Sökning: "Stochastic"

Visar resultat 21 - 25 av 1073 avhandlingar innehållade ordet Stochastic.

  1. 21. 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

  3. 22. Stochastic Simulation of Reaction-Diffusion Processes

    Författare :Stefan Hellander; Per Lötstedt; Johan Elf; Koichi Takahashi; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; stochastic simulation; microscale; mesoscale; Smoluchowski s equation; hybrid methods; Beräkningsvetenskap med inriktning mot numerisk analys; Scientific Computing with specialization in Numerical Analysis;

    Sammanfattning : Numerical simulation methods have become an important tool in the study of chemical reaction networks in living cells. Many systems can, with high accuracy, be modeled by deterministic ordinary differential equations, but other systems require a more detailed level of modeling. LÄS MER

  4. 23. Infinite-state Stochastic and Parameterized Systems

    Författare :Noomene Ben Henda; Parosh Abdulla; Christel Baier; Uppsala universitet; []
    Nyckelord :program verification; model checking; stochastic games; infinite-state systems; Markov chains; reachability; repeated reachability; parameterized systems; approximation; safety; tree systems;

    Sammanfattning : A major current challenge consists in extending formal methods in order to handle infinite-state systems. Infiniteness stems from the fact that the system operates on unbounded data structure such as stacks, queues, clocks, integers; as well as parameterization. LÄS MER

  5. 24. Generalized Pólya Urns via Stochastic Approximation

    Författare :Henrik Renlund; Sven Erick Alm; Svante Janson; Lars Holst; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; stochastic approximation; unstable equilibrium; stable equilibrium; touchpoint; generalized pólya urns; MATHEMATICS; MATEMATIK; Mathematics; Matematik;

    Sammanfattning : .... LÄS MER

  7. 25. Contributions to Numerical Solution of Stochastic Differential Equations

    Författare :Anders Muszta; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; adaptive method; change of time; CIR model; CKLS model; convergence order; Euler method; heavy-tailed SDE; hyperbolic SDE; geometric integration; global Lipschitz condition; Levy process; Lie group method; local Lipschitz condition; local martingales; mean reversion; Milstein method; numerical method; semimartingale; stochastic differential equation; stochastic Taylor expansion; strong approximation; symplectic integration; volatility induced stationarity; waveform relaxation; volatility induced stationarity;

    Sammanfattning : This thesis consists of four papers: Paper I is an overview of recent techniques in strong numerical solutions of stochastic differential equations, driven by Wiener processes, that have appeared the last then 10 years, or so. Paper II studies theoretical and numerical aspects of stochastic differential equations with so called volatility induced stationarity. LÄS MER