Results 21 to 30 of about 184,298 (338)
A free stochastic partial differential equation [PDF]
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 2014 We get stationary solutions of a free stochastic partial differential equation. As an application, we prove equality of non-microstate and microstate free entropy dimensions under a Lipschitz like condition on conjugate variables, assuming also R^ embeddability. This includes an N-tuple of q-Gaussian random variables e.g. for |q|N\leq 0.13.
openaire +4 more sources
Linearly Solvable Stochastic Control Lyapunov Functions [PDF]
, 2016 This paper presents a new method for synthesizing stochastic control Lyapunov functions for a class of nonlinear stochastic control systems. The technique relies on a transformation of the classical nonlinear Hamilton-Jacobi-Bellman partial differential ...
Burdick, Joel W. +2 more
core +3 more sources
A Proposed Stochastic Finite Difference Approach Based on Homogenous Chaos Expansion
Journal of Applied Mathematics, 2013 This paper proposes a stochastic finite difference approach, based on homogenous chaos expansion (SFDHC). The said approach can handle time dependent nonlinear as well as linear systems with deterministic or stochastic initial and boundary conditions. In
O. H. Galal
doaj +1 more source
On the series solution of the stochastic Newell Whitehead Segel equation
AIMS Mathematics, 2023 The purpose of this paper is to present a two-step approach for finding the series solution of the stochastic Newell-Whitehead-Segel (NWS) equation. The proposed two-step approach starts with the use of the Wiener-Hermite expansion (WHE) technique, which
Javed Hussain
doaj +1 more source
Effective action for stochastic partial differential equations [PDF]
Physical Review E, 1999 Stochastic partial differential equations (SPDEs) are the basic tool for modeling systems where noise is important. In this paper we set up a functional integral formalism and demonstrate how to extract all the one-loop physics for an arbitrary SPDE subject to arbitrary Gaussian noise.
David Hochberg +3 more
openaire +5 more sources
A Stochastic Approach for Parameterizing Unresolved Scales in a System with Memory
Journal of Algorithms & Computational Technology, 2009 Complex systems display variability over a broad range of spatial and temporal scales. Some scales are unresolved due to computational limitations. The impact of these unresolved scales on the resolved scales needs to be parameterized or taken into ...
Aijun Du, Jinqiao Duan
doaj +1 more source
Results in Physics, 2023 This article mainly studies the new traveling wave solutions of the stochastic modified Korteweg–de Vries equation with multiplicative noise. The traveling wave solutions in the form of hyperbolic function, trigonometric function, rational function and ...
Da Shi, Zhao Li, Tianyong Han
doaj +1 more source
Ambit Processes and Stochastic Partial Differential Equations [PDF]
SSRN Electronic Journal, 2010 Ambit processes are general stochastic processes based on stochastic integrals with respect to Levy bases. Due to their flexible structure, they have great potential for providing realistic models for various applications such as in turbulence and finance.
Fred Espen Benth +3 more
openaire +3 more sources
Известия Иркутского государственного университета: Серия "Математика", 2021 The article considers second-order system of linear stochastic partial differential equations of hyperbolic type with Goursat boundary conditions. Earlier, in a number of papers, representations of the solution Goursat problem for linear stochastic ...
K.B. Mansimov, R.O. Mastaliyev
doaj +1 more source
Using generalized stochastic method to evaluate probability of conflict in controlled air traffic
Aviation, 2007 The introduction of the new concepts of air traffic management (ATM) and transition from centralized to decentralized air traffic control (ATC) with the change of traditional ATM to Cooperative ATM sets new tasks and opens new capabilities for air ...
Vitaly Babak +2 more
doaj +1 more source