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WU Jianglun
6
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COMPUTATIONAL SOFTWARE AFEPack: A General-Purpose C++ Library for Numerical Solutions of Partial Differential Equations
Journal article
Communications in Computational Physics,2024, volume: 36, issue: 1, pages: 274-318
Authors:
Cai, Zhenning
;
Chen, Yun
;
Di, Yana
;
Hu, Guanghui
;
Li, Ruo
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View/Download:4/0
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Submit date: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
Journal article
Analysis and Applications,2022, volume: 20, issue: 4, pages: 777-789
Authors:
Yin, Xiuwei
;
Shen, Guangjun
;
Wu, Jianglun
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  |  
View/Download:3/0
  |  
Submit date: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
Journal article
Royal Society Open Science,2021, volume: 8, issue: 7
Authors:
Chen, Yu
;
Cheng, Jin
;
Gupta, Arvind
;
Huang, Huaxiong
;
Xu, Shixin
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  |  
View/Download:16/0
  |  
Submit date: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
Journal article
Infinite Dimensional Analysis, Quantum Probability and Related Topics,2021, volume: 24, issue: 1
Authors:
Qiao, Huijie
;
Wu, Jianglun
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  |  
View/Download:3/0
  |  
Submit date: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
Journal article
Bulletin of Mathematical Sciences,2019, volume: 9, issue: 3
Authors:
Huang, Qiao
;
Duan, Jinqiao
;
Wu, Jianglun
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  |  
View/Download:2/0
  |  
Submit date: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
Journal article
Statistics and Probability Letters,2018, volume: 133, pages: 71-79
Authors:
Wu, Bo
;
Wu, Jianglun
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View/Download:2/0
  |  
Submit date: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
Journal article
Statistics and Probability Letters,2016, volume: 119, pages: 326-333
Authors:
Qiao, Huijie
;
Wu, Jianglun
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  |  
View/Download:1/0
  |  
Submit date: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
Journal article
Science China Mathematics,2012, volume: 55, issue: 10, pages: 1971-1976
Authors:
Truman, Aubrey
;
Wang, Feng Yu
;
Wu, Jianglun
;
Yang, Wei
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View/Download:2/0
  |  
Submit date:2023/05/30
diffusion processes
nonlinear partial differential equation
stochastic differential equations
the Girsanov transformation
Simplification of atmospheric models for real-time wind forecast
Conference paper
ICINCO 2009: Proceedings of the 6th International Conference on Informatics in Control, Automation and Robotics, Milan, ITALY, 2 July 2009 through 5 July 2009
Authors:
Wang, Qingguo
;
Ye, Zhen
;
Lim, Lihong Idris
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View/Download:3/0
  |  
Submit date: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
Journal article
Journal of Computational Physics,2002, volume: 177, issue: 2, pages: 365-393
Authors:
Li, Ruo
;
Tang, Tao
;
Zhang, Pingwen
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View/Download:4/0
  |  
Submit date:2021/05/10
Finite element method
Harmonic map
Moving mesh method
Optimization
Partial differential equations