两类随机哈密尔顿偏微分方程的保结构算法研究

11871068
2018
A0504.微分方程数值解
陈楚楚
面上项目
副研究员
中国科学院数学与系统科学研究院
52万元
随机保结构算法;随机麦克斯韦方程;随机哈密尔顿偏微分方程;随机薛定谔方程
2019-01-01到2022-12-31
  • 中英文摘要
  • 结题摘要
  • 结题报告
  • 项目成果
  • 项目参与人
查看更多信息请先登录或注册
查看更多信息请先登录或注册
查看更多信息请先登录或注册
重置
序号 标题 类型 作者
1 A symplectic discontinuous Galerkin full discretization for stochastic Maxwell equations 期刊论文 C. Chen
2 Inverse source problems for the stochastic wave equations: far-field patterns 期刊论文 J. Li;P. Li;X. Wang
3 Modified averaged vector field methods preserving multiple invariants for conservative stochastic differential equations 期刊论文 C. Chen;J. Hong;D. Jin
4 Drift-preserving numerical integrators for stochastic Hamiltonian systems 期刊论文 C. Chen;D. Cohen;R. D'Ambrosio;A. Lang
5 Weak intermittency of stochastic heat equation under discretizations 期刊论文 C. Chen;T. Dang;J. Hong
6 Three kinds of novel multi-symplectic methods for stochastic Hamiltonian partial differential equations 期刊论文 J. Hong;B. Hou;Q. Li;L. Sun
7 Finite element methods for nonlinear backward stochastic partial differential equations and their error estimates 期刊论文 X. Yang;W. Zhao
8 Runge-Kutta semidiscretizations for stochastic Maxwell equations with additive noise 期刊论文 C. Chen;J. Hong;L. Ji
9 Positivity-preserving symplectic methods for the stochastic Lotka–Volterra predator-prey model 期刊论文 J. Hong;L. Ji;X. Wang;J. Zhang
10 Strong convergence rate of the Euler scheme for SDEs driven by additive rough fractional noises 期刊论文 C. Huang;X. Wang
11 A fully discrete explicit multistep scheme for solving coupled forward backward stochastic differential equations 期刊论文 Y. Liu;Y. Sun;W. Zhao
12 Homotopy analysis Shehu transform method for solving fuzzy differential equations of fractional and integer order derivatives 期刊论文 S. Maitama;W. Zhao
13 Stochastic differential equation with piecewise continuous arguments: Markov property, invariant measure and numerical approximation 期刊论文 C. Chen;J. Hong;Y. Lu
14 Stochastic asymptotical regularization for linear inverse problems 期刊论文 Y. Zhang;C. Chen
15 An inverse random source problem for the biharmonic wave equation 期刊论文 P. Li;X. Wang
16 Optimal rate of convergence for two classes of schemes to stochastic differential equations driven by fractional Brownian motions 期刊论文 J. Hong;C. Huang;X. Wang
17 CLT for approximating ergodic limit of SPDEs via a full discretization 期刊论文 C. Chen;T. Dang;J. Hong;T. Zhou
18 An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations 期刊论文 Y. Sun;W. Zhao
19 Numerical methods for mean-field stochastic differential equations with jumps 期刊论文 Y. Sun;W. Zhao
20 Strong convergence of a fully discrete scheme for multiplicative noise driving SPDEs with non-globally Lipschitz continuous coefficients 期刊论文 X. Yang;W. Zhao
21 Accelerated exponential Euler scheme for stochastic heat equation: convergence rate of the density 期刊论文 C. Chen;J. Cui;J. Hong;D. Sheng
22 Homotopy perturbation Shehu transform method for solving fractional models arising in applied sciences 期刊论文 S. Maitama;W. Zhao
23 Influence of numerical discretizations on hitting probabilities for linear stochastic parabolic systems 期刊论文 C. Chen;J. Hong;D. Sheng
24 Energy and quadratic invariants preserving (EQUIP) multi-symplectic methods for Hamiltonian wave equations 期刊论文 C. Chen;J. Hong;C. Sim;K. Sonwu
25 Asymptotically-preserving large deviations principles by stochastic symplectic methods for a linear stochastic oscillator 期刊论文 C. Chen;J. Hong;D. Jin;L. Sun
26 Padé-Sumudu-Adomian decomposition method for nonlinear Schrödinger equation 期刊论文 M. Richard;W. Zhao
27 Highly accurate numerical schemes for stochastic optimal control via FBSDEs 期刊论文 Y. Fu;W. Zhao;T. Zhou
28 Large deviations principles for symplectic discretizations of stochastic linear Schrödinger equation 期刊论文 C. Chen;J. Hong;D. Jin;L. Sun
29 Strongly convergent error analysis for a spatially semidiscrete approximation of stochastic partial differential equations with non-globally Lipschitz continuous coefficients 期刊论文 X. Yang;W. Zhao
30 Exponential integrators for stochastic Maxwell’s equations driven by Itô noise 期刊论文 D. Cohen;J. Cui;J. Hong;L. Sun
31 An explicit multistep scheme for mean-field forward-backward stochastic differential equations 期刊论文 Y. Sun;J. Yang;W. Zhao;T. Zhou
32 Sinc-θ schemes for backward stochastic differential equations 期刊论文 X. Wang;W. Zhao;T. Zhou
33 Energy-preserving fully-discrete schemes for nonlinear stochastic wave equations with multiplicative noise 期刊论文 J. Hong;B. Hou;L. Sun
34 A review on stochastic multi-symplectic methods for stochastic Maxwell equations 期刊论文 L. Zhang;C. Chen;J. Hong;L. Ji
35 Optimal convergence of the scalar auxiliary variable finite element method for the natural convection equations 期刊论文 Y. Li;W. Zhao;W. Zhao
36 Inverse elastic scattering for a random potential 期刊论文 J. Li;P. Li;X. Wang
37 An explicit second order scheme for decoupled anticipated forward backward stochastic differential equations 期刊论文 Y. Sun;W. Zhao
38 High-order combined multi-step scheme for solving forward backward stochastic differential equations 期刊论文 L. Teng;W. Zhao
39 Strong convergence of full discretization for stochastic Cahn-Hilliard equation driven by additive noise 期刊论文 J. Cui;J. Hong;L. Sun
查看更多信息请先登录或注册

相关项目

趋势报告

经验分享