Stochastic partial differential equation

Results: 109



#Item
11Calculus / Mathematical analysis / Mathematics / Transport phenomena / Diffusion / Partial differential equations / Stochastic differential equations / Computational fluid dynamics / Differential equation / Convectiondiffusion equation / Advection / Finite difference method

Modified PDEs Modified Partial Differential Equations Richie Burke November 13, 2015

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Source URL: www.maths.nuigalway.ie

Language: English - Date: 2015-11-19 06:39:46
12Differential equations / Mathematical optimization / Optimal control / Differential calculus / Multivariable calculus / Partial differential equation / Bellman equation / Stochastic differential equation / Ordinary differential equation / Calculus / Mathematical analysis / Mathematics

Numerical solution of dynamic equilibrium models under Poisson uncertainty∗ Olaf Posch(a) and Timo Trimborn(b) (a) Hamburg University and CREATES, (b) University of G¨ottingen February 2013

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Source URL: www.oposch.com

Language: English - Date: 2013-06-26 07:49:14
13Dynamic programming / Statistical theory / Stochastic control / Hamilton–Jacobi–Bellman equation / Optimal control / Partial differential equation / Kullback–Leibler divergence / Statistics / Mathematical analysis / Mathematics

Robust Control and Model Misspecification Lars Peter Hansen Thomas J. Sargent Gauhar A. Turmuhambetova Noah Williams∗ September 26, 2005

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Source URL: www.tomsargent.com

Language: English - Date: 2015-04-08 13:03:54
14Fourier analysis / Differential equations / Stochastic calculus / Stochastic differential equations / Normal distribution / Partial differential equation / Gaussian measure / Fourier transform / Convolution / Mathematical analysis / Statistics / Stochastic processes

An Introduction to Stochastic PDEs July 24, 2009 Martin Hairer The University of Warwick / Courant Institute

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Source URL: www.hairer.org

Language: English - Date: 2009-07-24 10:13:17
15

Discussion contribution: Lindgren, F., Rue, H. and Lindstr¨om, JAn explicit link between Gaussian fields and Gaussian Markov random fields: The stochastic partial differential equation approach. To appear in J

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Source URL: people.math.aau.dk

Language: English - Date: 2011-03-23 05:55:28
    16Probability theory / Stochastic processes / Stochastic calculus / Markov models / Stochastic differential equation / Partial differential equation / Markov chain / Adenomatous polyposis coli / State space / Statistics / Differential equations / Control theory

    Tan and Yan Biology Direct 2010, 5:26 http://www.biology-direct.com/contentRESEARCH Open Access

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    Source URL: www.biologydirect.com

    Language: English
    17Numerical linear algebra / Tensor / Density matrix renormalization group / Numerical analysis / Partial differential equation / Singular value decomposition / Preconditioner / Iterative method / Algebra / Mathematics / Mathematical analysis

    TU Muenchen, Quantics-TT preconditioned and DMRG methods in high-dimensional quantum and stochastic computations Boris N. Khoromskij Max-Planck-Institute for Mathematics in the Sciences,

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    Source URL: www.exqm.de

    Language: English - Date: 2014-03-13 12:17:49
    18Discharge / Rivers / Partial differential equation / Stochastic differential equation / Mathematics / Differential equations / Mathematical analysis / Hydrology

    Hydrol. Earth Syst. Sci., 19, 2505–2511, 2015 www.hydrol-earth-syst-sci.netdoi:hess © Author(sCC Attribution 3.0 License. Variability of flow discharge in lateral

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    Source URL: www.hydrol-earth-syst-sci.net

    Language: English - Date: 2015-05-27 05:21:02
    19Asymptotic homogenization / Homogeneity / Elliptic curve / Partial differential equations / Mathematics / Asymptotic analysis

    Quantitative results in stochastic homogenization In many applications, one has to solve an elliptic equation with coefficients a that vary on a length scale much smaller than the typical scale of the right hand side f (

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    Source URL: www1.mat.uniroma1.it

    Language: English - Date: 2013-05-02 04:46:27
    20Equations / Stochastic processes / Differential equations / Dynamical systems / Statistical mechanics / Stochastic differential equation / Optimal control / Partial differential equation / Hamilton–Jacobi–Bellman equation / Mathematical analysis / Mathematics / Calculus

    Stochastic Differential Equations: Models and Numerics 1 Jesper Carlsson Kyoung-Sook Moon Anders Szepessy Ra´

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    Source URL: people.kth.se

    Language: English - Date: 2010-02-02 10:04:51
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