Sökning: "stochastic stability"

Visar resultat 1 - 5 av 75 avhandlingar innehållade orden stochastic stability.

  1. 1. Convergence and stability analysis of stochastic optimization algorithms

    Författare :Måns Williamson; Matematik LTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; numerical analysis; optimization; stochastic optimization; machine learning;

    Sammanfattning : This thesis is concerned with stochastic optimization methods. The pioneering work in the field is the article “A stochastic approximation algorithm” by Robbins and Monro [1], in which they proposed the stochastic gradient descent; a stochastic version of the classical gradient descent algorithm. LÄS MER

  3. 2. Barycentric Markov processes and stability of stochastic integrators

    Författare :Philip Kennerberg; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; geometric probability; dirichlet processes; Markov processes; stochastic integration; interacting particle systems;

    Sammanfattning : This thesis consists of four papers that broadly concerns two dierent topics. The rsttopic is so-called barycentric Markov processes. By a barycentric Markov process wemean a process that consists of a point/particle system evolving in (discrete) time,whose evolution depends in some way on the mean value of the current points in thesystem. LÄS MER

  4. 3. Stochastic stability and equilibrium selection in games

    Författare :Alexander Matros; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : This thesis consists of five papers, presented as separate chapters within three parts: Industrial Organization, Evolutionary Game Theory and Game Theory. The common basis of these parts is research in the field of game theory and more specifically, equilibrium selection in different frameworks. LÄS MER

  5. 4. The Finite Element Method for Fractional Order Viscoelasticity and the Stochastic Wave Equation

    Författare :Fardin Saedpanah; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; finite element method; continuous Galerkin method; linear viscoelasticity; fractional calculus; fractional order viscoelasticity; weakly singular kernel; stability; a priori error estimate; a posteriori error estimate; stochastic wave equation; additive noise; Wiener process; strong convergence.; linear viscoelasticity;

    Sammanfattning : This thesis can be considered as two parts. In the first part a hyperbolic type integro-differential equation with weakly singular kernel is considered, which is a model for dynamic fractional order viscoelasticity. In the second part, the finite element approximation of the linear stochastic wave equation is studied. LÄS MER

  7. 5. Reliability-based Assessment of Concrete Dam Stability

    Författare :Marie Westberg; Avdelningen för Konstruktionsteknik; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; assessment; stability; concrete dam; structural reliability analysis; probability; uplift; system reliability;

    Sammanfattning : Risk management is increasingly used in dam safety and includes risk analysis, risk evaluation and risk reduction. Structural Reliability Analysis (SRA) is a probabilistic methodology that may be used in the risk assessment process. LÄS MER