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Showing 2019 · math.NAShow all
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math.NA2019★ 10 cited
An adaptive surrogate modeling based on deep neural networks for large-scale Bayesian inverse problems
Liang Yan, Tao Zhou
In Bayesian inverse problems, surrogate models are often constructed to speed up the computational procedure, as the parameter-to-data map can be very expensive to evaluate. Howeve…
math.NA2019★ 2 cited
Stochastic modified equations for symplectic methods applied to rough Hamiltonian systems based on the Wong--Zakai approximation
Chuchu Chen, Jialin Hong, Chuying Huang
We investigate the stochastic modified equation which plays an important role in the stochastic backward error analysis for explaining the mathematical mechanism of a numerical met…