5 papers · 1 filter
Exponential ergodicity of exact and numerical solutions for McKean-Vlasov SDEs driven by Lévy noise
Yang Sun, Yuhang Zhang, Minghui Song
This paper investigates the exponential ergodicity of the exact solution and the tamed Euler solution for McKean-Vlasov stochastic differential equations driven by Lévy noise. Firs…
A Computationally Efficient Finite Element Method for Shape Reconstruction of Inverse Conductivity Problems
Lefu Cai, Zhixin Liu, Minghui Song +1
The inverse conductivity problem aims at determining the unknown conductivity inside a bounded domain from boundary measurements. In practical applications, algorithms based on min…
Strong convergence of the adaptive Milstein method for nonlinear stochastic differential equations with piecewise continuous arguments
Yuhang Zhang, Minghui Song, Jiaqi Zhu
In this work, an adaptive time-stepping Milstein method is constructed for stochastic differential equations with piecewise continuous arguments (SDEPCAs), where the drift is one-s…
Dimension-independent convergence rate of propagation of chaos and numerical analysis for McKean-Vlasov stochastic differential equations with coefficients nonlinearly dependent on measure
Yuhang Zhang, Minghui Song
In contrast to ordinary stochastic differential equations (SDEs), the numerical simulation of McKean-Vlasov stochastic differential equations (MV-SDEs) requires approximating the d…
Time-domain direct sampling method for inverse electromagnetic scattering with a single incident source
Chen Geng, Minghui Song, Xianchao Wang +1
In this paper, we consider an inverse electromagnetic medium scattering problem of reconstructing unknown objects from time-dependent boundary measurements. A novel time-domain dir…