Results 41 to 50 of about 21,651 (169)

One Kind of Multiple Dimensional Markovian BSDEs with Stochastic Linear Growth Generators

, 2015
In this article, we deal with a multiple dimensional coupled Markovian BSDEs system with stochastic linear growth generators with respect to volatility processes. An existence result is provided by using approximation techniques.Comment: arXiv admin note:
Mu, Rui, Wu, Zhen
core   +1 more source

Physics‐Informed Neural Networks for Battery Degradation Prediction Under Random Walk Operations

Quality and Reliability Engineering International, EarlyView.
ABSTRACT This study addresses the challenge of predicting the state of health (SoH) and capacity degradation in Battery Energy Storage Systems (BESS) under highly variable conditions induced by frequent control adjustments. In environments where random walk behavior prevails due to stochastic control commands, conventional estimation methods often ...
Alaa Selim, Huadong Mo, Hemanshu Pota, Daoyi Dong   +3 more
wiley   +1 more source

Strong Convergence of Truncated EM Method for Stochastic Volterra Integral Differential Equations with Hölder Diffusion Coefficients

Mathematics
The strong convergence of numerical solutions is studied in this paper for stochastic Volterra integral differential equations (SVIDEs) with a Hölder diffusion coefficient using the truncated Euler–Maruyama method.
Juanting Feng, Qimin Zhang
doaj   +1 more source

Vertical Deformation Mapping: Steering Optimiser Toward Flat Minima

CAAI Transactions on Intelligence Technology, EarlyView.
ABSTRACT Standard deep learning optimisation is typically conducted on shape‐fixed loss surfaces. However, shape‐fixed loss surfaces may impede optimisers from reaching flat regions closely associated with strong generalisation. In this work, we propose a new paradigm named deformation mapping to deform the loss surface during optimisation.
Liangming Chen, Longbang Wang, Man‐Fai Leung, Jianfeng Li, Long Jin   +4 more
wiley   +1 more source

A Numerical Method for SDEs with Discontinuous Drift

, 2015
In this paper we introduce a transformation technique, which can on the one hand be used to prove existence and uniqueness for a class of SDEs with discontinuous drift coefficient.
Leobacher, Gunther, Szölgyenyi, Michaela   +1 more
core   +1 more source

Fault‐Tolerant Fuzzy Boundary Control for Nonlinear Distributed Parameter Systems Under Limited Measurements and Markovian Failures

CAAI Transactions on Intelligence Technology, EarlyView.
ABSTRACT This paper proposes a boundary control method for nonlinear distributed parameter systems (DPSs) with limited boundary measurements (BMs), as typically encountered in networked cyber‐physical processes with spatially distributed dynamics such as thermal and biomedical diffusion systems.
Yanlin Li, Kaibo Shi, Yue Yu, Xiangkun Wang, Ming Zhu, Xiao Cai   +5 more
wiley   +1 more source

A Comparative Review of Specification Tests for Diffusion Models

International Statistical Review, EarlyView.
Summary Diffusion models play an essential role in modelling continuous‐time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decades to test the specification of stochastic differential equations.
A. López‐Pérez, D. Diz‐Castro, M. Febrero‐Bande, W. González‐Manteiga   +3 more
wiley   +1 more source

A Non‐Parametric Framework for Correlation Functions on Product Metric Spaces

International Statistical Review, EarlyView.
Summary We propose a non‐parametric framework for analysing data defined over products of metric spaces, a versatile class encountered in various fields. This framework accommodates non‐stationarity and seasonality and is applicable to both local and global domains, such as the Earth's surface, as well as domains evolving over linear time or time ...
Pier Giovanni Bissiri, Bernardo Nipoti, Emilio Porcu, Philip White   +3 more
wiley   +1 more source

Detecting Relevant Deviations From the White Noise Assumption for Non‐Stationary Time Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT We consider the problem of detecting deviations from a white noise assumption in time series. Our approach differs from the numerous methods proposed for this purpose with respect to two aspects. First, we allow for non‐stationary time series. Second, we address the problem that a white noise test is usually not performed because one believes ...
Patrick Bastian
wiley   +1 more source

Stochastic Mean-Field Limit: Non-Lipschitz Forces \& Swarming

, 2010
We consider general stochastic systems of interacting particles with noise which are relevant as models for the collective behavior of animals, and rigorously prove that in the mean-field limit the system is close to the solution of a kinetic PDE.
Bolley, François, Carrillo, José Antonio, Cañizo, José Alfredo   +2 more
core   +1 more source