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A spectral method for stochastic fractional PDEs using dynamically-orthogonal/bi-orthogonal decomposition 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2022, 卷号: 461, 页码: 17
作者:  Zhao, Yue;  Mao, Zhiping;  Guo, Ling;  Tang, Yifa;  Karniadakis, George Em
收藏  |  浏览/下载：8/0  |  提交时间：2023/02/07
Adaptive quasi-Monte Carlo method for uncertainty evaluation in centroid measurement of planetary rovers 期刊论文
Transactions of the Institute of Measurement and Control, 2021, 卷号: 43, 期号: 3, 页码: 623-634
作者:  Na Q(那强);  Hu SR(胡淑荣);  Tao JG(陶建国);  Luo Y(罗阳)
收藏  |  浏览/下载：36/0  |  提交时间：2020/09/26
Efficient control variate methods with applications to exotic options pricing under subordinated Brownian motion models 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2019, 卷号: Vol.47, 页码: 602-621
作者:  Zhang, L;  Lai, YZ;  Zhang, SH;  Li, L
收藏  |  浏览/下载：8/0  |  提交时间：2019/12/17
Coupled stochastic-deterministic method for accelerator-driven subcritical system transient analysis 期刊论文
Qiangjiguang Yu Lizishu/High Power Laser and Particle Beams, 2018, 卷号: 30
作者:  Zheng, Qi;  Wu, Hongchun;  Li, Yunzhao;  Cao, Liangzhi;  He, Mingtao
收藏  |  浏览/下载：5/0  |  提交时间：2019/11/19
EXPECTED RESIDUAL MINIMIZATION METHOD FOR STOCHASTIC MIXED VARIATIONAL INEQUALITY PROBLEMS 期刊论文
PACIFIC JOURNAL OF OPTIMIZATION, 2018, 卷号: 14, 页码: 703-722
作者:  Chen, Lin[1];  Lin, Guihua[2];  Yang, Xinmin[3]
收藏  |  浏览/下载：8/0  |  提交时间：2019/04/22
A Backward Doubly Stochastic Differential Equation Approach for Nonlinear Filtering Problems 期刊论文
COMMUNICATIONS IN COMPUTATIONAL PHYSICS, 2018, 卷号: 23, 期号: 5, 页码: 1573-1601
作者:  Bao, Feng;  Cao, Yanzhao;  Zhao, Weidong
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/11
On algorithmic construction of maximin distance designs 期刊论文
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2017, 卷号: 46, 期号: 10, 页码: 7972-7985
作者:  Mu, Weiyan;  Xiong, Shifeng
收藏  |  浏览/下载：21/0  |  提交时间：2018/07/30
Stochastic load flow calculation based on quasi-Monte Carlo method for active distribution network 期刊论文
Dianli Zidonghua Shebei/Electric Power Automation Equipment, 2017, 卷号: 37, 页码: 7-12
作者:  Wang, Xiuli;  Zhang, Zece;  Hou, Yushen
收藏  |  浏览/下载：2/0  |  提交时间：2019/11/26
Quasi Monte Carlo method for reliability evaluation of power system based on Dimension Importance Sorting 期刊论文
INTERNATIONAL TRANSACTIONS ON ELECTRICAL ENERGY SYSTEMS, 2017, 卷号: 27
作者:  Hou, Yushen;  Wang, Xiuli;  Guo, Jingli
收藏  |  浏览/下载：3/0  |  提交时间：2019/11/26
Efficient randomized quasi-Monte Carlo methods for portfolio market risk 期刊论文
INSURANCE MATHEMATICS & ECONOMICS, 2017, 卷号: 76, 页码: 87-94
作者:  Sak, Halis;  Basoglu, Ismail
收藏  |  浏览/下载：2/0  |  提交时间：2019/11/26

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