Turnitin
降AI改写
早检测系统
早降重系统
Turnitin-UK版
万方检测-期刊版
维普编辑部版
Grammarly检测
Paperpass检测
checkpass检测
PaperYY检测
A DeepParticle method for learning and generating aggregation patterns in multi-dimensional Keller–Segel chemotaxis systems
We study a regularized interacting particle method for computing aggregation patterns and
near singular solutions of a Keller–Segel (KS) chemotaxis system in two and three space …
near singular solutions of a Keller–Segel (KS) chemotaxis system in two and three space …
A stochastic collocation method based on sparse grids for a stochastic Stokes-Darcy model
In this paper, we develop a sparse grid stochastic collocation method to improve the
computational efficiency in handling the steady Stokes-Darcy model with random hydraulic …
computational efficiency in handling the steady Stokes-Darcy model with random hydraulic …
A convergent interacting particle method and computation of KPP front speeds in chaotic flows
In this paper, we study the propagation speeds of reaction-diffusion-advection fronts in time-
periodic cellular and chaotic flows with Kolmogorov--Petrovsky--Piskunov (KPP) …
periodic cellular and chaotic flows with Kolmogorov--Petrovsky--Piskunov (KPP) …
Computing effective diffusivities in 3D time-dependent chaotic flows with a convergent Lagrangian numerical method
In this paper, we study the convergence analysis for a robust stochastic structure-preserving
Lagrangian numerical scheme in computing effective diffusivity of time-dependent chaotic …
Lagrangian numerical scheme in computing effective diffusivity of time-dependent chaotic …
Stochastic modified equations for symplectic methods applied to rough Hamiltonian systems
C Chen, J Hong, C Huang - IMA Journal of Numerical Analysis, 2024 - academic.oup.com
We investigate stochastic modified equations to explain the mathematical mechanism of
symplectic methods applied to rough Hamiltonian systems. The contribution of this paper is …
symplectic methods applied to rough Hamiltonian systems. The contribution of this paper is …
Convergence analysis of stochastic structure-preserving schemes for computing effective diffusivity in random flows
In this paper, we develop efficient stochastic structure-preserving schemes to compute the
effective diffusivity for particles moving in random flows. We first introduce the motion of a …
effective diffusivity for particles moving in random flows. We first introduce the motion of a …
A convergent interacting particle method for computing KPP front speeds in random flows
We aim to efficiently compute spreading speeds of reaction-diffusion-advection (RDA) fronts
in divergence free random flows under the Kolmogorov-Petrovsky-Piskunov (KPP) …
in divergence free random flows under the Kolmogorov-Petrovsky-Piskunov (KPP) …
Probabilistic evolution of the error of numerical method for linear stochastic differential equation
J Hong, G Liang, D Sheng - arxiv preprint arxiv:2304.01602, 2023 - arxiv.org
The quantitative characterization of the evolution of the error distribution (as the step-size
tends to zero) is a fundamental problem in the analysis of stochastic numerical method. In …
tends to zero) is a fundamental problem in the analysis of stochastic numerical method. In …
[PDF][PDF] Sharp uniform in time error estimate on a stochastic structure-preserving Lagrangian method and computation of effective diffusivity in 3D chaotic flows
In this paper, we study the problem of computing the effective diffusivity for a particle moving
in chaotic flows. Instead of solving a convection-diffusion type cell problem in the Eulerian …
in chaotic flows. Instead of solving a convection-diffusion type cell problem in the Eulerian …
Optimal convergence rate of modified Milstein scheme for SDEs with rough fractional diffusions
C Huang - Journal of Differential Equations, 2023 - Elsevier
We develop a new framework for error analysis on stochastic numerical schemes, with the
rough path theory and stochastic backward error analysis. Based on our approach, we prove …
rough path theory and stochastic backward error analysis. Based on our approach, we prove …