随机偏微分方程快速高精度算法

11371171
2013
A0504.微分方程数值解
邹永魁
面上项目
教授
吉林大学
62万元
非线性滤波;稀疏网格;快速高精度算法;随机偏微分方程
2014-01-01到2017-12-31
  • 中英文摘要
  • 结题摘要
  • 结题报告
  • 项目成果
  • 项目参与人
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序号 标题 类型 作者
1 A New Weak Galerkin Finite Element Scheme for the Brinkman Model 期刊论文 Zhai Qilong;Zhang Ran;Mu Lin
2 A fast numerical method for the valuation of American lookback put options 期刊论文 Song Haiming;Zhang Qi;Zhang Ran
3 Weak Galerkin finite element method for valuation of American options 期刊论文 Zhang Ran;Song Haiming;Luan Nana
4 Numerical computation of connecting orbits in planar piecewise smooth dynamical system 期刊论文 Zou Yongkui;Zheng Dan;Chai Shimin
5 A weak Galerkin finite element scheme for solving the stationary Stokes equations 期刊论文 Wang Ruishu;Wang Xiaoshen;Zhai Qilong;Zhang Ran
6 Projection and Contraction Method for the Valuation of American Options 期刊论文 Song Haiming;Zhang Ran
7 An efficient finite element method for pricing American multi-asset put options 期刊论文 Zhang Ran;Zhang Qi;Song Haiming
8 A stochastic collocation method for stochastic volterra equations of the second kind 期刊论文 Cao Yanzhao;Zhang Ran
9 A hybridized weak Galerkin finite element scheme for the Stokes equations 期刊论文 Zhai QiLong;Zhang Ran;Wang XiaoShen
10 Analysis of collocation methods for generalized auto-convolution volterra integral equations 期刊论文 Zhang Ran;Liang Hui;Brunner Hermann
11 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
12 Weak galerkin finite element method for second order parabolic equations 期刊论文 Zhang Hongqin;Zou Yongkui;Xu Yingxiang;Zhai Qilong;Yue Hua
13 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
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