3 papers
math.NA2026
A deep backward regression-based scheme for high-dimensional nonlinear partial differential equations
Qiang Han, Shaolin Ji, Yunzhang Li
We propose a deep backward regression-based (DBR) scheme for solving high-dimensional nonlinear parabolic partial differential equations. Building on the DBDP method of Huré, Pham…
math.PR2025
Non-Markovian dynamics: the memory-dependent probability density evolution equations
Bin Pei, Lifang Feng, Yunzhang Li +1
This paper aims to investigate the non-Markovian dynamics. The governing equations are derived for the probability density functions (PDFs) of non-Markovian stochastic responses to…
math.PR2024
Averaging principle for semilinear slow-fast rough partial differential equations
Miaomiao Li, Yunzhang Li, Bin Pei +1
In this paper, we investigate the averaging principle for a class of semilinear slow-fast partial differential equations driven by finite-dimensional rough multiplicative noise. Sp…