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 survey on diffusion models for time series and spatio-temporal data
The study of time series is crucial for understanding trends and anomalies over time,
enabling predictive insights across various sectors. Spatio-temporal data, on the other hand …
enabling predictive insights across various sectors. Spatio-temporal data, on the other hand …
Helixdiff, a score-based diffusion model for generating all-atom α-helical structures
Here, we present HelixDiff, a score-based diffusion model for generating all-atom helical
structures. We developed a hot spot-specific generation algorithm for the conditional design …
structures. We developed a hot spot-specific generation algorithm for the conditional design …
Positivity preserving truncated Euler–Maruyama method for stochastic Lotka–Volterra competition model
X Mao, F Wei, T Wiriyakraikul - Journal of Computational and Applied …, 2021 - Elsevier
The well-known stochastic Lotka–Volterra model for interacting multi-species in ecology has
some typical features: highly nonlinear, positive solution and multi-dimensional. The known …
some typical features: highly nonlinear, positive solution and multi-dimensional. The known …
[HTML][HTML] Convergence rates of the truncated Euler–Maruyama method for stochastic differential equations
X Mao - Journal of Computational and Applied Mathematics, 2016 - Elsevier
Influenced by Higham et al.(2002), several numerical methods have been developed to
study the strong convergence of the numerical solutions to stochastic differential equations …
study the strong convergence of the numerical solutions to stochastic differential equations …
Explicit numerical approximations for stochastic differential equations in finite and infinite horizons: truncation methods, convergence in pth moment and stability
Solving stochastic differential equations (SDEs) numerically, explicit Euler–Maruyama (EM)
schemes are used most frequently under global Lipschitz conditions for both drift and …
schemes are used most frequently under global Lipschitz conditions for both drift and …
An advanced numerical scheme for multi-dimensional stochastic Kolmogorov equations with superlinear coefficients
Y Cai, X Mao, F Wei - Journal of Computational and Applied Mathematics, 2024 - Elsevier
This work develops a novel approximation for a class of superlinear stochastic Kolmogorov
equations with positive global solutions. On the one hand, most existing explicit methods …
equations with positive global solutions. On the one hand, most existing explicit methods …
[HTML][HTML] Data-driven discovery of stochastic differential equations
Stochastic differential equations (SDEs) are mathematical models that are widely used to
describe complex processes or phenomena perturbed by random noise from different …
describe complex processes or phenomena perturbed by random noise from different …
Using process data to generate an optimal control policy via apprenticeship and reinforcement learning
Reinforcement learning (RL) is a data‐driven approach to synthesizing an optimal control
policy. A barrier to wide implementation of RL‐based controllers is its data‐hungry nature …
policy. A barrier to wide implementation of RL‐based controllers is its data‐hungry nature …
Adaptive Euler–Maruyama method for SDEs with nonglobally Lipschitz drift
This paper proposes an adaptive timestep construction for an Euler–Maruyama
approximation of SDEs with nonglobally Lipschitz drift. It is proved that if the timestep is …
approximation of SDEs with nonglobally Lipschitz drift. It is proved that if the timestep is …
An adaptive Euler–Maruyama scheme for McKean–Vlasov SDEs with super-linear growth and application to the mean-field FitzHugh–Nagumo model
C Reisinger, W Stockinger - Journal of Computational and Applied …, 2022 - Elsevier
In this paper, we introduce fully implementable, adaptive Euler–Maruyama schemes for
McKean–Vlasov stochastic differential equations (SDEs) assuming only a standard …
McKean–Vlasov stochastic differential equations (SDEs) assuming only a standard …