【11271157】随机复杂系统的多尺度数值方法国家自然基金项目

随机复杂系统的多尺度数值方法

项目批准号： 11271157

批准年份： 2012

学科分类： A0504.微分方程数值解

项目负责人：张然

资助类别：面上项目

负责人职称：教授

依托单位：吉林大学

资助金额： 60万元

关键词：随机复杂系统;随机多尺度杂交算法;自适应基多元广义多项式混沌

起止时间： 2013-01-01到2016-12-31

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序号	标题	类型	作者
1	A goal-oriented error estimator for the analysis of simplified designs	期刊论文	Li, Ming\|Gao, Shuming\|Zhang, Kai\|
2	A weak Galerkin finite element scheme for the Biharmonic equations by using polynomials of reduced order	期刊论文	R. Zhang\|Q. Zhai\|
3	Analysis of a stochastic ratio-dependent predator-prey model driven by Levy noise	期刊论文	Bai, Ling\|Li, Jingshi\|Zhang, Kai\|Zhao, Wenju\|
4	弱有限元方法简论	期刊论文	王军平\|叶秀\|张然\|
5	A stochastic collocation method for stochastic volterra equations of the second kind	期刊论文	Cao, Yanzhao\|Zhang, Ran\|
6	美式回望期权定价问题的有限体积法	期刊论文	张琪\|张然\|宋海明\|
7	Weak galerkin finite element method for second order parabolic equations	期刊论文	Zou, Yongkui\|Xu, Yingxiang\|Zhai, Qilong\|Yue, Hua\|
8	A New Weak Galerkin Finite Element Scheme for the Brinkman Model	期刊论文	Zhai, Qilong\|Zhang, Ran\|Mu, Lin\|
9	A weak Galerkin mixed finite element method for second-order elliptic equations with Robin boundary conditions	期刊论文	Q. Zhang\|R. Zhang\|
10	Projection and Contraction Method for the Valuation of American Options	期刊论文	Song, Haiming\|Zhang, Ran\|
11	Stochastic Functional Differential Equation under Regime Switching	期刊论文	Bai, Ling\|Kai, Zhang\|
12	A Class of Stochastic Nonlinear Delay System with Jumps	期刊论文	Bai, Ling\|Zhang, Kai\|Zhao, Wenju\|
13	A locking-free weak Galerkin finite elementmethod for elasticity problems in the primal formulation	期刊论文	C. Wang\|J. Wang\|R. Wang\|R. Zhang\|
14	Weak Galerkin method with (r, r-1, r-1)-order finite elements for second order parabolic equations	期刊论文	Zhang, Hongqin\|Zou, Yongkui\|Chai, Shimin\|Yue, Hua\|
15	Weak Galerkin finite element method for valuation of American options	期刊论文	Zhang, Ran\|Song, Haiming\|Luan, Nana\|
16	The weak Galerkin method for solving the incompressible Brinkman flow	期刊论文	X. Wang\|Q. Zhai\|R. Zhang\|
17	Analysis of collocation methods for generalizedauto-convolution Volterra integral equations	期刊论文	R. Zhang\|H. Liang\|H. Brunner\|
18	Spectral methods for weakly singular Volterra integral equations with pantograph delays	期刊论文	Zhang, Ran\|Zhu, Benxi\|Xie, Hehu\|
19	Front-fixing FEMs for the pricing of American options based on a PML technique	期刊论文	Zhang, Kai\|Song, Haiming\|Li, Jingzhi\|
20	Spectral Method for the Black-Scholes Model of American Options Valuation	期刊论文	Yu, Chunwei\|Fu, Qiongyao\|Zhang, Jun\|
21	A weak Galerkin finite element scheme for solving the stationary Stokes equations	期刊论文	Wang, Ruishu\|Wang, Xiaoshen\|Zhai, Qilong\|Zhang, Ran\|
22	A Hybridized Weak GalerkinFinite Element Scheme for the Stokes Equations	期刊论文	Q. Zhai\|R. Zhang\|X. Wang\|
23	“随机复杂系统的数值计算方法”	奖励	张然\|邹永魁\|张凯\|
24	“新世纪优秀人才支持计划”	奖励	张然\|
25	An efficient finite element method for pricing American multi-asset put options	期刊论文	Zhang, Ran\|Zhang, Qi\|Song, Haiming\|
26	A fast numerical method for the valuation of American lookback put options	期刊论文	Song, Haiming\|Zhang, Qi\|Zhang, Ran\|

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