Sökning: "stochastic methods"

Visar resultat 1 - 5 av 291 avhandlingar innehållade orden stochastic methods.

  1. 1. Numerical Solution Methods in Stochastic Chemical Kinetics

    Detta är en avhandling från Uppsala : Acta Universitatis Upsaliensis

    Författare :Stefan Engblom; Uppsala universitet.; Uppsala universitet.; [2008]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; stochastic models; chemical master equation; mesoscopic kinetics; Markov property; jump process; moment closure problem; spectral-Galerkin method; high dimensional problem; hybrid methods; time-parallel; homogenization; Beräkningsvetenskap med inriktning mot numerisk analys; Scientific Computing with specialization in Numerical Analysis;

    Sammanfattning : This study is concerned with the numerical solution of certain stochastic models of chemical reactions. Such descriptions have been shown to be useful tools when studying biochemical processes inside living cells where classical deterministic rate equations fail to reproduce actual behavior. LÄS MER

  2. 2. Identification of stochastic systems Subspace methods and covariance extension

    Detta är en avhandling från Stockholm : Matematik

    Författare :Anders Dahlen; KTH.; [2001]
    Nyckelord :Subspace identification; Time series; ARMA-modeling; Spectral estimation; Covariance extension; Asymptotic analysis;

    Sammanfattning : .... LÄS MER

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

    Detta är en avhandling från Stockholm : KTH

    Författare :Raul Tempone Olariaga; KTH.; [2002]
    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; MATHEMATICS Applied mathematics Numerical analysis; MATEMATIK Tillämpad matematik 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. 4. Uncertainty Quantification and Numerical Methods for Conservation Laws

    Detta är en avhandling från Uppsala : Acta Universitatis Upsaliensis

    Författare :Per Pettersson; Uppsala universitet.; Uppsala universitet.; [2013]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Beräkningsvetenskap med inriktning mot numerisk analys; Scientific Computing with specialization in Numerical Analysis; uncertainty quantification; polynomial chaos; stochastic Galerkin methods; conservation laws; hyperbolic problems; finite difference methods; finite volume methods;

    Sammanfattning : Conservation laws with uncertain initial and boundary conditions are approximated using a generalized polynomial chaos expansion approach where the solution is represented as a generalized Fourier series of stochastic basis functions, e.g. orthogonal polynomials or wavelets. LÄS MER

  5. 5. Stochastic Event-Based Control and Estimation

    Detta är en avhandling från Department of Automatic Control, Lund Institute of Technology, Lund University

    Författare :Toivo Henningsson; Lunds universitet.; Lund University.; [2012]
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; event-based control; event-based estimation; sporadic control; stochastic control; stochastic hybrid systems; sum-of-squares methods; control over networks; quantized measurements;

    Sammanfattning : Digital controllers are traditionally implemented using periodic sampling, computation, and actuation events. As more control systems are implemented to share limited network and CPU bandwidth with other tasks, it is becoming increasingly attractive to use some form of event-based control instead, where precious events are used only when needed. LÄS MER