Results 11 to 20 of about 271,753 (311)
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 +11 more
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Communications, 2015 Enhancement in three-dimensional non-destructive evaluation of real cracks from two-dimensional simulated eddy current testing signals is reported in the paper. A new uniform eddy current testing probe is employed for the inspection.
Ladislav Janousek +3 more
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Mathematics, 2023 Spectral representations of iterated Itô and Stratonovich stochastic integrals of arbitrary multiplicity, including integrals from Taylor–Itô and Taylor–Stratonovich expansions, are obtained by the spectral method.
Konstantin Rybakov
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A posteriori error estimation for stochastic static problems [PDF]
, 2014 To solve stochastic static field problems, a discretization by the Finite Element Method can be used. A system of equations is obtained with the unknowns (scalar potential at nodes for example) being random variables. To solve this stochastic system, the
MAC, Hung, CLENET, Stephane
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A priori error indicator in the transformation method for problems with geometric uncertainties [PDF]
, 2013 Version éditeur de cette publication à l'adresse suivante : http://ieeexplore.ieee.org/xpl/articleDetails.jsp?arnumber=6514655To solve stochastic problems with geometric uncertainties, one can transform the original problem in a domain with stochastic ...
Mac, Duc Hung +4 more
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On a Stochastic Approximation Method [PDF]
The Annals of Mathematical Statistics, 1954 Asymptotic properties are established for the Robbins-Monro [1] procedure of stochastically solving the equation $M(x) = \alpha$. Two disjoint cases are treated in detail. The first may be called the "bounded" case, in which the assumptions we make are similar to those in the second case of Robbins and Monro. The second may be called the "quasi-linear"
openaire +3 more sources
Stochastic programming with multivariate second order stochastic dominance constraints with applications in portfolio optimization [PDF]
, 2014 In this paper we study optimization problems with multivariate stochastic dominance constraints where the underlying functions are not necessarily linear. These problems are important in multicriterion decision making, since each component of vectors can
Xu, Huifu +2 more
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Forecasting of hydrocarbon-prospective ring-shaped structures in the Barents region based on the results of the stochastic method using a set of geoparameters [PDF]
Известия Саратовского университета. Новая серия: Серия Науки о ЗемлеThe article presents the results of the application of the stochastic method used to predict hydrocarbon-prospective geostructures of a concentric type within the Barents Sea region.
Kharitonov, Andrey L.
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Multi-element stochastic reduced basis methods [PDF]
, 2007 This paper presents mutli-element Stochastic Reduced Basis Methods (ME-SRBMs) for solving linear stochastic partial differential equations. In ME-SRBMs, the domain of definition of the random inputs is decomposed into smaller subdomains or random ...
Surya Mohan, P. +5 more
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Stochastic Method of Discounted Cash Flows
Статистика и экономика, 2021 The method of discounted cash flows (DCF) is one of the main and popular methods of economic assessment of business, which is used all over the world.
A. A. Solodov
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