Results 71 to 80 of about 836,551 (359)
A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise [PDF]
, 2011 We study a least square-type estimator for an unknown parameter in the drift coefficient of a stochastic differential equation with additive fractional noise of Hurst parameter H>1/2. The estimator is based on discrete time observations of the stochastic
Neuenkirch, Andreas, Tindel, Samy
core +3 more sources
Asymptotic separation between solutions of Caputo fractional stochastic differential equations [PDF]
, 2017 Using a temporally weighted norm, we first establish a result on the global existence and uniqueness of solutions for Caputo fractional stochastic differential equations of order whose coefficients satisfy a standard Lipschitz condition.
Doan Thai Son +3 more
semanticscholar +1 more source
Neural Network Adaptive Control With Long Short‐Term Memory
International Journal of Adaptive Control and Signal Processing, EarlyView.ABSTRACT In this study, we propose a novel adaptive control architecture that provides dramatically better transient response performance compared to conventional adaptive control methods. This is accomplished by the synergistic employment of a traditional adaptive neural network (ANN) controller and a long short‐term memory (LSTM) network.
Emirhan Inanc +4 more
wiley +1 more source
, 2012 We study a two-player zero-sum stochastic differential game with both players adopting impulse controls, on a finite time horizon. The Hamilton-Jacobi-Bellman-Isaacs (HJBI) partial differential equation of the game turns out to be a double-obstacle quasi-
Cosso, Andrea
core +1 more source
Pathwise uniqueness for a degenerate stochastic differential equation [PDF]
, 2006 We introduce a new method of proving pathwise uniqueness, and we apply it to the degenerate stochastic differential equation dX t = |X t | α dW t , where W t is a one-dimensional Brownian motion and α e (0,1/2).
R. Bass, K. Burdzy, Zhen-Qing Chen
semanticscholar +1 more source
Advanced Engineering Materials, EarlyView.Developing process parameters for the laser‐based Powder Bed Fusion of metals can be a tedious task. Based on melt pool depth, the process parameters are transferable to different laser scan speeds. For this, understanding the melt pool scaling behavior is essential, particularly for materials with high thermal diffusivity, as a change in scaling ...
Markus Döring +2 more
wiley +1 more source
A Proposed Stochastic Finite Difference Approach Based on Homogenous Chaos Expansion
Journal of Applied Mathematics, 2013 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
Stochastic nonlinear differential equation generating 1/f noise
, 2004 Starting from the simple point process model of 1/f noise we derive a stochastic nonlinear differential equation for the signal exhibiting 1/f noise in any desirably wide range of frequency.
A. L. McWhorter +6 more
core +1 more source
Beyond Order: Perspectives on Leveraging Machine Learning for Disordered Materials
Advanced Engineering Materials, EarlyView.This article explores how machine learning (ML) revolutionizes the study and design of disordered materials by uncovering hidden patterns, predicting properties, and optimizing multiscale structures. It highlights key advancements, including generative models, graph neural networks, and hybrid ML‐physics methods, addressing challenges like data ...
Hamidreza Yazdani Sarvestani +4 more
wiley +1 more source
AIMS MathematicsOne 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