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20122026
most citedIncorporating Lambertian Priors into Surface Normals Measurement

38 citations

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5 papers · 1 filter

math.NA2020

Low-rank quaternion tensor completion for recovering color videos and images

Jifei Miao, Kit Ian Kou, Wankai Liu

Low-rank quaternion tensor completion method, a novel approach to recovery color videos and images is proposed in this paper. We respectively reconstruct a color image and a color…

math.NA2020

Numerical methods for mean-field stochastic differential equations with jumps

Yabing Sun, Weidong Zhao

In this paper, we are devoted to the numerical methods for mean-field stochastic differential equations with jumps (MSDEJs). First by using the mean-field Itô formula [Sun, Yang an…

math.NA2016

Efficient spectral sparse grid approximations for solving multi-dimensional forward backward SDEs

Yu Fu, Weidong Zhao, Tao Zhou

This is the second part in a series of papers on multi-step schemes for solving coupled forward backward stochastic differential equations (FBSDEs). We extend the basic idea in our…

math.NA2015★ 1 cited

High order numerical schemes for second-order FBSDEs with applications to stochastic optimal control

Kong Tao, Weidong Zhao, Tao Zhou

This is one of our series papers on multistep schemes for solving forward backward stochastic differential equations (FBSDEs) and related problems. Here we extend (with non-trivial…

math.NA2013

The Numerical Properties of G-heat equation and Related Application

Xiaolin Gong, Shuzhen Yang

In this paper, we consider the numerical convergence of G-heat equation which was first introduced by Peng. The G-heat equation extends the classical heat equation with uncertain v…