Results 21 to 30 of about 17,845,866 (289)
Stochastic Bridges of Linear Systems [PDF]
IEEE Transactions on Automatic Control, 2015 We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed to have known states at the boundary. Thus, the movement of the particles can be modeled as an Ornstein-Uhlenbeck
Yongxin Chen 0002, Tryphon T. Georgiou
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DEVELOPMENT OF MOMENT-SEMIINVARIANT SOFTWARE FOR STOCHASTIC ANALYSIS
Современные информационные технологии и IT-образование, 2019 The article describes the methodological foundations and the results of comparative testing of scientific software for stochastic analysis of multidimensional nonlinear stochastic systems (StS) described by stochastic differential equations, developed on
Tatyana D. Konashenkova
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Methodological Tools for the Detection of Risks to the Welfare of the Individuals and the Territory of Residence [PDF]
Экономика региона, 2017 To formalise the assessment of risks to the welfare of individuals and the territory of residence presents a relevant issue. This study aims to define the economic security in the structure of the system of the welfare of individuals and the territory ...
Aleksandr Anatolyevich Kuklin +3 more
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Existence and uniqueness of solutions for stochastic urban-population growth model
Frontiers in Applied Mathematics and Statistics, 2022 Urban-population growth model has attracted attention over the last few decades due to its usefulness in representing population dynamics, virus dynamics, and epidemics.
Lahcen Boulaasair +3 more
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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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Optimization of stochastic systems [PDF]
Proceedings of the 18th conference on Winter simulation - WSC '86, 1986 This paper gives a short survey of Monte Carlo algorithms for stochastic optimization. Both discrete and continuous parameter stochastic optimization are discussed, with emphasis on the analysis of convergence rate. Some future research directions for the area are also indicated.
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A stochastic differential equation SIS epidemic model [PDF]
, 2011 In this paper we extend the classical susceptible-infected-susceptible epidemic model from a deterministic framework to a stochastic one and formulate it as a stochastic differential equation (SDE) for the number of infectious individuals $I(t)$. We then
Hu, L. +4 more
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On dissipation in stochastic systems [PDF]
Proceedings of the 1999 American Control Conference (Cat. No. 99CH36251), 1999 We define the property of dissipativity for controlled Ito diffusions. We investigate elementary properties, and we demonstrate that the framework is useful for control problems in which both probabilistic and worst-case representations of dynamic uncertainty are present. As an example we discuss a problem involving robust /spl Hscr//sub 2/ performance
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How to Drive a Delayed Response, Stochastic System Close to Equilibrium [PDF]
Modeling, Identification and Control, 1983 We consider a continuous system that, in the absence of random perturbations and external forcing, is uniformly, asymptotically stable in a global sense. The system evolution is governed by a retarded differential equation.
Sjur D. Flåm
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The decomposition of stochastic systems
Theoretical Computer Science, 1983 Using the deterministic framework of \textit{J. Hartmanis} and \textit{R. E. Stearns} [Algebraic structure theory of sequential machines (1966; Zbl 0154.417)] as a point of entry, the authors rely on use of an analogy to the substitution property to realize stochastic systems by the appropriate interconnection of smaller stochastic systems.
Taiho Kanaoka, Shingo Tomita
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