Yanzhao Cao

Publication Activity (10 Years)

Years Active: 2001-2024
Publications (10 Years): 27

Top Topics

Maximum A Posteriori Estimation

Evolution Equation

Differential Equations

Numerical Analysis

Top Venues

SIAM J. Numer. Anal.

Adv. Comput. Math.

J. Sci. Comput.

Publications

Fengshan Zhang, Yongkui Zou, Shimin Chai, Yanzhao Cao
Numerical analysis of a time discretized method for nonlinear filtering problem with Lévy process observations. Adv. Comput. Math. 50 (4) (2024)
Minglei Yang, Pengjun Wang, Ming Fan, Dan Lu, Yanzhao Cao, Guannan Zhang
Conditional Pseudo-Reversible Normalizing Flow for Surrogate Modeling in Quantifying Uncertainty Propagation. CoRR (2024)
Richard Archibald, Feng Bao, Yanzhao Cao, Hui Sun
Numerical Analysis for Convergence of a Sample-Wise Backpropagation Method for Training Stochastic Neural Networks. SIAM J. Numer. Anal. 62 (2) (2024)
Minglei Yang, Guannan Zhang, Diego del-Castillo-Negrete, Yanzhao Cao
A Probabilistic Scheme for Semilinear Nonlocal Diffusion Equations with Volume Constraints. SIAM J. Numer. Anal. 61 (6) (2023)
Yanfang Liu, Minglei Yang, Zezhong Zhang, Feng Bao, Yanzhao Cao, Guannan Zhang
Diffusion-Model-Assisted Supervised Learning of Generative Models for Density Estimation. CoRR (2023)
Minglei Yang, Pengjun Wang, Diego del-Castillo-Negrete, Yanzhao Cao, Guannan Zhang
A pseudo-reversible normalizing flow for stochastic dynamical systems with various initial distributions. CoRR (2023)
Feng Bao, Yanzhao Cao, He Zhang
Splitting scheme for backward doubly stochastic differential equations. Adv. Comput. Math. 49 (4) (2023)
Phuoc-Toan Huynh, Yanzhao Cao, Thi-Thao-Phuong Hoang
Fast and Accuracy-Preserving Domain Decomposition Methods for Reduced Fracture Models with Nonconforming Time Grids. J. Sci. Comput. 96 (1) (2023)
Fengshan Zhang, Yongkui Zou, Shimin Chai, Ran Zhang, Yanzhao Cao
Splitting-up Spectral Method for Nonlinear Filtering Problems with Correlation Noises. J. Sci. Comput. 93 (1) (2022)
Phuoc-Toan Huynh, Yanzhao Cao, Thi-Thao-Phuong Hoang
Fast and accurate domain decomposition methods for reduced fracture models with nonconforming time grids. CoRR (2022)
Fengshan Zhang, Yongkui Zou, Shimin Chai, Yanzhao Cao
Numerical analysis of a time discretized method for nonlinear filtering problem with Lévy process observations. CoRR (2022)
Minglei Yang, Guannan Zhang, Diego del-Castillo-Negrete, Yanzhao Cao
A probabilistic scheme for semilinear nonlocal diffusion equations with volume constraints. CoRR (2022)
Richard Archibald, Feng Bao, Yanzhao Cao, Hui Sun
Convergence Analysis for Training Stochastic Neural Networks via Stochastic Gradient Descent. CoRR (2022)
Yanzhao Cao, Somak Das, Hans-Werner van Wyk
Adaptive Gradient Descent for Optimal Control of Parabolic Equations with Random Parameters. CoRR (2021)
Peng Wang, Yanzhao Cao, Xiaoying Han, Peter Kloeden
Mean-square convergence of numerical methods for random ordinary differential equations. Numer. Algorithms 87 (1) (2021)
Feng Bao, Yanzhao Cao, He Zhang
Solving Backward Doubly Stochastic Differential Equations through Splitting Schemes. CoRR (2021)
Richard Archibald, Feng Bao, Yanzhao Cao, He Zhang
Uncertainty Quantification in Deep Learning through Stochastic Maximum Principle. CoRR (2020)
Yanzhao Cao, Somak Das, Luke Oeding, Hans-Werner van Wyk
Analysis of the Stochastic Alternating Least Squares Method for the Decomposition of Random Tensors. CoRR (2020)
Jingyuan Zhang, Chenguang Zhou, Yanzhao Cao, Amnon J. Meir
A locking free numerical approximation for quasilinear poroelasticity problems. Comput. Math. Appl. 80 (6) (2020)
