| Publication | Date of Publication | Type |
|---|
Weak convergence of drift-implicit Euler and spectral Galerkin approximation to stochastic Allen-Cahn equation driven by multiplicative trace-class noise
Journal of Scientific Computing | 2026-03-25 | Paper |
A splitting method for nonlinear filtering problems with diffusive and point process observations
Communications in Computational Physics | 2024-12-02 | Paper |
Numerical analysis of a time discretized method for nonlinear filtering problem with Lévy process observations
Advances in Computational Mathematics | 2024-09-10 | Paper |
A pseudoreversible normalizing flow for stochastic dynamical systems with various initial distributions
SIAM Journal on Scientific Computing | 2024-09-05 | Paper |
A stochastic gradient descent method for computational design of random rough surfaces in solar cells
Communications in Computational Physics | 2024-05-14 | Paper |
Numerical Analysis for Convergence of a Sample-Wise Backpropagation Method for Training Stochastic Neural Networks
SIAM Journal on Numerical Analysis | 2024-03-05 | Paper |
Operator Splitting and Local Time-Stepping Methods for Transport Problems in Fractured Porous Media
Communications in Computational Physics | 2024-01-12 | Paper |
Adaptive stochastic gradient descent for optimal control of parabolic equations with random parameters
Numerical Methods for Partial Differential Equations | 2023-12-16 | Paper |
A posteriori element residual error estimations for the cell functional minimization scheme
Numerical Methods for Partial Differential Equations | 2023-12-16 | Paper |
Well‐posedness and finite element approximation of time dependent generalized bioconvective flow
Numerical Methods for Partial Differential Equations | 2023-11-28 | Paper |
A Probabilistic Scheme for Semilinear Nonlocal Diffusion Equations with Volume Constraints
SIAM Journal on Numerical Analysis | 2023-11-24 | Paper |
Splitting scheme for backward doubly stochastic differential equations
Advances in Computational Mathematics | 2023-09-22 | Paper |
Fast and accuracy-preserving domain decomposition methods for reduced fracture models with nonconforming time grids
Journal of Scientific Computing | 2023-07-06 | Paper |
| A pseudo-reversible normalizing flow for stochastic dynamical systems with various initial distributions | 2023-06-08 | Paper |
| Convergence Analysis for Training Stochastic Neural Networks via Stochastic Gradient Descent | 2022-12-17 | Paper |
| Numerical analysis of a time discretized method for nonlinear filtering problem with L\'evy process observations | 2022-11-27 | Paper |
ADJOINT FORWARD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY JUMP DIFFUSION PROCESSES AND ITS APPLICATION TO NONLINEAR FILTERING PROBLEMS
International Journal for Uncertainty Quantification | 2022-11-24 | Paper |
AN EFFICIENT MESH-FREE IMPLICIT FILTER FOR NONLINEAR FILTERING PROBLEMS
International Journal for Uncertainty Quantification | 2022-11-24 | Paper |
A backward SDE method for uncertainty quantification in deep learning
Discrete and Continuous Dynamical Systems. Series S | 2022-09-27 | Paper |
A symplectic based neural network algorithm for quantum controls under uncertainty
Communications in Computational Physics | 2022-05-19 | Paper |
| Structure-preserving numerical methods for a class of stochastic Poisson systems | 2022-05-10 | Paper |
Numerical methods preserving multiple Hamiltonians for stochastic Poisson systems
Discrete and Continuous Dynamical Systems. Series S | 2022-04-22 | Paper |
A Neural Network Approach to Sampling Based Learning Control for Quantum System with Uncertainty
Communications in Computational Physics | 2022-03-18 | Paper |
| A stochastic gradient descent method for the design of optimal random interface in thin-film solar cells | 2022-01-11 | Paper |
Computational optimal design of random rough surfaces in thin-film solar cells
Communications in Computational Physics | 2021-10-29 | Paper |
Explicit integration of stiff stochastic differential equations via an efficient implementation of stochastic computational singular perturbation
