Results 31 to 40 of about 691 (194)

Existence, uniqueness, and collocation solutions using the shifted Legendre spectral method for the Hilfer fractional stochastic integro-differential equations regarding stochastic Brownian motion

Results in Applied Mathematics
In this paper, the existence and uniqueness of a specific class of fractional stochastic integro-differential equations considering the stochastic Brownian motion equipped with an appropriate form of a random initial condition is introduced regarding the
Haneen Badawi, Omar Abu Arqub, Nabil Shawagfeh   +2 more
doaj   +1 more source

Numerical Analysis of a Transmission Line Illuminated by a Random Plane-Wave Field Using Stochastic Reduced Order Models

IEEE Access, 2017
A novel nonintrusive statistical approach, known as the stochastic reduced order model (SROM) method, is applied to efficiently estimate the statistical information of the terminal response (i.e., the induced current) in transmission lines excited by a ...
Zhouxiang Fei, Yi Huang, Jiafeng Zhou, Chaoyun Song   +3 more
doaj   +1 more source

Radiation Transport in Random Media With Large Fluctuations

EPJ Web of Conferences, 2017
Neutral particle transport in media exhibiting large and complex material property spatial variation is modeled by representing cross sections as lognormal random functions of space and generated through a nonlinear memory-less transformation of a ...
Olson Aaron, Prinja Anil, Franke Brian
doaj   +1 more source

Model-Free Stochastic Collocation for an Arbitrage-Free Implied Volatility, Part II

Risks, 2019
This paper explores the stochastic collocation technique, applied on a monotonic spline, as an arbitrage-free and model-free interpolation of implied volatilities. We explore various spline formulations, including B-spline representations. We explain how
Fabien Le Floc’h, Cornelis W. Oosterlee   +1 more
doaj   +1 more source

Greedy nonlinear autoregression for multifidelity computer models at different scales

Energy and AI, 2020
Although the popular multi-fidelity surrogate models, stochastic collocation and nonlinear autoregression have been applied successfully to multiple benchmark problems in different areas of science and engineering, they have certain limitations.
W. Xing, M. Razi, R.M. Kirby, K. Sun, A.A. Shah   +4 more
doaj   +1 more source

Stochastic Collocation Methods via $\ell_1$ Minimization Using Randomized Quadratures

SIAM Journal on Scientific Computing, 2017
25 pages, 8 ...
Guo, Ling, Narayan, Akil, Zhou, Tao, Chen, Yuhang   +3 more
openaire   +2 more sources

Density estimation for time-dependent PDE with random input by a Legendre-based multi-element probabilistic collocation method

AIP Advances
This paper proposed a Legendre-based multi-element probabilistic collocation method for time-dependent stochastic differential equations, used for density estimation of unknown functions.
Hongling Xie
doaj   +1 more source

A Hybrid Fractional Chebyshev–Legendre Spectral Collocation Method for Hamilton–Jacobi–Bellman Equations

IEEE Access
Stochastic optimal control problems are commonly formulated as optimization problems constrained by stochastic dynamical systems, whose value functions satisfy Hamilton–Jacobi–Bellman (HJB) equations.
Alvian Alif Hidayatullah, Subchan Subchan, Sena Safarina, Tahiyatul Asfihani, R. Mohamad Atok, Irma Fitria, Andriyansah, Kasno Pamungkas   +7 more
doaj   +1 more source

Stochastic Optimization of Economic Dispatch With Wind and Photovoltaic Energy Using the Nested Sparse Grid-Based Stochastic Collocation Method

IEEE Access, 2019
Due to the increasing uncertainty brought about by renewable energy, conventional deterministic dispatch approaches have not been very applicative. This paper investigates a nested sparse grid-based stochastic collocation method (NS-SCM) as a possible ...
Zhilin Lu, Mingbo Liu, Wentian Lu, Zhuoming Deng   +3 more
doaj   +1 more source

Stochastic Optimal Power Flow for Power Systems Considering Wind Farms Based on the Stochastic Collocation Method

IEEE Access, 2022
The investigation of stochastic optimal power flow (SOPF) is to seek the optimal solution of static stability constrained optimal power flow considering the uncertainty of parameters in power systems. To solve the problem, this paper proposes an approach
Bingqing Xia, Yuwei Chen, Wenbin Yang, Qing Chen, Xiaohe Wang, Kuan Min   +5 more
doaj   +1 more source