Sökning: "stochastic"
Visar resultat 16 - 20 av 1068 avhandlingar innehållade ordet stochastic.
16. Topics in Simulation and Stochastic Analysis
Sammanfattning : Paper A investigates how to simulate a differentiated mean in cases where interchanging differentiation and expectation is not allowed. Three approaches are available, finite differences (FD's), infinitesimal perturbation analysis (IPA) and the likelihood ratio score function (LRSF) method. LÄS MER
17. Finite element approximation of the deterministic and the stochastic Cahn-Hilliard equation
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
18. Approximating Stochastic Partial Differential Equations with Finite Elements: Computation and Analysis
Sammanfattning : Stochastic partial differential equations (SPDE) must be approximated in space and time to allow for the simulation of their solutions. In this thesis fully discrete approximations of such equations are considered, with an emphasis on finite element methods combined with rational semigroup approximations. LÄS MER
19. Inference techniques for stochastic nonlinear system identification with application to the Wiener-Hammerstein models
Sammanfattning : Stochastic nonlinear systems are a specific class of nonlinear systems where unknown disturbances affect the system's output through a nonlinear transformation. In general, the identification of parametric models for this kind of systems can be very challenging. LÄS MER
20. Interacting Particle Systems: Percolation, Stochastic Domination and Randomly Evolving Environments
Sammanfattning : In this thesis we first analyze the class of one-dependent trigonometric determinantal processes and show that they are all two-block-factors. We do this by constructing the two-block-factors explicitly. Second we investigate the dynamic stability of percolation for the stochastic Ising model and the contact process. LÄS MER