Sökning: "Kolmogorov equation"

Visar resultat 1 - 5 av 11 avhandlingar innehållade orden Kolmogorov equation.

  1. 1. On parabolic equations of Kolmogorov-Fokker-Planck type

    Författare :Malte Litsgård; Kaj Nyström; Ugo Gianazza; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Kolmogorov equation; degenerate parabolic; ultraparabolic; Lipschitz domain; Dirichlet problem; boundary behaviour; parabolic measure.; Mathematics; Matematik;

    Sammanfattning : In this thesis solutions to Kolmogorov-Fokker-Planck type equations are studied. It consists of a comprehensive summary and four scientific articles.In the first article a potential theory for certain strongly degenerate parabolic operators in unbounded domains of Lipschitz type is developed. LÄS MER

  3. 2. Neutron Multiplicity Counting with the Analysis of Continuous Detector Signals

    Författare :Lajos Nagy; Chalmers tekniska högskola; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Kolmogorov equation; fissile material assay; nuclear safeguards; fission chamber; neutron multiplicity counting; master equation;

    Sammanfattning : Neutron multiplicity counting is a non-destructive assay method for determining the mass of fissile materials (primarily plutonium) using the measured values of the singles, doubles and triples detection rates. Traditionally, the detection rates are obtained from the counting statistics of neutron detectors. LÄS MER

  4. 3. Selected Topics in Mathematical Modelling: Machine Learning and Tugs-of-War

    Författare :Carmina Fjellström; Kaj Nyström; Andrea Pascucci; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Machine learning; Neural networks; LSTM; Financial forecasting; Time series analysis; Stochastic gradient descent; Diffusion map; Dimension reduction; Tug-of-war games; Fractional heat operator; Mean value property; Infinity fractional heat operators; Dynamic programming principle; p-Laplacian; Infinity Laplacian; Kolmogorov equation; Stochastic games; Viscosity solutions; Tillämpad matematik och statistik; Applied Mathematics and Statistics;

    Sammanfattning : This thesis concerns selected topics in mathematical modelling, namely in machine learning and stochastic games called tugs-of-war. It consists of four scientific articles. The first and second are about machine learning topics, while the third and fourth articles are about tug-of-war games. LÄS MER

  5. 4. On weak convergence, Malliavin calculus and Kolmogorov equations in infinite dimensions

    Författare :Adam Andersson; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Stochastic evolution equations; stochastic Volterra equations; weak approximation; Kolmogorov equations in infinite dimensions; Malliavin calculus; finite element method; backward Euler method; Kolmogorov equations in infinite dimensions;

    Sammanfattning : This thesis is focused around weak convergence analysis of approximations of stochastic evolution equations in Hilbert space. This is a class of problems, which is sufficiently challenging to motivate new theoretical developments in stochastic analysis. LÄS MER

  7. 5. Methods for Stochastic Optimal Control under State Constraints

    Författare :Per Rutquist; Chalmers tekniska högskola; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; control theory; optimal control; stochastic systems; Hamilton-Jacobi-Bellmanequation; Fokker-Planck-Kolmogorov equation;

    Sammanfattning : This thesis looks at a few different approaches to solving stochas-tic optimal control problems with state constraints. The motivatingproblem is optimal control of an energy buffer in a hybrid vehicle,although applications are abundant in a number of areas. LÄS MER