3 papers
math.NA2025
A novel numerical method for mean field stochastic differential equation
Jinhui Zhou, Yongkui Zou, Shimin Chai +2
In this paper, we propose a novel method to approximate the mean field stochastic differential equation by means of approximating the density function via Fokker-Planck equation. W…
math.NA2022
Numerical analysis of a time discretized method for nonlinear filtering problem with Lévy process observations
Fengshan Zhang, Yongkui Zou, Shimin Chai +1
In this paper, we consider a nonlinear filtering model with observations driven by correlated Wiener processes and point processes. We first derive a Zakai equation whose solution…
math.NA2022
Weak Galerkin finite element method for linear poroelasticity problems
Shanshan Gu, Shimin Chai, Chenguang Zhou
This paper is devoted to a weak Galerkin (WG) finite element method for linear poroelasticity problems where weakly defined divergence and gradient operators over discontinuous fun…