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06/08/2023
A pseudo-reversible normalizing flow for stochastic dynamical systems with various initial distributions
We present a pseudo-reversible normalizing flow method for efficiently g...
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12/17/2022
Convergence Analysis for Training Stochastic Neural Networks via Stochastic Gradient Descent
In this paper, we carry out numerical analysis to prove convergence of a...
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11/27/2022
Numerical analysis of a time discretized method for nonlinear filtering problem with Lévy process observations
In this paper, we consider a nonlinear filtering model with observations...
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05/01/2022
A probabilistic scheme for semilinear nonlocal diffusion equations with volume constraints
This work presents a probabilistic scheme for solving semilinear nonloca...
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02/12/2022
Fast and accurate domain decomposition methods for reduced fracture models with nonconforming time grids
This paper is concerned with the numerical solution of compressible flui...
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10/20/2021
Adaptive Gradient Descent for Optimal Control of Parabolic Equations with Random Parameters
In this paper we extend the adaptive gradient descent (AdaGrad) algorith...
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03/15/2021
Solving Backward Doubly Stochastic Differential Equations through Splitting Schemes
A splitting scheme for backward doubly stochastic differential equations...
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11/28/2020
Uncertainty Quantification in Deep Learning through Stochastic Maximum Principle
We develop a probabilistic machine learning method, which formulates a c...
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04/27/2020
