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Approximations to the Stochastic Burgers Equation [PDF]
Journal of Nonlinear Science, 2011 This article is devoted to the numerical study of various finite difference approximations to the stochastic Burgers equation. Of particular interest in the one-dimensional case is the situation where the driving noise is white both in space and in time.
Martin Hairer, Jochen Voss
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On Consensus-Based Distributed Blind Calibration of Sensor Networks
Sensors, 2018 This paper deals with recently proposed algorithms for real-time distributed blind macro-calibration of sensor networks based on consensus (synchronization). The algorithms are completely decentralized and do not require a fusion center.
Miloš S. Stanković +4 more
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Remote Sensing, 2012 Given multiple widespread stationary data sources such as ground-based sensors, an unmanned aircraft can fly over the sensors and gather the data via a wireless link. Performance criteria for such a network may incorporate costs such as trajectory length
Ben Pearre, Timothy X. Brown
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Approximations for Stochastic Graph Rewriting [PDF]
, 2014 In this note we present a method to compute approximate descriptions of a class of stochastic systems. For the method to apply, the system must be presented as a Markov chain on a state space consisting in graphs or graph-like objects, and jumps must be described by transformations which follow a finite set of local rules.
Vincent Danos +3 more
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A STOCHASTIC APPROXIMATION ALGORITHM FOR STOCHASTIC SEMIDEFINITE PROGRAMMING [PDF]
Probability in the Engineering and Informational Sciences, 2016 Motivated by applications to multi-antenna wireless networks, we propose a distributed and asynchronous algorithm for stochastic semidefinite programming. This algorithm is a stochastic approximation of a continuous-time matrix exponential scheme which is further regularized by the addition of an entropy-like term to the problem's objective function ...
Gaujal, Bruno, Mertikopoulos, Panayotis
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On parameter estimation for stochastic logistic growth laws through the maximum likelihood procedure
Lietuvos Matematikos Rinkinys, 2004 A three alternative stochastic logistic growth models (exponential, Verhulst, Gompertz) are used for modelling of growth processes. The aim of this paper is to develop stochastic growth curves for all three stochastic growth models.
Petras Rupšys
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Implicit Approximation of Photovoltaic Panel Characteristics Using a Stochastic Approach
Advances in Electrical and Computer Engineering, 2012 In this article, an original system is described for an implicit approximation of photovoltaic panel characteristics. Photovoltaic panels (PV panel) are considered stochastic systems.
ZAPLATILEK, K., LEUCHTER, J.
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The asymptotic error of chaos expansion approximations for stochastic differential equations
Modern Stochastics: Theory and Applications, 2019 In this paper we present a numerical scheme for stochastic differential equations based upon the Wiener chaos expansion. The approximation of a square integrable stochastic differential equation is obtained by cutting off the infinite chaos expansion in ...
Tony Huschto +2 more
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A Note on Stochastic Approximation [PDF]
Proceedings of the American Mathematical Society, 1958 1. A theorem on convergence of a sequence of random variables is proved in ?2. In ?3 this theorem is applied to prove convergence of a class of stochastic approximation procedures. The author was unable to verify whether the theorem of ?3 could be derived from the general convergence theorem for stochastic approximation procedures due to Dvoretzky [I].
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Solving the General Fuzzy Random Bilevel Programming Problem Through
IEEE Access, 2018 This paper addresses the general fuzzy random bilevel programming problem in which not only both objective functions, but also the constraints contain fuzzy random variable coefficients.
Aihong Ren
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