16 citations · 25 across the 7 of their papers we have counts for
7 papers
A Jin--Xin Relaxation Gradual Convergence Method for Conservation-Law PINNs
Emmanuel Lorin, Yuchong Tang, Xu Yang +1
The Jin--Xin relaxation of a nonlinear hyperbolic conservation law introduces a relaxation parameter that controls the width of the internal layer resolving a shock; the discontinu…
An Actor-Critic Framework for Continuous-Time Jump-Diffusion Controls with Normalizing Flows
Liya Guo, Ruimeng Hu, Xu Yang +1
Continuous-time stochastic control with time-inhomogeneous jump-diffusion dynamics is central in finance and economics, but computing optimal policies is difficult under explicit t…
Multi-Agent Relative Investment Games in a Jump Diffusion Market with Deep Reinforcement Learning Algorithm
Liwei Lu, Ruimeng Hu, Xu Yang +1
This paper focuses on multi-agent stochastic differential games for jump-diffusion systems. On one hand, we study the multi-agent game for optimal investment in a jump-diffusion ma…
Temporal Difference Learning for High-Dimensional PIDEs with Jumps
Liwei Lu, Hailong Guo, Xu Yang +1
In this paper, we propose a deep learning framework for solving high-dimensional partial integro-differential equations (PIDEs) based on the temporal difference learning. We introd…
Unfitted Nitsche's method for computing band structures in phononic crystals with impurities
Hailong Guo, Xu Yang, Yi Zhu
In this paper, we propose an unfitted Nitsche's method to compute the band structures of phononic crystal with impurities of general geometry. The proposed method does not require…
Unfitted Nitsche's method for computing wave modes in topological materials
Hailong Guo, Xu Yang, Yi Zhu
In this paper, we propose an unfitted Nitsche's method for computing wave modes in topological materials. The proposed method is based on Nitsche's technique to study the performan…
Bloch theory-based gradient recovery method for computing topological edge modes in photonic graphene
Hailong Guo, Xu Yang, Yi Zhu
Photonic graphene, a photonic crystal with honeycomb structures, has been intensively studied in both theoretical and applied fields. Similar to graphene which admits Dirac Fermion…