The following pages link to Tao Zhou (Q602917):
Displaying 50 items.
- Note on coefficient matrices from stochastic Galerkin methods for random diffusion equations (Q602918) (← links)
- Stochastic Galerkin methods for elliptic interface problems with random input (Q651914) (← links)
- Parareal algorithms with local time-integrators for time fractional differential equations (Q1699502) (← links)
- Fast parareal iterations for fractional diffusion equations (Q1714427) (← links)
- Multistep schemes for forward backward stochastic differential equations with jumps (Q2014031) (← links)
- Monte Carlo fPINNs: deep learning method for forward and inverse problems involving high dimensional fractional partial differential equations (Q2083146) (← links)
- A well-conditioned direct pint algorithm for first- and second-order evolutionary equations (Q2124755) (← links)
- Optimal design for kernel interpolation: applications to uncertainty quantification (Q2124880) (← links)
- Parallel implementation for the two-stage SDIRK methods via diagonalization (Q2128353) (← links)
- Normalizing field flows: solving forward and inverse stochastic differential equations using physics-informed flow models (Q2138012) (← links)
- Adaptive multi-fidelity polynomial chaos approach to Bayesian inference in inverse problems (Q2214560) (← links)
- Data-driven polynomial chaos expansions: a weighted least-square approximation (Q2214561) (← links)
- Stein variational gradient descent with local approximations (Q2246277) (← links)
- Galerkin methods for stochastic hyperbolic problems using bi-orthogonal polynomials (Q2276409) (← links)
- Explicit deferred correction methods for second-order forward backward stochastic differential equations (Q2316181) (← links)
- Efficient spectral sparse grid approximations for solving multi-dimensional forward backward sdes (Q2364743) (← links)
- Weighted discrete least-squares polynomial approximation using randomized quadratures (Q2374682) (← links)
- A multilevel finite element method for Fredholm integral eigenvalue problems (Q2374857) (← links)
- A gradient enhanced \(\ell_{1}\)-minimization for sparse approximation of polynomial chaos expansions (Q2424501) (← links)
- Convergence Analysis for Spectral Approximation to a Scalar Transport Equation with a Random Wave Speed (Q2858409) (← links)
- New Kinds of High-Order Multistep Schemes for Coupled Forward Backward Stochastic Differential Equations (Q2930007) (← links)
- On Sparse Interpolation and the Design of Deterministic Interpolation Points (Q2930008) (← links)
- On Discrete Least-Squares Projection in Unbounded Domain with Random Evaluations and its Application to Parametric Uncertainty Quantification (Q2940009) (← links)
- Multivariate Discrete Least-Squares Approximations with a New Type of Collocation Grid (Q2940014) (← links)
- Stochastic Collocation Methods via $\ell_1$ Minimization Using Randomized Quadratures (Q2968585) (← links)
- A Christoffel function weighted least squares algorithm for collocation approximations (Q2970106) (← links)
- Deferred Correction Methods for Forward Backward Stochastic Differential Equations (Q3132629) (← links)
- Solving time‐periodic fractional diffusion equations via diagonalization technique and multigrid (Q4558716) (← links)
- An Efficient Gradient Projection Method for Stochastic Optimal Control Problems (Q4596726) (← links)
- Weighted Approximate Fekete Points: Sampling for Least-Squares Polynomial Approximation (Q4603503) (← links)
- AN ADAPTIVE MULTIFIDELITY PC-BASED ENSEMBLE KALMAN INVERSION FOR INVERSE PROBLEMS (Q5052359) (← links)
- An Acceleration Strategy for Randomize-Then-Optimize Sampling Via Deep Neural Networks (Q5079536) (← links)
- An Explicit Multistep Scheme for Mean-Field Forward-Backward Stochastic Differential Equations (Q5079565) (← links)
- Sinc-$\theta$ Schemes for Backward Stochastic Differential Equations (Q5093638) (← links)
- A Uniform Spectral Analysis for a Preconditioned All-at-Once System from First-Order and Second-Order Evolutionary Problems (Q5099410) (← links)
- Constructing Least-Squares Polynomial Approximations (Q5113170) (← links)
- A Unified Probabilistic Discretization Scheme for FBSDEs: Stability, Consistency, and Convergence Analysis (Q5123988) (← links)
- Sparse Approximation of Data-Driven Polynomial Chaos Expansions: An Induced Sampling Approach (Q5142965) (← links)
- Highly Accurate Numerical Schemes for Stochastic Optimal Control Via FBSDEs (Q5143942) (← links)
- High Order Numerical Schemes for Second-Order FBSDEs with Applications to Stochastic Optimal Control (Q5158726) (← links)
- Hermite Spectral Collocation Methods for Fractional PDEs in Unbounded Domains (Q5160506) (← links)
- An Adaptive Surrogate Modeling Based on Deep Neural Networks for Large-Scale Bayesian Inverse Problems (Q5162376) (← links)
- Rational Spectral Methods for PDEs Involving Fractional Laplacian in Unbounded Domains (Q5220409) (← links)
- Acceleration of the Two-Level MGRIT Algorithm via the Diagonalization Technique (Q5241274) (← links)
- Error Analysis of the Dynamically Orthogonal Approximation of Time Dependent Random PDEs (Q5254441) (← links)
- Convergence Analysis for Three Parareal Solvers (Q5254479) (← links)
- Convergence Analysis for Stochastic Collocation Methods to Scalar Hyperbolic Equations with a Random Wave Speed (Q5268726) (← links)
- A Generalized Sampling and Preconditioning Scheme for Sparse Approximation of Polynomial Chaos Expansions (Q5275042) (← links)
- On the Choice of Design Points for Least Square Polynomial Approximations with Application to Uncertainty Quantification (Q5372273) (← links)
- Stochastic Collocation on Unstructured Multivariate Meshes (Q5372378) (← links)