Communications in Computational Physics | 2021-10-29 | Paper |
A backward doubly stochastic differential equation approach for nonlinear filtering problems
Communications in Computational Physics | 2021-10-28 | Paper |
Data informed solution estimation for forward-backward stochastic differential equations
Analysis and Applications | 2021-06-23 | Paper |
Mean-square convergence of numerical methods for random ordinary differential equations
Numerical Algorithms | 2021-04-27 | Paper |
Forward backward doubly stochastic differential equations and the optimal filtering of diffusion processes
Communications in Mathematical Sciences | 2021-03-25 | Paper |
Well-posedness and finite element approximations for elliptic SPDEs with Gaussian noises
Communications in Mathematical Research | 2021-01-14 | Paper |
A locking free numerical approximation for quasilinear poroelasticity problems
Computers & Mathematics with Applications | 2020-11-07 | Paper |
Well-posedness and a numerical study of a regularization model with adaptive nonlinear filtering for incompressible fluid flow
Computers & Mathematics with Applications | 2020-10-12 | Paper |
| Analysis of the Stochastic Alternating Least Squares Method for the Decomposition of Random Tensors | 2020-04-26 | Paper |
| A partitioned method with different time steps for coupled Stokes and Darcy flows with transport | 2019-11-29 | Paper |
An explicit a posteriori error estimations for the cell functional minimization scheme of elliptic problems
Journal of Computational and Applied Mathematics | 2019-07-26 | Paper |
A hybrid collocation method for fractional initial value problems
Journal of Integral Equations and Applications | 2019-07-12 | Paper |
A robust numerical method for the random interface grating problem via shape calculus, weak Galerkin method, and low-rank approximation
Journal of Scientific Computing | 2018-12-13 | Paper |
Finite element approximations for second-order stochastic differential equation driven by fractional Brownian motion
IMA Journal of Numerical Analysis | 2018-11-23 | Paper |
Computational singular perturbation analysis of stochastic chemical systems with stiffness
Journal of Computational Physics | 2017-12-14 | Paper |
A fast discrete spectral method for stochastic partial differential equations
Advances in Computational Mathematics | 2017-12-06 | Paper |
Conforming finite element methods for the stochastic Cahn-Hilliard-Cook equation
Applied Numerical Mathematics | 2017-11-15 | Paper |
An implicit algorithm of solving nonlinear filtering problems
Communications in Computational Physics | 2017-10-27 | Paper |
Approximating Stochastic Evolution Equations with Additive White and Rough Noises
SIAM Journal on Numerical Analysis | 2017-08-18 | Paper |
Efficient particle filtering for stochastic Korteweg-de Vries equations
Stochastics and Dynamics | 2017-03-27 | Paper |
Analysis of stochastic vector-host epidemic model with direct transmission
Discrete and Continuous Dynamical Systems. Series B | 2016-09-30 | Paper |
A first order scheme for backward doubly stochastic differential equations
SIAM/ASA Journal on Uncertainty Quantification | 2016-07-22 | Paper |
A first order semi-discrete algorithm for backward doubly stochastic differential equations
Discrete and Continuous Dynamical Systems. Series B | 2016-03-10 | Paper |
Quasilinear poroelasticity: analysis and hybrid finite element approximation
Numerical Methods for Partial Differential Equations | 2015-10-23 | Paper |
Homotopy continuation methods for stochastic two-point boundary value problems driven by additive noises
Journal of Computational Mathematics | 2015-06-29 | Paper |
| scientific article; zbMATH DE number 6429460 (Why is no real title available?) | 2015-04-23 | Paper |
On the problems of peridynamics with special convolution kernels
Journal of Integral Equations and Applications | 2015-01-20 | Paper |
A hybrid sparse-grid approach for nonlinear filtering problems based on adaptive-domain of the Zakai equation approximations
SIAM/ASA Journal on Uncertainty Quantification | 2015-01-14 | Paper |
