Sökning: "Stochastic Complexity"

Visar resultat 1 - 5 av 90 avhandlingar innehållade orden Stochastic Complexity.

1. 1. Structural and evolutionary aspects of stochastic processes

   Författare :Olof Görnerup; Chalmers tekniska högskola; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Proto-cells.; Emergence; Self-organization; Coarse graining; Model reduction; Hierarchical dynamics; Pre-biotic evolution; Complexity;

   Sammanfattning : Stochastic processes constitute a broad class of objects of central importance in complex systems. The main structural aspect of stochastic processes that is treated in this thesis is their hierarchical dynamics. LÄS MER

3. 2. Numerical Complexity Analysis of Weak Approximation of Stochastic Differential Equations

   Författare :Raul Tempone Olariaga; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Adaptive methods; a posteriori error estimates; stochastic differential equations; weak approximation; Monte Carlo methods; Malliavin Calculus; HJM model; option price; bond market; stochastic elliptic equation; Karhunen-Loeve expansion; numerical co; Numerical analysis; Numerisk analys;

   Sammanfattning : The thesis consists of four papers on numerical complexityanalysis of weak approximation of ordinary and partialstochastic differential equations, including illustrativenumerical examples. Here by numerical complexity we mean thecomputational work needed by a numerical method to solve aproblem with a given accuracy. LÄS MER

4. 3. Identification of Stochastic Nonlinear Dynamical Models Using Estimating Functions

   Författare :Mohamed Abdalmoaty; Håkan Hjalmarsson; Adrian Wills; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Prediction Error Method; Maximum Likelihood; Data-driven; Learning; Stochastic; Nonlinear; Dynamical Models; Non-stationary Linear Predictors; Intractable Likelihood; Latent Variable Models; Estimation; Process Disturbance; Electrical Engineering; Elektro- och systemteknik;

   Sammanfattning : Data-driven modeling of stochastic nonlinear systems is recognized as a very challenging problem, even when reduced to a parameter estimation problem. A main difficulty is the intractability of the likelihood function, which renders favored estimation methods, such as the maximum likelihood method, analytically intractable. LÄS MER

5. 4. Polyhedral and complexity studies in integer optimization, with applications to maintenance planning and location–routing problems

   Författare :Adam Wojciechowski; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; integer linear programming; complexity theory; polyhedral analysis; stochastic programming; maintenance optimization; Hamiltonian p-median problem; maintenance optimization;

   Sammanfattning : This thesis develops integer linear programming models for and studies the complexity of problems in the areas of maintenance optimization and location–routing. We study how well the polyhedra defined by the linear programming relaxation of themodels approximate the convex hull of the integer feasible solutions. LÄS MER

7. 5. Convergence rates of adaptive algorithms for deterministic and stochastic differential equations

   Författare :Kyoung-Sook Moon; KTH; []
   Nyckelord :adaptive mesh refinement algorithm; computational complexity; a posteriori error estimate; ordinary differential equations; stochastic differential equations;

   Sammanfattning : .... LÄS MER