activity
20172024
most citedEffective Filtering on a Random Slow Manifold

8 citations · 14 across the 11 of their papers we have counts for

collaborators

11 papers

math.NA2024

The stochastic fractional nonlinear Schrödinger equations in and structure-preserving algorithm

Ao Zhang, Yanjie Zhang, Pengde Wang +2

In this paper, we first investigate the global existence of a solution for the stochastic fractional nonlinear Schrödinger equation with radially symmetric initial data in a suitab…

math.AP2023

Stochastic Perturbations in the Fractional Nonlinear Schrödinger Equation: Well-posedness and Blow-up

Ao Zhang, Yanjie Zhang, Jinqiao Duan

This work investigates radial solutions for nonlinear fractional Schrödinger equations driven by multiplicative noise. Leveraging radial deterministic and stochastic Strichartz est…

math.DS2021★ 5 cited

Dynamical behavior of a nonlocal Fokker-Planck equation for a stochastic system with tempered stable noise

Li Lin, Jinqiao Duan, Xiao Wang +1

We characterize a stochastic dynamical system with tempered stable noise, by examining its probability density evolution. This probability density function satisfies a nonlocal Fok…

math.DS2020

Weak averaging principle for multiscale stochastic dynamical systems driven by stable processes

Yanjie Zhang, Qiao Huang, Xiao Wang +2

We study the averaging principle for a family of multiscale stochastic dynamical systems. The fast and slow components of the systems are driven by two independent stable Lévy nois…

math.PR2020

Analysis of multiscale methods for stochastic dynamical systems driven by -stable processes

Yanjie Zhang, Xiao Wang, Zibo Wang +1

In this paper, we first analyze the strong and weak convergence of projective integration methods for multiscale stochastic dynamical systems driven by -stable processes, which…

math.PR2019

The persistence of synchronization under -stable noise

Yanjie Zhang, Li Lin, Jinqiao Duan +1

This work is about the synchronization of nonlinear coupled dynamical systems driven by -stable noise. Firstly, we provide a novel technique to construct the relationship betwee…

math.DS2018

Numerical analysis and applications of Fokker-Planck equations for stochastic dynamical systems with multiplicative -stable noises

Yanjie Zhang, Xiao Wang, Qiao Huang +2

The Fokker-Planck equations (FPEs) for stochastic systems driven by additive symmetric -stable noises may not adequately describe the time evolution for the probability densitie…

math.DS2018

Mean exit time for stochastic dynamical systems driven by tempered stable Lévy fluctuations

Yanjie Zhang, Xiao Wang, Jinqiao Duan

We use the mean exit time to quantify macroscopic dynamical behaviors of stochastic dynamical systems driven by tempered Lévy fluctuations, which are solutions of nonlocal elliptic…

math.PR2018

Effective filtering analysis for non-Gaussian dynamic systems

Yanjie Zhang, Huijie Qiao, Jinqiao Duan

This work is about a slow-fast data assimilation system under non-Gaussian noisy fluctuations. Firstly, we show the existence of a random invariant manifold for a stochastic dynami…

math.DS2018★ 1 cited

Data assimilation and parameter estimation for a multiscale stochastic system with alpha-stable Levy noise

Yanjie Zhang, Zhuan Cheng, Xinyong Zhang +3

This work is about low dimensional reduction for a slow-fast data assimilation system with non-Gaussian stable Lévy noise via stochastic averaging. When the observations are on…

math.PR2017★ 8 cited

Effective Filtering on a Random Slow Manifold

Huijie Qiao, Yanjie Zhang, Jinqiao Duan

This work is about a slow-fast data assimilation system when only slow components are observable. First, we obtain its low dimensional reduction via an invariant slow manifold. Sec…