Yanzhao Cao

Orcid: 0000-0003-2310-3435

According to our database1, Yanzhao Cao authored at least 37 papers between 2001 and 2024.

Collaborative distances:

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2024
Numerical Analysis for Convergence of a Sample-Wise Backpropagation Method for Training Stochastic Neural Networks.
SIAM J. Numer. Anal., 2024

2023
A Probabilistic Scheme for Semilinear Nonlocal Diffusion Equations with Volume Constraints.
SIAM J. Numer. Anal., December, 2023

Splitting scheme for backward doubly stochastic differential equations.
Adv. Comput. Math., August, 2023

Fast and Accuracy-Preserving Domain Decomposition Methods for Reduced Fracture Models with Nonconforming Time Grids.
J. Sci. Comput., July, 2023

Diffusion-Model-Assisted Supervised Learning of Generative Models for Density Estimation.
CoRR, 2023

A pseudo-reversible normalizing flow for stochastic dynamical systems with various initial distributions.
CoRR, 2023

2022
Splitting-up Spectral Method for Nonlinear Filtering Problems with Correlation Noises.
J. Sci. Comput., 2022

Convergence Analysis for Training Stochastic Neural Networks via Stochastic Gradient Descent.
CoRR, 2022

Numerical analysis of a time discretized method for nonlinear filtering problem with Lévy process observations.
CoRR, 2022

Fast and accurate domain decomposition methods for reduced fracture models with nonconforming time grids.
CoRR, 2022

2021
Mean-square convergence of numerical methods for random ordinary differential equations.
Numer. Algorithms, 2021

Adaptive Gradient Descent for Optimal Control of Parabolic Equations with Random Parameters.
CoRR, 2021

Solving Backward Doubly Stochastic Differential Equations through Splitting Schemes.
CoRR, 2021

2020
Uncertainty Quantification in Deep Learning through Stochastic Maximum Principle.
CoRR, 2020

Analysis of the Stochastic Alternating Least Squares Method for the Decomposition of Random Tensors.
CoRR, 2020

A locking free numerical approximation for quasilinear poroelasticity problems.
Comput. Math. Appl., 2020

2019
An explicit a posteriori error estimations for the cell functional minimization scheme of elliptic problems.
J. Comput. Appl. Math., 2019

2018
A Robust Numerical Method for the Random Interface Grating Problem via Shape Calculus, Weak Galerkin Method, and Low-Rank Approximation.
J. Sci. Comput., 2018

2017
Approximating Stochastic Evolution Equations with Additive White and Rough Noises.
SIAM J. Numer. Anal., 2017

Computational singular perturbation analysis of stochastic chemical systems with stiffness.
J. Comput. Phys., 2017

A fast discrete spectral method for stochastic partial differential equations.
Adv. Comput. Math., 2017

2016
A First Order Scheme for Backward Doubly Stochastic Differential Equations.
SIAM/ASA J. Uncertain. Quantification, 2016

Well-posedness and a numerical study of a regularization model with adaptive nonlinear filtering for incompressible fluid flow.
Comput. Math. Appl., 2016

Particle Swarm Optimization Simulation via Optimal Halton Sequences.
Proceedings of the International Conference on Computational Science 2016, 2016

2014
Parallel, non-iterative, multi-physics domain decomposition methods for time-dependent Stokes-Darcy systems.
Math. Comput., 2014

A Hybrid Sparse-Grid Approach for Nonlinear Filtering Problems Based on Adaptive-Domain of the Zakai Equation Approximations.
SIAM/ASA J. Uncertain. Quantification, 2014

Orthogonal polynomial expansions on sparse grids.
J. Complex., 2014

2011
Robin-Robin domain decomposition methods for the steady-state Stokes-Darcy system with the Beavers-Joseph interface condition.
Numerische Mathematik, 2011

2010
Finite Element Approximations for Stokes-Darcy Flow with Beavers-Joseph Interface Conditions.
SIAM J. Numer. Anal., 2010

Error analysis of finite element approximations of the stochastic Stokes equations.
Adv. Comput. Math., 2010

Generating Parallel Random Sequences via Parameterizing EICGs for Heterogeneous Computing Environments.
Proceedings of the Computational Science and Its Applications, 2010

2009
A Fast Collocation Method for Solving Stochastic Integral Equations.
SIAM J. Numer. Anal., 2009

2008
Exploitation of sensitivity derivatives via randomized quasi-Monte Carlo methods.
Monte Carlo Methods Appl., 2008

2007
Finite element methods for semilinear elliptic stochastic partial differential equations.
Numerische Mathematik, 2007

2003
A Hybrid Collocation Method for Volterra Integral Equations with Weakly Singular Kernels.
SIAM J. Numer. Anal., 2003

An Efficient Monte Carlo Method for Optimal Control Problems with Uncertainty.
Comput. Optim. Appl., 2003

2001
Numerical approximations of exact controllability problems by optimal control problems for parabolic differential equations.
Appl. Math. Comput., 2001


  Loading...