Sökning: "stochastic methods"

Visar resultat 1 - 5 av 402 avhandlingar innehållade orden stochastic methods.

  1. 1. Numerical Solution Methods in Stochastic Chemical Kinetics

    Författare :Stefan Engblom; Per Lötstedt; Wilhelm Huisinga; Uppsala universitet; []
    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

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

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

    Sammanfattning : .... LÄS MER

  4. 3. Multiscale Modeling in Systems Biology : Methods and Perspectives

    Författare :Adrien Coulier; Andreas Hellander; Mark Chaplain; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; computational systems biology; high performance computing; Bayesian inference; stochastic simulation; cell mechanics; Scientific Computing; Beräkningsvetenskap;

    Sammanfattning : In the last decades, mathematical and computational models have become ubiquitous to the field of systems biology. Specifically, the multiscale nature of biological processes makes the design and simulation of such models challenging. LÄS MER

  5. 4. 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

  7. 5. Uncertainty Quantification and Numerical Methods for Conservation Laws

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

    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