Výsledky vyhledávání - "Stochastic differential equations-Numerical solutions"

Küçük Gürültü Terimi İçeren Itô Stokastik Diferansiyel Denklemler için Stokastik Runge-Kutta-Fehlberg Yöntemi

Publikováno v: Volume: 13, Issue: 2 898-916
Erzincan University Journal of Science and Technology

Buçalışmada, difüzyon teriminde küçük bir çarpan olan Itô stokastik diferansiyeldenklemler (SDD) için stokastik Runge-Kutta-Fehlberg yöntemi (SRKFY)önerilmiştir. Bu yöntem, deterministik diferansiyel denklemler için iyi bilinenve türe

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3443b1f700b7dba2de9c7b3a7ef0c924
https://doi.org/10.18185/erzifbed.617161

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A pipeline for high precision partial differential equation computation

Autor: Pan, W

In this thesis, we investigate the application of the cubature on Wiener space method(also known as the Kusuoka-Lyons-Victoir algorithm) to solving parabolic type lin-ear partial differential equation problems. The framework for the cubature methodwa

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od______1064::82552e170fe1b2b5718fdb0575bb9af1
https://ora.ox.ac.uk/objects/uuid:b9cc83db-94b5-4c67-bc3c-1a9b234854d6

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Elektronická kniha

Continuous-Time Random Walks for the Numerical Solution of Stochastic Differential Equations

Autor: Nawaf Bou-Rabee, Eric Vanden-Eijnden

This paper introduces time-continuous numerical schemes to simulate stochastic differential equations (SDEs) arising in mathematical finance, population dynamics, chemical kinetics, epidemiology, biophysics, and polymeric fluids. These schemes are ob

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Multivariable model predictive control of water levels on a laboratory canal

Autor: Horvath, Klaudia, Van Overloop, P.J., Galvis Restrepo, Eduard, Gómez Valentín, Manuel, Rodellar Benedé, José

Publikováno v: UPCommons. Portal del coneixement obert de la UPC
Universitat Politècnica de Catalunya (UPC)
Recercat. Dipósit de la Recerca de Catalunya
instname

Automatic control of irrigation canals can reduce the loss of water in considerable amounts, therefore it is generating ecologic and economic benefits. There have been many different types of automatic controllers developed, but only few of them had

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::7f4968a23db439caa2ab985e9d63e67d
http://hdl.handle.net/2117/18467

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