Zobrazeno 1 - 10
of 786
pro vyhledávání: '"Larsson, Stig"'
A numerical scheme for approximating the nonlinear filtering density is introduced and its convergence rate is established, theoretically under a parabolic H\"{o}rmander condition, and empirically for two examples. For the prediction step, between th
Externí odkaz:
http://arxiv.org/abs/2409.14585
Autor:
Akrivis, Georgios, Larsson, Stig
The maximal regularity property of discontinuous Galerkin methods for linear parabolic equations is used together with variational techniques to establish a priori and a posteriori error estimates of optimal order under optimal regularity assumptions
Externí odkaz:
http://arxiv.org/abs/2407.15974
Publikováno v:
Partial Differ. Equ. Appl. 4, 14 (2023)
The purpose of this paper is to explore the use of deep learning for the solution of the nonlinear filtering problem. This is achieved by solving the Zakai equation by a deep splitting method, previously developed for approximate solution of (stochas
Externí odkaz:
http://arxiv.org/abs/2203.17153
Publikováno v:
BIT Numer. Math. (2021)
In this paper, we derive error estimates of the backward Euler-Maruyama method applied to multi-valued stochastic differential equations. An important example of such an equation is a stochastic gradient flow whose associated potential is not continu
Externí odkaz:
http://arxiv.org/abs/1906.11538
Publikováno v:
J. Math. Ind. 11 (2021), Paper No. 14, 23 pp
Powder-bed-based additive manufacturing involves melting of a powder bed using a moving laser or electron beam as a heat source. In this paper, we formulate an optimization scheme that aims to control this type of melting. The goal consists of tracki
Externí odkaz:
http://arxiv.org/abs/1901.10884
Autor:
Ericsson, Niclas, Åkerberg, Johan, Björkman, Mats, Lennvall, Tomas, Larsson, Stig, Pei-Breivold, Hongyu
Publikováno v:
In Computers in Industry May 2023 147
Publikováno v:
Appl. Math. Model. 66 (2019), 227-240
We provide an analytical solution of the heat equation in the half-space subject to a moving Gaussian heat flux with piecewise constant parameters. The solution is of interest in powder bed fusion applications where these parameters can be used to co
Externí odkaz:
http://arxiv.org/abs/1803.10668
Publikováno v:
SIAM J. Numer. Anal. 58 (2020), 66-85
Motivated by fractional derivative models in viscoelasticity, a class of semilinear stochastic Volterra integro-differential equations, and their deterministic counterparts, are considered. A generalized exponential Euler method, named here as the Mi
Externí odkaz:
http://arxiv.org/abs/1803.04151