Results 41 to 50 of about 50,968 (311)

Bisimulation Relations Between Automata, Stochastic Differential Equations and Petri Nets [PDF]

Electronic Proceedings in Theoretical Computer Science, 2010
Two formal stochastic models are said to be bisimilar if their solutions as a stochastic process are probabilistically equivalent. Bisimilarity between two stochastic model formalisms means that the strengths of one stochastic model formalism can be used
Mariken H.C. Everdij, Henk A.P. Blom
doaj   +1 more source

Stochastic parareal algorithm for stochastic differential equations

Numerical Algorithms
This paper analyzes the SParareal algorithm for stochastic differential equations (SDEs). Compared to the classical Parareal algorithm, the SParareal algorithm accelerates convergence by introducing stochastic perturbations, achieving linear convergence over unbounded time intervals.
Huanxin Wang, Junhan Lyu, Zicheng Peng, Min Li   +3 more
openaire   +2 more sources

Algorithmic Solution of Stochastic Differential Equations [PDF]

Algorithms, 2010
This brief note presents an algorithm to solve ordinary stochastic differential equations (SDEs). The algorithm is based on the joint solution of a system of two partial differential equations and provides strong solutions for finite-dimensional systems of SDEs driven by standard Wiener processes and with adapted initial data.
openaire   +3 more sources

Optimal control of stochastic partial differential equations in Banach spaces [PDF]

, 2010
In this thesis we study optimal control problems in Banach spaces for stochastic partial differential equations. We investigate two different approaches.
Serrano Perdomo, Rafael Antonio, o Perdomo, Rafael Antonio   +1 more
core  

The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications

, 2008
This paper deals with a class of backward stochastic differential equations with Poisson jumps and with random terminal times. We prove the existence and uniqueness result of adapted solution for such a BSDE under the assumption of non-Lipschitzian ...
Mao, X., , NSF of Guangdong Province (Funder), Mao, Xuerong, Yin, J., NSF of Guangdong Province (Funder), Yin, Juliang   +5 more
core   +1 more source

Small RNA pathways in mammalian oocytes

FEBS Open Bio, EarlyView.
Three distinct small RNA pathways operate in mammalian oocytes: RNAi interference (RNAi), the microRNA (miRNA) pathway, and the PIWI‐associated RNA (piRNA) pathway. These pathways use small RNAs to guide sequence‐specific repression and contribute to oocyte biology by targeting genes and mobile elements or appear insignificant since different ...
Petr Svoboda, Josef Pasulka
wiley   +1 more source

The Optimal Discretization of Stochastic Differential Equations

Journal of Complexity, 2001
The paper studies discrete time pathwise approximations of stochastic differential equations. An adaptive discretization is introduced that reflects local properties of the simulated trajectory. The corresponding error is shown to converge to zero in average with a certain rate.
Norbert Hofmann, Thomas Müller-Gronbach, Klaus Ritter 0001   +2 more
openaire   +1 more source

Efficient simulation of stochastic chemical kinetics with the Stochastic Bulirsch-Stoer extrapolation method [PDF]

, 2014
BackgroundBiochemical systems with relatively low numbers of components must be simulated stochastically in order to capture their inherent noise. Although there has recently been considerable work on discrete stochastic solvers, there is still a need ...
Barrio Solórzano, Manuel, Zygalakis, Konstantinos C., Kevin Burrage, Manuel Barrio, Zygalakis, Konstantinos C, Székely, Tamás, Burrage, Kevin, Barrio, Manuel, Szekely Jr, Tamas, Tamás Székely, Konstantinos C Zygalakis, Zygalakis, Konstantinos   +11 more
core   +1 more source

Characterization of Defect Distribution in an Additively Manufactured AlSi10Mg as a Function of Processing Parameters and Correlations with Extreme Value Statistics

Advanced Engineering Materials, EarlyView.
Predicting extreme defects in additive manufacturing remains a key challenge limiting its structural reliability. This study proposes a statistical framework that integrates Extreme Value Theory with advanced process indicators to explore defect–process relationships and improve the estimation of critical defect sizes. The approach provides a basis for
Muhammad Muteeb Butt, Varma Kvvssn, Hossein Laieghi, Zia Uddin, Peyman Ansari, E. Kıvanç Sadak, Can Barış Toprak, Hüseyin Kızıl, Enrico Salvati   +8 more
wiley   +1 more source

Almost sure exponential stability of numerical solutions for stochastic delay differential equations

, 2010
Using techniques based on the continuous and discrete semimartingale convergence theorems, this paper investigates if numerical methods may reproduce the almost sure exponential stability of the exact solutions to stochastic delay differential equations (
Szpruch, Lukasz, Wu, Fuke, Mao, Xuerong
core   +1 more source