Results 1 to 10 of about 1,105,091 (285)

Stochastic Intermediate Gradient Method for Convex Problems with Inexact Stochastic Oracle [PDF]

, 2015
In this paper we introduce new methods for convex optimization problems with inexact stochastic oracle. First method is an extension of the intermediate gradient method proposed by Devolder, Glineur and Nesterov for problems with inexact oracle.
Dvurechensky, Pavel, Gasnikov, Alexander
core  

Navier-Stokes Equation by Stochastic Variational Method

, 2011
We show for the first time that the stochastic variational method can naturally derive the Navier-Stokes equation starting from the action of ideal fluid.
Kodama, T., Koide, T.
core   +2 more sources

Stochastic precision analysis of hypersonic flight vehicle attitude control system in the presence of uncertainties

Systems Science & Control Engineering, 2020
This study presents a novel stochastic precision analysis method for hypersonic flight vehicle (HFV) attitude control system in the presence of uncertainties, including parameter perturbation and external disturbance.
Ruimin Jiang, Jun Zhou, Jianguo Guo
doaj   +1 more source

The family of random attractors for nonautonomous stochastic higher-order Kirchhoff equations with variable coefficients

Open Mathematics, 2022
In this paper, the stochastic asymptotic behavior of the nonautonomous stochastic higher-order Kirchhoff equation with variable coefficients is studied.
Lv Penghui, Lin Guoguang, Sun Yuting
doaj   +1 more source

Stochastic Light-Cone CTMRG: a new DMRG approach to stochastic models

, 2002
We develop a new variant of the recently introduced stochastic transfer-matrix DMRG which we call stochastic light-cone corner-transfer-matrix DMRG (LCTMRG).
A Gendiar, A Kemper, A Schadschneider, Bursill R J, de Oliveira S M, Enss T, Essam J W, GNU multiprecision library (GMP), J Zittartz, Kemper A, Kinzel W, Kinzel W, Marro J, Nishino T, Nishino T, Nishino T, Nishino T, Peschel I, Schütz G M, T Nishino, Trotter H F   +20 more
core   +2 more sources

A class of stochastic Gronwall’s inequality and its application

Journal of Inequalities and Applications, 2018
This paper puts forward the basic form of stochastic Gronwall’s inequality and uses, respectively, the iterative method, the integral method and the martingale representation method to prove it.
Xin Wang, Shengjun Fan
doaj   +1 more source

Dynamic behavior of a stochastic epidemic model for skin sores: theoretical and computational perspectives

Scientific Reports
The present research work introduces a novel computational approach to the study of a nonlinear stochastic epidemic model for skin sores and also a deterministic model.
Ali Raza, Marek Lampart, Eugénio M. Rocha, Dumitru Baleanu, Hala H. Taha, Emad Fadhal   +5 more
doaj   +1 more source

Multidimensional Stochastic Approximation Methods

The Annals of Mathematical Statistics, 1954
Multidimensional stochastic approximation schemes are presented, and conditions are given for these schemes to converge a.s. (almost surely) to the solutions of $k$ stochastic equations in $k$ unknowns and to the point where a regression function in $k$ variables achieves its maximum.
openaire   +3 more sources

Stochastic Optimization of PCA with Capped MSG [PDF]

, 2013
We study PCA as a stochastic optimization problem and propose a novel stochastic approximation algorithm which we refer to as "Matrix Stochastic Gradient" (MSG), as well as a practical variant, Capped MSG.
Arora, Raman, Cotter, Andrew, Srebro, Nathan   +2 more
core  

Multi-level stochastic approximation algorithms [PDF]

, 2014
This paper studies multi-level stochastic approximation algorithms. Our aim is to extend the scope of the multilevel Monte Carlo method recently introduced by Giles (Giles 2008) to the framework of stochastic optimization by means of stochastic ...
Frikha, Noufel
core   +1 more source