Yue Wu
Randomised numerical schemes
P. Przybyłowicz, Y. Wu and X. Xie, On approximation of solutions of stochastic delay differential equations via randomized Euler scheme , Applied Numerical Mathematics , 197 (2024), 143-163.
F. V. Difonzo, P. Przybyłowicz, Y. Wu and X. Xie, A Randomized Runge-Kutta Method for time-irregular delay differential equations , arXiv preprint .
F. V. Difonzo, P. Przybyłowicz and Y. Wu , Existence, uniqueness and approximation of solutions to Carathéodory delay differential equations , Journal of Computational and Applied Mathematics , 436 (2024), 115411.
Y. Wu , A randomised trapezoidal quadrature . International Journal of Computer Mathematics , 99.4 (2022): 680-692.Y. Wu and N. Polydorides, A multilevel Monte Carlo estimator for matrix multiplication , SIAM Journal on Scientific Computing , 42.5 (2020), A2731-A2749.R. Lung, Y. Wu , D. Kamilis and N. Polydorides, A sketched finite element method for elliptic models , Computer Methods in Applied Mechanics and Engineering , 364(2020), 112933.
R. Kruse, N. Polydorides and Y. Wu , Application of randomized quadrature Formulas to the finite element method for elliptic equations , arXiv preprint .
R. Kruse and Y. Wu , A randomized Galerkin finite element method for SEE , Mathematics of Computation , 88 (2019), 2793-2825.
R. Kruse and Y. Wu , A randomized Milstein method for stochastic differential equations with non-differentiable drift coefficients , Discrete and Continuous Dynamical Systems - Series B , 24.8 (2019): 3475-3502.
R. Kruse and Y. Wu , Error analysis of randomized Runge-Kunta methods for differential equations with time irregular coefficients , Computational Methods in Applied Mathematics , 17.3 (2017), 479-498.
Random periodic solutions
Y. Guo, X. Wang and Y. Wu , Order-One Convergence of the Backward Euler Method for Random Periodic Solutions of Semilinear SDEs , arXiv preprint .
J. Bao and Y. Wu , Random periodic solutions for stochastic differential equations with non-uniform dissipativity , arXiv preprint .
Y. Wu and C. Yuan, The Galerkin analysis for the random periodic solution of semilinear stochastic evolution equations , Journal of Theoretical Probability , (2023).Y. Wu , Backward Euler–Maruyama Method for the Random Periodic Solution of a Stochastic Differential Equation with a Monotone Drift , Journal of Theoretical Probability , (2022).C. Feng, Y. Wu and H. Zhao, Pathwise anticipating random periodic solutions-II.SPDEs with multiplicative linear noise , arXiv preprint .
C. Feng, Y. Wu and H. Zhao, Anticipating random periodic solutions-I. SDEs with multiplicative linear noise , Journal of Functional Analysis , 271 (2016), 365-417.
Rough path theory and its applications in machine learning
R. Ibraheem, Y. Wu , T. Lyons and Goncalo dos Reis, Early prediction of Lithium-ion cell degradation trajectories using signatures of voltage curves up to 4-minute sub-sampling rates , Applied Energy , 352 (2023), p.121974.
B. Fang, H. Ni and Y. Wu , A Neural RDE-based model for solving path-dependent PDEs , arXiv preprint .
Y. Wu , G.M. Goodwin, T. Lyons and K.E.A. Saunders, Identifying psychiatric diagnosis from missing mood data through the use of log-signature features , PLOS ONE , 7.11 (2022), e0276821.P. Moore, T. Iliant, F. Ion, Y. Wu and T.J. Lyons, Path signatures for non-intrusive load monitoring , In ICASSP 2022 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) , IEEE, 2022.
Y. Wu , H. Ni, T.J. Lyons and R.L. Hudson, Signature features with visibility transformation , In 2020 25th International Conference on Pattern Recognition (ICPR) , 4665-4672. IEEE, 2021.B. Wang, Y. Wu , N. Vaci, M. Liakata , T. Lyons, and K. Saunders, Modelling Paralinguistic Properties in Conversational Speech to Detect Bipolar Disorder and Borderline Personality Disorder , In ICASSP 2021 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) , 7243-7247, IEEE, 2021.
B. Wang, Y. Wu , N. Taylor, T. Lyons, M. Liakata, A. J. Nevado-Holgado and K.Saunders, Learning to detect bipolar disorder and borderline personality disorder with
language and speech in non-clinical Interviews , In Proc.Interspeech 2020 , 437-441. 2020.
S Riedel, and Y. Wu , Semi-implicit Taylor schemes for stiff rough differential equations. arXiv preprint , arXiv:2006.13689.
R. L. Hudson, U. Schauz and Y. Wu , Moments of quantum Levy area using sticky shuffle Hopf algebra , Annalesde l’Institut Henri Poincare D , 5.3 (2018), 437-466.
R. L. Hudson, U. Schauz and Y. Wu , The moment of Levy area using sticky shuffle Hopf algebra , Communications on Stochastic Analysis , 11.3 (2017), 287-299.
Other numerics
C Pang, X Wang, and Y. Wu , Linear implicit approximations of invariant measures of semi-linear SDEs with non-globally Lipschitz coefficients , Journal of Complexity , (2024), p.101842.
X. Xie, Y. Wu , H. Ni and C. He, NODE-ImgNet: a PDE-informed effective and robust model for image denoising , Pattern Recognition , (2024), 148, p.110176..
W. Liu, X. Mao and Y. Wu , The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients , Applied Numerical Mathematics , 184 (2023), 137-150.
P.V. Oliva, Y. Wu , C. He and H. Ni, Towards fast weak adversarial training to solve high dimensional parabolic partial differential equations using XNODE-WAN , Journal of Computational Physics , 463 (2022), 111233.
W. Liu, X. Mao, J. Tang, and Y. Wu , Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations , Applied Numerical Mathematics , 153 (2020), 66-81.