations
Nonlocal operators
stochastic differential equations with α-stable Lévy processes
Waldenfels operators
weak and strong maximum principles
Characterising the path-independent property of the Girsanov density for degenerated stochastic differential equations
期刊论文
Statistics and Probability Letters,2018, 卷号: 133, 页码: 71-79
作者:
Wu, Bo
;
Wu, Jianglun
收藏
  |  
浏览/下载:14/0
  |  
提交时间:2023/05/30
Degenerated stochastic differential equations (SDEs)
Girsanov transformation
Non-Lipschitz SDEs with jumps
Semi-linear partial integro-differential equation of parabolic type
Characterizing the path-independence of the Girsanov transformation for non-Lipschitz SDEs with jumps
期刊论文
Statistics and Probability Letters,2016, 卷号: 119, 页码: 326-333
作者:
Qiao, Huijie
;
Wu, Jianglun
收藏
  |  
浏览/下载:10/0
  |  
提交时间:2023/05/30
Non-Lipschitz stochastic differential equations with jumps
Semi-linear partial integro-differential equation of parabolic type
The Girsanov transformation
A link of stochastic differential equations to nonlinear parabolic equations
期刊论文
Science China Mathematics,2012, 卷号: 55, 期号: 10, 页码: 1971-1976
作者:
Truman, Aubrey
;
Wang, Feng Yu
;
Wu, Jianglun
;
Yang, Wei
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  |  
浏览/下载:14/0
  |  
提交时间:2023/05/30
diffusion processes
nonlinear partial differential equation
stochastic differential equations
the Girsanov transformation
Simplification of atmospheric models for real-time wind forecast
会议论文
ICINCO 2009: Proceedings of the 6th International Conference on Informatics in Control, Automation and Robotics, Milan, ITALY, 2 July 2009 through 5 July 2009
作者:
Wang, Qingguo
;
Ye, Zhen
;
Lim, Lihong Idris
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  |  
浏览/下载:9/0
  |  
提交时间:2021/07/22
Kalman filter
MM5
Partial differential equations
Real-time wind forecast
A moving mesh finite element algorithm for singular problems in two and three space dimensions
期刊论文
Journal of Computational Physics,2002, 卷号: 177, 期号: 2, 页码: 365-393
作者:
Li, Ruo
;
Tang, Tao
;
Zhang, Pingwen
收藏
  |  
浏览/下载:10/0
  |  
提交时间:2021/05/10
Finite element method
Harmonic map
Moving mesh method
Optimization
Partial differential equations