Conservative Continuous-Stage Stochastic Runge–Kutta Methods for Stochastic Differential Equations
Fractal and Fractional, 2023 In this paper, we develop a new class of conservative continuous-stage stochastic Runge–Kutta methods for solving stochastic differential equations with a conserved quantity. The order conditions of the continuous-stage stochastic Runge–Kutta methods are
Xiuyan Li +3 more
doaj +1 more source
The stochastic order of probability measures on ordered metric spaces
, 2017 The general notion of a stochastic ordering is that one probability distribution is smaller than a second one if the second attaches more probability to higher values than the first.
Hiai, Fumio, Lawson, Jimmie, Lim, Yongdo
core +1 more source
Stochastic Runge–Kutta methods for multi-dimensional Itô stochastic differential algebraic equations
Results in Applied Mathematics, 2021 In this paper, we discuss the numerical solutions to index 1 stochastic differential algebraic equations. We introduce a new class of weak second-order stochastic Runge–Kutta methods for finding the numerical approximate solutions to multi-dimensional ...
Priya Nair, Anandaraman Rathinasamy
doaj +1 more source
Relative stochastic comparisons of additive frailty models
Journal of Inequalities and Applications, 2016 This article is devoted to the proposal of two relative stochastic orders namely the relative hazard rate and relative mean residual life orders. These stochastic orders are applied to provide some stochastic comparisons between two additive frailty ...
Mohamed Kayid +2 more
doaj +1 more source
Stochastic Properties of the Weighted Hazard Rate Order [PDF]
Journal of Statistical Theory and Applications (JSTA), 2015 The hazard rate order between two weighted distributions with a given weight function is considered as a new stochastic order called weighted hazard rate order. The influences of biased sampling methods on properties of the hazard rate order are usefully
S. Izadkhah +2 more
doaj +1 more source
Tests for Stochastic Orders and Mean Order Statistics [PDF]
Communications in Statistics - Theory and Methods, 2012 This is an Author's Accepted Manuscript of an article published in Commumications in Statistics-Theory and Methods 41.8 (2012):1497-1509 Copyright Taylor and Francis, available online at: http://www.tandfonline.com/
Berrendero Díaz, José Ramón +1 more
openaire +2 more sources
Time after time – circadian clocks through the lens of oscillator theory
FEBS Letters, EarlyView.Oscillator theory bridges physics and circadian biology. Damped oscillators require external drivers, while limit cycles emerge from delayed feedback and nonlinearities. Coupling enables tissue‐level coherence, and entrainment aligns internal clocks with environmental cues.
Marta del Olmo +2 more
wiley +1 more source
Stochastic Comparisons of Lifetimes of Used Standby Systems
Mathematics, 2023 In this paper, we first establish upper stochastic bounds on the lifetime of a used cold standby system with arbitrary age, using the likelihood ratio order and the usual stochastic order.
Mohamed Kayid, Mashael A. Alshehri
doaj +1 more source
Machine Learning Approximation Algorithms for High-Dimensional Fully Nonlinear Partial Differential Equations and Second-order Backward Stochastic Differential Equations [PDF]
Journal of nonlinear science, 2017 High-dimensional partial differential equations (PDEs) appear in a number of models from the financial industry, such as in derivative pricing models, credit valuation adjustment models, or portfolio optimization models. The PDEs in such applications are
C. Beck, Weinan E, Arnulf Jentzen
semanticscholar +1 more source
LDAcoop: Integrating non‐linear population dynamics into the analysis of clonogenic growth in vitro
Molecular Oncology, EarlyView.Limiting dilution assays (LDAs) quantify clonogenic growth by seeding serial dilutions of cells and scoring wells for colony formation. The fraction of negative wells is plotted against cells seeded and analyzed using the non‐linear modeling of LDAcoop.
Nikko Brix +13 more
wiley +1 more source