3 citations · 4 across the 5 of their papers we have counts for
8 papers
A viral propagation model with nonlinear infection rate and free boundaries
Lei Li, Siyu Liu, Mingxin Wang
In this paper we put forward a viral propagation model with nonlinear infection rate and free boundaries and investigate the dynamical properties. This model is composed of two ord…
A discretization of Caputo derivatives with application to time fractional SDEs and gradient flows
Lei Li, Jian-Guo Liu
We consider a discretization of Caputo derivatives resulted from deconvolving a scheme for the corresponding Volterra integral. Properties of this discretization, including signs o…
On mean field limit for Brownian particles with Coulomb interaction in 3D
Lei Li, Jian-Guo Liu, Pu Yu
In this paper, we consider the mean field limit of Brownian particles with Coulomb interaction in 3D space. In particular, using a symmetrization technique, we show that the limit…
Semi-groups of stochastic gradient descent and online principal component analysis: properties and diffusion approximations
Yuanyuan Feng, Lei Li, Jian-Guo Liu
We study the Markov semigroups for two important algorithms from machine learning: stochastic gradient descent (SGD) and online principal component analysis (PCA). We investigate t…
A Modified Levy Jump-Diffusion Model Based on Market Sentiment Memory for Online Jump Prediction
Zheqing Zhu, Jian-guo Liu, Lei Li
In this paper, we propose a modified Levy jump diffusion model with market sentiment memory for stock prices, where the market sentiment comes from data mining implementation using…
A dispersive regularization for the modified Camassa-Holm equation
Yu Gao, Lei Li, Jian-Guo Liu
In this paper, we present a dispersive regularization for the modified Camassa-Holm equation (mCH) in one dimension, which is achieved through a double mollification for the system…