Sökning: "stochastic"

Visar resultat 31 - 35 av 1073 avhandlingar innehållade ordet stochastic.

1. 31. Multiscale Stochastic Simulation of Reaction-Transport Processes : Applications in Molecular Systems Biology

   Författare :Andreas Hellander; Per Lötstedt; Sverker Holmgren; Samuel Isaacson; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; stochastic simulation; chemical master equation; reaction-diffusion master equation; unstructured mesh; active transport; hybrid methods; URDME; Scientific Computing; Beräkningsvetenskap;

   Sammanfattning : Quantitative descriptions of reaction kinetics formulated at the stochastic mesoscopic level are frequently used to study various aspects of regulation and control in models of cellular control systems. For this type of systems, numerical simulation offers a variety of challenges caused by the high dimensionality of the problem and the multiscale properties often displayed by the biochemical model. LÄS MER

3. 32. 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

4. 33. Optimal stopping, incomplete information, and stochastic games

   Författare :Yuqiong Wang; Erik Ekström; Sören Christensen; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Optimal stopping; sequential analysis; incomplete information; asymmetric information; stochastic filtering; Dynkin games; tug-of-war games; Mathematics; Matematik;

   Sammanfattning : This thesis contains six papers on the topics of optimal stopping and stochastic games. Paper I extends the classical Bayesian sequential testing and detection problems for a Brownian motion to higher dimensions. We demonstrate unilateral concavity of the cost function and present its structural properties through various examples. LÄS MER

5. 34. Software Investments under Uncertainty : Modeling Intangible Consequences as a Stochastic Process

   Författare :Emil Numminen; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Software investment valuation; usage; intangible consequences; cash flow; discounted cash flow model; stochastic process;

   Sammanfattning : Software systems are today a part of more or less every organization. The varieties of software used in organizations are ranging from simple log-keeping applications to advanced decision support systems. The task of a priori valuation of software investments has attracted a lot of research for a long time. LÄS MER

7. 35. Approximation of Infinitely Divisible Random Variables with Application to the Simulation of Stochastic Processes

   Författare :Magnus Wiktorsson; Matematisk statistik; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; operations research; Statistics; aktuariematematik; Stochastic differential equation; Infinitely divisible distribution; Type G distribution; Lévy process; Stochastic integral; Mathematical Statistics; Matematik; Mathematics; programming; actuarial mathematics; Statistik; operationsanalys; programmering;

   Sammanfattning : This thesis consists of four papers A, B, C and D. Paper A and B treats the simulation of stochastic differential equations (SDEs). The research presented therein was triggered by the fact that there were not any efficient implementations of the higher order methods for simulating SDEs. LÄS MER