10 citations · 11 across the 2 of their papers we have counts for
3 papers
math.NA2025
DDC-PINNs: A Predictor-Corrector Approach Based on Neural Network-Driven Domain Decomposition and Classical ODE Solvers for Time-Dependent PDEs
Xun Yang, Guanqiu Ma, Maohua Ran
When solving time-dependent partial differential equations (PDEs), traditional physics-informed neural networks (PINNs) may encounter several challenges. In particular, standard PI…
q-fin.PR2013★ 1 cited
On the Pricing of Storable Commodities
Dorje C. Brody, Lane P. Hughston, Xun Yang
This paper introduces an information-based model for the pricing of storable commodities such as crude oil and natural gas. The model uses the concept of market information about f…
math.PR2012★ 10 cited
Signal processing with Levy information
Dorje C. Brody, Lane P. Hughston, Xun Yang
Levy processes, which have stationary independent increments, are ideal for modelling the various types of noise that can arise in communication channels. If a Levy process admits…