Gonçalo Dos Reis

18 papers Journal 18
YearRankTypeTitle / Venue / Authors
2025 J jnl
An iterative method for Helmholtz boundary value problems arising in wave propagation.
J. Comput. Appl. Math.
Francisco Bernal, Xingyuan Chen, Gonçalo Dos Reis
2025 J jnl
Data-driven approximation of transfer operators for mean-field stochastic differential equations.
CoRR
Eirini Ioannou, Stefan Klus, Gonçalo Dos Reis
2024 J jnl
A Mean Field Ansatz for Zero-Shot Weight Transfer.
CoRR
Xingyuan Chen, Wenwei Kuang, Lei Deng, Wei Han, Bo Bai, Gonçalo Dos Reis
2024 J jnl
High Order Splitting Methods for SDEs Satisfying a Commutativity Condition.
SIAM J. Numer. Anal.
James M. Foster, Gonçalo Dos Reis, Calum Strange
2024 J jnl
Improved weak convergence for the long time simulation of Mean-field Langevin equations.
CoRR
Xingyuan Chen, Gonçalo Dos Reis, Wolfgang Stockinger, Zac Wilde
2023 J jnl
An iterative method for Helmholtz boundary value problems arising in wave propagation.
CoRR
Francisco Bernal, Xingyuan Chen, Gonçalo Dos Reis
2023 J jnl
Importance sampling for McKean-Vlasov SDEs.
Appl. Math. Comput.
Gonçalo Dos Reis, Greig Smith, Peter Tankov
2023 J jnl
Numerical approximation of McKean-Vlasov SDEs via stochastic gradient descent.
CoRR
Ankush Agarwal, Andrea Amato, Gonçalo Dos Reis, Stefano Pagliarani
2023 J jnl
Wellposedness, exponential ergodicity and numerical approximation of fully super-linear McKean-Vlasov SDEs and associated particle systems.
CoRR
Xingyuan Chen, Gonçalo Dos Reis, Wolfgang Stockinger
2022 J jnl
A flexible split-step scheme for solving McKean-Vlasov stochastic differential equations.
Appl. Math. Comput.
Xingyuan Chen, Gonçalo Dos Reis
2022 J jnl
An explicit Milstein-type scheme for interacting particle systems and McKean-Vlasov SDEs with common noise and non-differentiable drift coefficients.
CoRR
Sani Biswas, Chaman Kumar, Neelima, Gonçalo Dos Reis, Christoph Reisinger
2022 J jnl
Euler simulation of interacting particle systems and McKean-Vlasov SDEs with fully superlinear growth drifts in space and interaction.
CoRR
Xingyuan Chen, Gonçalo Dos Reis
2022 J jnl
Forward Utility and Market Adjustments in Relative Investment-Consumption Games of Many Players.
SIAM J. Financial Math.
Gonçalo Dos Reis, Vadim Platonov
2022 J jnl
High order splitting methods for SDEs satisfying a commutativity condition.
CoRR
James M. Foster, Gonçalo Dos Reis, Calum Strange
2021 J jnl
A flexible split-step scheme for MV-SDEs.
CoRR
Xingyuan Chen, Gonçalo Dos Reis
2021 J jnl
Operator-splitting schemes for degenerate conservative-dissipative systems.
CoRR
Daniel Adams, Manh Hong Duong, Gonçalo Dos Reis
2020 J jnl
Well-posedness and tamed Euler schemes for McKean-Vlasov equations driven by Lévy noise.
CoRR
Neelima, Sani Biswas, Chaman Kumar, Gonçalo Dos Reis, Christoph Reisinger
2017 J jnl
Equilibrium Pricing Under Relative Performance Concerns.
SIAM J. Financial Math.
Jana Bielagk, Arnaud Lionnet, Gonçalo Dos Reis