Jinqiao Duan

Orcid: 0000-0002-2077-990X

According to our database1, Jinqiao Duan authored at least 78 papers between 1999 and 2025.

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Bibliography

2025
Diffusion model conditioning on Gaussian mixture model and negative Gaussian mixture gradient.
Neurocomputing, 2025

2024
Euler-Maruyama Method Based Channel Prediction: An LDE-Net Implementation and Field Evaluation.
IEEE Trans. Veh. Technol., August, 2024

Modulation Analysis of the Stochastic Camassa-Holm Equation with Pure Jump Noise.
J. Nonlinear Sci., June, 2024

Small-Noise-Induced Metastable Transition of Periodically Perturbed Systems.
SIAM J. Appl. Dyn. Syst., March, 2024

Symplectic numerical integration for Hamiltonian stochastic differential equations with multiplicative Lévy noise in the sense of Marcus.
Math. Comput. Simul., January, 2024

Multi-task meta label correction for time series prediction.
Pattern Recognit., 2024

An evolutionary approach for discovering non-Gaussian stochastic dynamical systems based on nonlocal Kramers-Moyal formulas.
CoRR, 2024

Stochastic parameter reduced-order model based on hybrid machine learning approaches.
CoRR, 2024

Analysis for a class of stochastic fractional nonlinear Schrödinger equations.
CoRR, 2024

2023
Homogenization of Dissipative Hamiltonian Systems Under Lévy Fluctuations.
J. Nonlinear Sci., 2023

Early Warning via tipping-preserving latent stochastic dynamical system and meta label correcting.
CoRR, 2023

Efficient Privacy-Preserving Convolutional Spiking Neural Networks with FHE.
CoRR, 2023

Early warning via transitions in latent stochastic dynamical systems.
CoRR, 2023

Privacy-Preserving Discretized Spiking Neural Networks.
CoRR, 2023

Learning Stochastic Dynamical Systems as an Implicit Regularization with Graph Neural Networks.
CoRR, 2023

Meta contrastive label correction for financial time series.
CoRR, 2023

Analysis of multiscale methods for stochastic dynamical systems driven by α-stable processes.
Appl. Math. Lett., 2023

2022
Numerical integration of stochastic contact Hamiltonian systems via stochastic Herglotz variational principle.
CoRR, 2022

Auto-SDE: Learning effective reduced dynamics from data-driven stochastic dynamical systems.
CoRR, 2022

An Optimal Control Method to Compute the Most Likely Transition Path for Stochastic Dynamical Systems with Jumps.
CoRR, 2022

An end-to-end deep learning approach for extracting stochastic dynamical systems with α-stable Lévy noise.
CoRR, 2022

2021
Solving Inverse Stochastic Problems from Discrete Particle Observations Using the Fokker-Planck Equation and Physics-Informed Neural Networks.
SIAM J. Sci. Comput., 2021

Time Series Forecasting with Ensembled Stochastic Differential Equations Driven by Lévy Noise.
CoRR, 2021

Data-driven method to learn the most probable transition pathway and stochastic differential equations.
CoRR, 2021

The Most Likely Transition Path for a Class of Distribution-Dependent Stochastic Systems.
CoRR, 2021

Most Probable Transitions from Metastable to Oscillatory Regimes in a Carbon Cycle System.
CoRR, 2021

Extracting stochastic dynamical systems with $α$-stable Lévy noise from data.
CoRR, 2021

Total value adjustment of Bermudan option valuation under pure jump Lévy fluctuations.
CoRR, 2021

Learning the temporal evolution of multivariate densities via normalizing flows.
CoRR, 2021

Quantifying model uncertainty for the observed non-Gaussian data by the Hellinger distance.
Commun. Nonlinear Sci. Numer. Simul., 2021

Maximum likelihood estimation of stochastic differential equations with random effects driven by fractional Brownian motion.
Appl. Math. Comput., 2021

2020
Bifurcation in Mean Phase Portraits for Stochastic Dynamical Systems with Multiplicative Gaussian Noise.
Int. J. Bifurc. Chaos, 2020

Symplectic method for Hamiltonian stochastic differential equations with multiplicative Lévy noise in the sense of Marcus.
CoRR, 2020

Symplectic Euler scheme for Hamiltonian stochastic differential equations driven by Levy noise.
CoRR, 2020

Extracting Non-Gaussian Governing Laws from Data on Mean Exit Time.
CoRR, 2020

A Data-Driven Approach for Discovering Stochastic Dynamical Systems with Non-Gaussian Levy Noise.
CoRR, 2020

Identifying stochastic governing equations from data of the most probable transition trajectories.
CoRR, 2020

Mean escape time for randomly switching narrow gates in a steady flow.
Comput. Math. Appl., 2020

Mean exit time for stochastic dynamical systems driven by tempered stable Lévy fluctuations.
Appl. Math. Lett., 2020

Recurrent Solutions of a Nonautonomous Modified Swift-Hohenberg Equation.
Appl. Math. Comput., 2020

