Results 251 to 260 of about 2,215,169 (319)

An iterative algorithm for solving two dimensional nonlinear stochastic integral equations: A combined successive approximations method with bilinear spline interpolation

Applied Mathematics and Computation, 2020
The authors propose a numerical iterative algorithm based on a combination of the successive approximations method and the bilinear spline interpolation.
S. Alipour, Farshid Mirzaee
semanticscholar   +1 more source

A wavelet-based computational method for solving stochastic Itô-Volterra integral equations

Journal of Computational Physics, 2015
F. Mohammadi
semanticscholar   +3 more sources

Numerical solution of stochastic integral equations by using Bernoulli operational matrix

Mathematics and Computers in Simulation, 2019
In this paper, a new computational method based on stochastic operational matrix for integration of Bernoulli polynomials is proposed for solving nonlinear Volterra–Fredholm–Hammerstein stochastic integral equations.
Rebiha Zeghdane
semanticscholar   +1 more source

Numerical solution of two-dimensional weakly singular stochastic integral equations on non-rectangular domains via radial basis functions

Engineering analysis with boundary elements, 2019
In this paper, a meshfree method based on radial basis functions (RBFs) is applied to solve two-dimensional weakly singular stochastic integral equations on non-rectangular domains.
Nasrin Samadyar, Farshid Mirzaee
semanticscholar   +1 more source

An efficient computational method for solving nonlinear stochastic Itô integral equations: Application for stochastic problems in physics

Journal of Computational Physics, 2015
M. Heydari, M. R. Hooshmandasl, C. Cattani, F. M. M. Ghaini   +3 more
semanticscholar   +3 more sources

Orthonormal Bernoulli polynomials collocation approach for solving stochastic Itô‐Volterra integral equations of Abel type

International journal of numerical modelling, 2019
In this paper, orthonormal Bernoulli collocation method has been developed to obtain the approximate solution of linear singular stochastic Itô‐Volterra integral equations.
Nasrin Samadyar, Farshid Mirzaee
semanticscholar   +1 more source

How Discrete and Continuous Diffusion Meet: Comprehensive Analysis of Discrete Diffusion Models via a Stochastic Integral Framework

International Conference on Learning Representations
Discrete diffusion models have gained increasing attention for their ability to model complex distributions with tractable sampling and inference. However, the error analysis for discrete diffusion models remains less well-understood.
Yinuo Ren, Haoxuan Chen, Grant M. Rotskoff, Lexing Ying   +3 more
semanticscholar   +1 more source

Simple LMIs for stability of stochastic systems with delay term given by Stieltjes integral or with stabilizing delay

Systems & control letters (Print), 2019
This paper introduces stability conditions in the form of linear matrix inequalities (LMIs) for general linear retarded systems with a delay term described by Stieltjes integral.
E. Fridman, L. Shaikhet
semanticscholar   +1 more source

Inversions of Infinitely Divisible Distributions and Conjugates of Stochastic Integral Mappings

, 2012
The dual of an infinitely divisible distribution on ℝd without Gaussian part defined in Sato (ALEA Lat. Am. J. Probab. Math. Statist. 3:67–110, 2007) is renamed to the inversion. Properties and characterization of the inversion are given.
Ken-iti Sato
semanticscholar   +1 more source

Stochastic Integration

Technometrics, 1981
V. K. Rohatgi, Michel Metivier, J. Pellaumail   +2 more
openaire   +2 more sources