the financial support from the National Natural Science Foundation of China (No.42102127);the Postdoctoral Research Foundation of China (No.2024 M751860)。
Cleat serves as the primary flow pathway for coalbed methane(CBM)and water.However,few studies consider the impact of local contact on two-phase flow within cleats.A visual generalized model of endogenous cleats was c...
supported by the NSF of China(Grant Nos.12071261,12371398,12001539,11831010,11871068);by the China Postdoctoral Science Foundation(Grant No.2019TQ0073);by the Science Challenge Project(Grant No.TZ2018001)and by the National Key R&D Program of China(Grant No.2018YFA0703900).
In this paper, we consider the numerical solution of decoupled mean-field forward backward stochastic differential equations with jumps (MFBSDEJs). By using finite difference approximations and the Gaussian quadrature...
supported by the Shanghai Rising-Star Program(No.21QC1400200);the Natural Science Foundation of Shanghai(No.21ZR1425400);the National Natural Science Foundation of China(No.52377111).
This paper proposes a novel fault diagnosis method by fusing the information from multi-sensor signals to improve the reliability of the conventional vibration-based wind turbine drivetrain gearbox fault diagnosis met...
supported by National Natural Science Foundation of China(Grant No.12071077)。
Let r≥2 be an integer.The real numberα∈[0,1)is a jump for r if there exists a constant c>0 such that for any?>0 and any integer m≥r,there exists an integer n_0(ε,m)satisfying any r-uniform graph with n≥n_0(ε,m)...
supported by National Key Research and Development Program of China under Grant No.2022YFA1006104;the National Natural Science Foundations of China under Grant Nos.12471419 and 12271304;the Natural Science Foundation of Shandong Province under Grant No.ZR2022JQ01。
This paper is concerned with the relationship between general maximum principle and dynamic programming principle for the stochastic recursive optimal control problem with jumps,where the control domain is not necessa...
This study considers an-particle jump-diffusion system with mean field interaction,where the coefficients are locally Lipschitz continuous.We address the convergence as n→∞of the empirical measure of the jump-diffus...
supported by Natural Science Basic Research Program of Shaanxi(Grant No.2023-JC-JQ-05);National Natural Science Foundation of China(Grant No.11971368);supported by the Fundamental Research Funds for the Central Universities(Grant No.WK3470000024);supported by The Hong Kong Polytechnic University(Grant Nos.P0031417 and P0039251)。
In this paper,we study the n-player game and the mean field game under the constant relative risk aversion relative performance on terminal wealth,in which the interaction occurs by peer competition.In the model with ...
supported by the Natural Science Foundation of Ningxia(Grant 2021AAC03030).
To investigate the effect of information transmission,Levy jumps and contact heterogeneity of individuals on the asymptotic behavior of epidemic,a stochastic SIQR epidemic model with non-monotone incidence rate and Le...
supported by the National Natural Science Foundation of China (No.12261038, 11671408 and11871484);Natural Science Foundation of Jiangxi Province (No.20232BAB201004, 20212BAB201009);Training Program of Young Talents for academic and technical leaders of major disciplines in Jiangxi Province(No.20204BCJL23057)。
In this paper, we are concerned with the problem of the pathwise uniqueness of one-dimensional reflected stochastic differential equations with jumps under the assumption of non-Lipschitz continuous coefficients whose...
supported by the NSF of China(Grant Nos.12071261,12001539,11801320,11831010,12371398);by the National Key R&D Program of China(Grant No.2018YFA0703900);by the NSF of Shandong Province(Grant No.ZR2023MA055);by the NSF of Hunan Province(Grant No.2020JJ5647);by the China Postdoctoral Science Foundation(Grant No.2019TQ0073).
In this work,we propose an explicit second order scheme for decoupled mean-field forward backward stochastic differential equations with jumps.The sta-bility and the rigorous error estimates are presented,which show th...