Transitions between metastable states in a simplified model for the thermohaline circulation under random fluctuations.
Appl. Math. Comput., 2020

2019
Learning and Meta-Learning of Stochastic Advection-Diffusion-Reaction Systems from Sparse Measurements.
CoRR, 2019

Stochastic nonlocal conservation laws on whole space.
Comput. Math. Appl., 2019

A parameter estimator based on Smoluchowski-Kramers approximation.
Appl. Math. Lett., 2019

A novel compact ADI scheme for two-dimensional Riesz space fractional nonlinear reaction-diffusion equations.
Appl. Math. Comput., 2019

Most probable dynamics of a genetic regulatory network under stable Lévy noise.
Appl. Math. Comput., 2019

Fokker-Planck equation driven by asymmetric Lévy motion.
Adv. Comput. Math., 2019

2018
Kinetic Solutions for Nonlocal Scalar Conservation Laws.
SIAM J. Math. Anal., 2018

A Stochastic Pitchfork Bifurcation in Most Probable Phase Portraits.
Int. J. Bifurc. Chaos, 2018

A two-level linearized compact ADI scheme for two-dimensional nonlinear reaction-diffusion equations.
Comput. Math. Appl., 2018

Linearized compact ADI schemes for nonlinear time-fractional Schrödinger equations.
Appl. Math. Lett., 2018

Stability and convergence of compact finite difference method for parabolic problems with delay.
Appl. Math. Comput., 2018

Numerical algorithms for mean exit time and escape probability of stochastic systems with asymmetric Lévy motion.
Appl. Math. Comput., 2018

2016
Quantifying model uncertainty in dynamical systems driven by non-Gaussian Lévy stable noise with observations on mean exit time or escape probability.
Commun. Nonlinear Sci. Numer. Simul., 2016

Most probable dynamics of some nonlinear systems under noisy fluctuations.
Commun. Nonlinear Sci. Numer. Simul., 2016

Smooth solution of a nonlocal Fokker-Planck equation associated with stochastic systems with Lévy noise.
Appl. Math. Lett., 2016

Approximation representation of parameterizing manifold and non-Markovian reduced systems for a stochastic Swift-Hohenberg equation.
Appl. Math. Lett., 2016

Fokker-Planck equations for stochastic dynamical systems with symmetric Lévy motions.
Appl. Math. Comput., 2016

2015
A nonlocal Fokker-Planck equation for non-Gaussian stochastic dynamical systems.
Appl. Math. Lett., 2015

Numerical methods for the mean exit time and escape probability of two-dimensional stochastic dynamical systems with non-Gaussian noises.
Appl. Math. Comput., 2015

2014
Mean Exit Time and Escape Probability for Dynamical Systems Driven by Lévy Noises.
SIAM J. Sci. Comput., 2014

2013
Approximating Dynamics of a Singularly Perturbed Stochastic Wave Equation with a Random Dynamical Boundary Condition.
SIAM J. Math. Anal., 2013

Simulating Stochastic Inertial Manifolds by a Backward-Forward Approach.
SIAM J. Appl. Dyn. Syst., 2013

State estimation under non-Gaussian Levy noise: A modified Kalman filtering method
CoRR, 2013

2012
Upper semicontinuity of Global attractors for 2D Navier-Stokes equations.
Int. J. Bifurc. Chaos, 2012

Mean Exit Time and Escape Probability for a Tumor Growth System under Non-Gaussian noise.
Int. J. Bifurc. Chaos, 2012

2011
A Taylor expansion approach for solving partial differential equations with random Neumann boundary conditions.
Appl. Math. Comput., 2011

A computational analysis for mean exit time under non-Gaussian Lévy noises.
Appl. Math. Comput., 2011

2010
Bridging the Boussinesq and primitive equations through spatio-temporal filtering.
Appl. Math. Lett., 2010

2007
Uniform Attractors for Nonautonomous Wave Equations with Nonlinear Damping.
SIAM J. Appl. Dyn. Syst., 2007

2006
Effective Macroscopic Dynamics of Stochastic Partial Differential Equations in Perforated Domains.
SIAM J. Math. Anal., 2006

2002
Time-periodically forced amplitude evolution in spatially extended nonlinear systems.
Appl. Math. Comput., 2002

2001
The effect of changing the Coriolis force gradient parameter on the escape probability and mean residence time.
Appl. Math. Comput., 2001

2000
Chaotic Properties of Subshifts Generated by a Nonperiodic Recurrent Orbit.
Int. J. Bifurc. Chaos, 2000

On nonlinear amplitude evolution under stochastic forcing.
Appl. Math. Comput., 2000

Probabilistic structural dynamics of protein folding.
Appl. Math. Comput., 2000

1999
A remark on the three dimensional baroclinic quasi-geostrophic dynamics.
Appl. Math. Comput., 1999

Time-periodic quasigeostrophic motion under dissipation and forcing.
Appl. Math. Comput., 1999


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