12 citations · 22 across the 4 of their papers we have counts for
4 papers
Wellposedness, exponential ergodicity and numerical approximation of fully super-linear McKean--Vlasov SDEs and associated particle systems
Xingyuan Chen, Goncalo dos Reis, Wolfgang Stockinger
We study a class of McKean--Vlasov Stochastic Differential Equations (MV-SDEs) with drifts and diffusions having super-linear growth in measure and space -- the maps have general p…
Euler simulation of interacting particle systems and McKean-Vlasov SDEs with fully superlinear growth drifts in space and interaction
Xingyuan Chen, Goncalo dos Reis
We consider in this work the convergence of a split-step Euler type scheme (SSM) for the numerical simulation of interacting particle Stochastic Differential Equation (SDE) systems…
Application of Machine Learning Methods in Inferring Surface Water Groundwater Exchanges using High Temporal Resolution Temperature Measurements
Mohammad A. Moghaddam, Ty P. A. Ferre, Xingyuan Chen +2
We examine the ability of machine learning (ML) and deep learning (DL) algorithms to infer surface/ground exchange flux based on subsurface temperature observations. The observatio…
A flexible split-step scheme for solving McKean-Vlasov Stochastic Differential Equations
Xingyuan Chen, Goncalo dos Reis
We present an implicit Split-Step explicit Euler type Method (dubbed SSM) for the simulation of McKean-Vlasov Stochastic Differential Equations (MV-SDEs) with drifts of superlinear…