Sökning: "Stochastic integral"

Visar resultat 1 - 5 av 34 avhandlingar innehållade orden Stochastic integral.

  1. 1. Finite element approximation of the deterministic and the stochastic Cahn-Hilliard equation

    Författare :Ali Mesforush; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; finite element; a priori error estimate; stochastic integral; mild solution; dual weighted residuals; a posteriori error estimate; additive noise; Wiener process; Cahn-Hilliard equation; existence; regularity; Lya- punov functional; stochastic convolution; Lya- punov functional;

    Sammanfattning : This thesis consists of three papers on numerical approximation of the Cahn-Hilliard equation. The main part of the work is concerned with the Cahn-Hilliard equation perturbed by noise, also known as the Cahn-Hilliard-Cook equation. LÄS MER

  3. 2. Approximation of Infinitely Divisible Random Variables with Application to the Simulation of Stochastic Processes

    Författare :Magnus Wiktorsson; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; operations research; Statistics; aktuariematematik; Stochastic differential equation; Infinitely divisible distribution; Type G distribution; Lévy process; Stochastic integral; Mathematical Statistics; Matematik; Mathematics; programming; actuarial mathematics; Statistik; operationsanalys; programmering;

    Sammanfattning : This thesis consists of four papers A, B, C and D. Paper A and B treats the simulation of stochastic differential equations (SDEs). The research presented therein was triggered by the fact that there were not any efficient implementations of the higher order methods for simulating SDEs. LÄS MER

  4. 3. A Serendipitous Journey through Stochastic Processes

    Författare :Ludovico Theo Giorgini; John S Wettlaufer; Valerio Lucarini; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Stochastic process; statistical physics; machine learning; Theoretical Physics; teoretisk fysik;

    Sammanfattning : In this PhD thesis we will present some new insights in different problems in the field of stochastic processes. A stochastic resonance system is studied using path integral techniques, originally developed in quantum field theory, to recover the optimal means through which noise self-organises before a rare transition from one potential well to the other. LÄS MER

  5. 4. Modelling animal populations

    Författare :Åke Brännström; Umeå universitet; []
    Nyckelord :population model; stochastic population model; population dynamics; discrete time model; Beverton-Holt model; Skellam model; Hassell model; Ricker model; first principles; coupled map lattice; CML; area integral; square function; Mathematics; matematik;

    Sammanfattning : This thesis consists of four papers, three papers about modelling animal populations and one paper about an area integral estimate for solutions of partial differential equations on non-smooth domains. The papers are: I. Å. Brännström, Single species population models from first principles. LÄS MER

  7. 5. A Serendipitous Journey through Stochastic Processes

    Författare :Ludovico Theo Giorgini; John Scott Wettlaufer; Valerio Lucarini; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; teoretisk fysik; Theoretical Physics;

    Sammanfattning : In this licentiate thesis I will present some new insights in different problems in the field of stochastic processes. A stochastic resonance system is studied using path integral techniques, originally developed in quantum field theory, to recover the optimal means through which noise self-organises before a rare transition from one potential well to the other. LÄS MER