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math.PR2022
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…
cs.LG2022★ 6 cited
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…