Results 121 to 130 of about 331 (134)

Data-driven stochastic modelling of zebrafish locomotion. [PDF]

J Math Biol, 2015
Zienkiewicz A, Barton DA, Porfiri M, di Bernardo M.   +3 more
europepmc   +1 more source

Stable Control of Firing Rate Mean and Variance by Dual Homeostatic Mechanisms. [PDF]

J Math Neurosci, 2017
Cannon J, Miller P.
europepmc   +1 more source

Noise and Dissipation on Coadjoint Orbits. [PDF]

J Nonlinear Sci, 2018
Arnaudon A, De Castro AL, Holm DD.
europepmc   +1 more source

Modeling of the molecular and electronic structures of multiple-decker sandwich macromolecules with η5-π bonds on the basis of biscyclopentadienyl derivatives 60H10 of a C60 fullerene

Physics of the Solid State, 2001
The molecular and electronic structures of the (CpFe)2C60H10 complex of the D5d symmetry, where Cp is the \(^ \cdot C_5 H_5 \) cyclopentadienyl radical, are simulated using the ab initio Hartree-Fock-Roothaan method in the 3–21G basis set. In this complex, hydrogen atoms are attached to carbon atoms of the C60 fullerene which occupy α-positions with ...
E. G. Gal’pern, И. В. Станкевич, A. L. Chistyakov   +2 more
semanticscholar   +4 more sources

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An Explicit Multistep Scheme for Mean-Field Forward-Backward Stochastic Differential Equations

, 2022
This is one of our series works on numerical methods for mean-field forward backward stochastic differential equations (MFBSDEs). In this work, we propose an explicit multistep scheme for MFBSDEs which is easy to implement, and is of high order rate of ...
Yabing Sun, Jie Yang, Weidong Zhao null, Tao Zhou   +3 more
semanticscholar   +1 more source

Convergence Analysis of Parareal Algorithm Based on Milstein Scheme for Stochastic Differential Equations

, 2020
In this paper, we propose a parareal algorithm for stochastic differential equations (SDEs), which proceeds as a two-level temporal parallelizable integrator with the Milstein scheme as the coarse propagator and the exact solution as the fine propagator.
Liying Zhang sci
semanticscholar   +1 more source

An Explicit Second Order Scheme for Decoupled Anticipated Forward Backward Stochastic Differential Equations

, 2020
The Feynman-Kac formula and the Lagrange interpolation method are used in the construction of an explicit second order scheme for decoupled anticipated forward backward stochastic differential equations.
Yabing Zhao
semanticscholar   +1 more source