Li Yin, Zhiming Gao, Yanzhao Cao
An explicit a posteriori error estimations for the cell functional minimization scheme of elliptic problems. J. Comput. Appl. Math. 362 (2019)
Gang Bao, Yanzhao Cao, Yongle Hao, Kai Zhang
A Robust Numerical Method for the Random Interface Grating Problem via Shape Calculus, Weak Galerkin Method, and Low-Rank Approximation. J. Sci. Comput. 77 (1) (2018)
Lijin Wang, Xiaoying Han, Yanzhao Cao, Habib N. Najm
Computational singular perturbation analysis of stochastic chemical systems with stiffness. J. Comput. Phys. 335 (2017)
Yanzhao Cao, Jialin Hong, Zhihui Liu
Approximating Stochastic Evolution Equations with Additive White and Rough Noises. SIAM J. Numer. Anal. 55 (4) (2017)
Yanzhao Cao, Ying Jiang, Yuesheng Xu
A fast discrete spectral method for stochastic partial differential equations. Adv. Comput. Math. 43 (5) (2017)
Ganesha Weerasinghe, Hongmei Chi, Yanzhao Cao
Particle Swarm Optimization Simulation via Optimal Halton Sequences. ICCS (2016)
Yanzhao Cao, Song Chen, Leo G. Rebholz
Well-posedness and a numerical study of a regularization model with adaptive nonlinear filtering for incompressible fluid flow. Comput. Math. Appl. 71 (11) (2016)
Feng Bao, Yanzhao Cao, Amnon J. Meir, Weidong Zhao
A First Order Scheme for Backward Doubly Stochastic Differential Equations. SIAM/ASA J. Uncertain. Quantification 4 (1) (2016)
Yanzhao Cao, Max D. Gunzburger, Xiaoming He, Xiaoming Wang
Parallel, non-iterative, multi-physics domain decomposition methods for time-dependent Stokes-Darcy systems. Math. Comput. 83 (288) (2014)
Yanzhao Cao, Ying Jiang, Yuesheng Xu
Orthogonal polynomial expansions on sparse grids. J. Complex. 30 (6) (2014)
Feng Bao, Yanzhao Cao, Clayton G. Webster, Guannan Zhang
A Hybrid Sparse-Grid Approach for Nonlinear Filtering Problems Based on Adaptive-Domain of the Zakai Equation Approximations. SIAM/ASA J. Uncertain. Quantification 2 (1) (2014)
Yanzhao Cao, Max D. Gunzburger, Xiaoming He, Xiaoming Wang
Robin-Robin domain decomposition methods for the steady-state Stokes-Darcy system with the Beavers-Joseph interface condition. Numerische Mathematik 117 (4) (2011)
Hongmei Chi, Yanzhao Cao
Generating Parallel Random Sequences via Parameterizing EICGs for Heterogeneous Computing Environments. ICCSA (4) (2010)
Yanzhao Cao, Max D. Gunzburger, Xiaolong Hu, Fei Hua, Xiaoming Wang, Weidong Zhao
Finite Element Approximations for Stokes-Darcy Flow with Beavers-Joseph Interface Conditions. SIAM J. Numer. Anal. 47 (6) (2010)
Yanzhao Cao, Zheng Chen, Max D. Gunzburger
Error analysis of finite element approximations of the stochastic Stokes equations. Adv. Comput. Math. 33 (2) (2010)
Yanzhao Cao, Bin Wu, Yuesheng Xu
A Fast Collocation Method for Solving Stochastic Integral Equations. SIAM J. Numer. Anal. 47 (5) (2009)
Yanzhao Cao, Hongmei Chi, C. Milton, Weidong Zhao
Exploitation of sensitivity derivatives via randomized quasi-Monte Carlo methods. Monte Carlo Methods Appl. 14 (3) (2008)
Yanzhao Cao, Hongtao Yang, Li Yin
Finite element methods for semilinear elliptic stochastic partial differential equations. Numerische Mathematik 106 (2) (2007)
Yanzhao Cao, Terry Herdman, Yuesheng Xu
A Hybrid Collocation Method for Volterra Integral Equations with Weakly Singular Kernels. SIAM J. Numer. Anal. 41 (1) (2003)
Yanzhao Cao, M. Yousuff Hussaini, Thomas A. Zang
An Efficient Monte Carlo Method for Optimal Control Problems with Uncertainty. Comput. Optim. Appl. 26 (3) (2003)
Yanzhao Cao
Numerical approximations of exact controllability problems by optimal control problems for parabolic differential equations. Appl. Math. Comput. 119 (2-3) (2001)