Orthogonal polynomial expansions on sparse grids
Journal of Complexity | 2014-09-29 | Paper |
Parallel, non-iterative, multi-physics domain decomposition methods for time-dependent Stokes-Darcy systems
Mathematics of Computation | 2014-06-04 | Paper |
Steady flow in a deformable porous medium
Mathematical Methods in the Applied Sciences | 2014-05-19 | Paper |
NUMERICAL SOLUTIONS FOR FORWARD BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS AND ZAKAI EQUATIONS
International Journal for Uncertainty Quantification | 2014-04-25 | Paper |
Analysis and numerical approximations of equations of nonlinear poroelasticity
Discrete and Continuous Dynamical Systems. Series B | 2013-11-12 | Paper |
A spectral method for nonlinear stochastic partial differential equations of elliptic type
Numerical Mathematics: Theory, Methods and Applications | 2012-06-01 | Paper |
Analysis and finite element approximation of a coupled, continuum pipe-flow/Darcy model for flow in porous media with embedded conduits
Numerical Methods for Partial Differential Equations | 2011-10-12 | Paper |
Robin-Robin domain decomposition methods for the steady-state Stokes-Darcy system with the Beavers-Joseph interface condition
Numerische Mathematik | 2011-04-08 | Paper |
Finite Element Approximations for Stokes–Darcy Flow with Beavers–Joseph Interface Conditions
SIAM Journal on Numerical Analysis | 2011-01-24 | Paper |
A fast collocation method for solving stochastic integral equations
SIAM Journal on Numerical Analysis | 2010-11-11 | Paper |
Error analysis of finite element approximations of the stochastic Stokes equations
Advances in Computational Mathematics | 2010-07-24 | Paper |
Coupled Stokes-Darcy model with Beavers-Joseph interface boundary condition
Communications in Mathematical Sciences | 2010-05-28 | Paper |
Optimal control of vector-borne diseases: Treatment and prevention
Discrete and Continuous Dynamical Systems. Series B | 2009-06-02 | Paper |
| scientific article; zbMATH DE number 5543979 (Why is no real title available?) | 2009-04-15 | Paper |
Singularity expansion for a class of neutral equations
Journal of Integral Equations and Applications | 2008-03-20 | Paper |
| Numerical optimization of radiated engine noise with uncertain wavenumbers | 2008-02-11 | Paper |
Spectral Galerkin method for stochastic wave equations driven by space-time white noise
Communications on Pure and Applied Analysis | 2008-01-18 | Paper |
Hybrid collocation methods for Fredholm integral equations with weakly singular kernels
Applied Numerical Mathematics | 2007-05-30 | Paper |
| Estimation of optimal acoustic linear impedance factor for reduction of radiated engine noise | 2007-05-29 | Paper |
Finite element methods for semilinear elliptic stochastic partial differential equations
Numerische Mathematik | 2007-05-10 | Paper |
On Convergence rate of Wiener-Ito expansion for generalized random variables
Stochastics | 2006-09-04 | Paper |
An efficient Monte Carlo method for optimal control problems with uncertainty
Computational Optimization and Applications | 2004-02-03 | Paper |
A Hybrid Collocation Method for Volterra Integral Equations with Weakly Singular Kernels
SIAM Journal on Numerical Analysis | 2004-01-18 | Paper |
Numerical approximations of exact controllability problems by optimal control problems for parabolic differential equations
Applied Mathematics and Computation | 2003-01-28 | Paper |
| scientific article; zbMATH DE number 1513180 (Why is no real title available?) | 2001-02-06 | Paper |
| scientific article; zbMATH DE number 1223642 (Why is no real title available?) | 1999-08-24 | Paper |
Least-Squares Finite Element Approximations to Solutions of Interface Problems
SIAM Journal on Numerical Analysis | 1998-05-11 | Paper |
The controllability of systems governed by parabolic differential equations
Journal of Mathematical Analysis and Applications | 1998-03-24 | Paper |
Singularity preserving Galerkin methods for weakly singular Fredholm integral equations
Journal of Integral Equations and Applications | 1995-04-02 | Paper |
