Results 61 to 70 of about 732,831 (345)
A Proposed Stochastic Finite Difference Approach Based on Homogenous Chaos Expansion
This paper proposes a stochastic finite difference approach, based on homogenous chaos expansion (SFDHC). The said approach can handle time dependent nonlinear as well as linear systems with deterministic or stochastic initial and boundary conditions. In
O. H. Galal
doaj +1 more source
Abstract The establishment of guidelines and curriculum standards for medical physics residency training is a critical component of setting expectations and competencies for the profession. Since the last publication of these standards, residency training has become integrated into the eligibility criteria for most medical physics certification bodies.
Jonathon A. Nye+16 more
wiley +1 more source
Existence theorems for a nonlinear second-order distributional differential equation
In this work, we are concerned with existence of solutions for a nonlinear second-order distributional differential equation, which contains measure differential equations and stochastic differential equations as special cases.
Wei Liu+3 more
doaj
Existence and Uniqueness of a Fractional Fokker-Planck Equation [PDF]
Stochastic differential equations with Levy motion arise the mathematical models for various phenomenon in geophysical and biochemical sciences. The Fokker Planck equation for such a stochastic differential equations is a nonlocal partial differential equations. We prove the existence and uniqueness of the weak solution for this equation.
arxiv
One kind of stochastic delay differential equation in which the delay term is dependent on a proportion of the current time is the pantograph stochastic differential equation.
Wedad Albalawi+4 more
doaj +1 more source
From the viewpoint of the approach of the theory of dynamic inversion, an input reconstruction problem in a differential system of special type is under investigation.
Valeriy Rozenberg
doaj +1 more source
On Zero-Sum Stochastic Differential Games [PDF]
We generalize the results of Fleming and Souganidis (1989) on zero sum stochastic differential games to the case when the controls are unbounded. We do this by proving a dynamic programming principle using a covering argument instead of relying on a ...
Bayraktar, Erhan, Yao, Song
core
On a stochastic differential equation arising in a price impact model
We provide sufficient conditions for the existence and uniqueness of solutions to a stochastic differential equation which arises in a price impact model.
Dmitry Kramkov+6 more
core +1 more source
Random attractors for locally monotone stochastic partial differential equations [PDF]
We prove the existence of random dynamical systems and random attractors for a large class of locally monotone stochastic partial differential equations perturbed by additive L\'{e}vy noise. The main result is applicable to various types of SPDE such as stochastic Burgers type equations, stochastic 2D Navier-Stokes equations, the stochastic 3D Leray ...
arxiv
The cost as a function of the number of experiments for a non‐symmetric 21×21$$ 21\times 21 $$ system. Four approaches are shown: the proposed stochastic conjugate gradient ILC (SCGILC) method (), deterministic conjugate gradient ILC (), stochastic gradient descent ILC () and deterministic gradient descent ILC ().
Leontine Aarnoudse, Tom Oomen
wiley +1 more source