Stochastic partial differential equation

Results: 109



#Item
21Mathematics / Constructible universe / Envelope / Partial differential equation / Local martingale / Stochastic differential equation / Itō diffusion / Heat equation / Statistics / Differential equations / Mathematical analysis

Stochastic Target Games and Dynamic Programming via Regularized Viscosity Solutions∗ Bruno Bouchard† Marcel Nutz‡

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Source URL: www.math.columbia.edu

Language: English - Date: 2015-02-12 17:31:06
22Numerical analysis / Stochastic processes / Monte Carlo methods / Differential equations / Polynomial chaos / Partial differential equation / Markov chain / Importance sampling / Stochastic / Statistics / Mathematics / Probability and statistics

Modeling of physical systems underspecified by data Daniel M. Tartakovsky Department of Mechanical & Aerospace Engineering University of California, San Diego

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Source URL: computerlectures.pnnl.gov

Language: English - Date: 2010-09-27 09:26:44
23Stochastic processes / Urn problem / Partial differential equations / Ordinary differential equation / Stochastic differential equation / Calculus / Mathematical analysis / Differential equations

January 20, 2003 Analytic Urns Philippe Flajolet, INRIA Rocquencourt, F. With Kim Gabarro and Helmut Pekari, Barcelona

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Source URL: algo.inria.fr

Language: English - Date: 2003-01-20 13:16:08
24Claude-Louis Navier / Stokes equation / Navier–Stokes equations / Physics / Optimal control / Fluid dynamics / Scientific equations named after people / Navier–Stokes existence and smoothness / Fluid mechanics / Partial differential equations / Dynamics

INDIAN INSTITUTE OF SCIENCE EDUCATION AND RESEARCH - THIRUVANANTHAPURAM Lecture Series on NAVIER-STOKES EQUATIONS: Solvability, Control and Stochastic Analysis from Feb 22, 2011 to Mar 4, 2011 by

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Source URL: www.nps.edu

Language: English - Date: 2013-08-07 13:11:27
25Stochastic processes / Differential equations / Equations / Multivariable calculus / Partial differential equation / Fokker–Planck equation / Maximum likelihood / Normal distribution / Finite difference method / Statistics / Calculus / Mathematical analysis

ML Estimation of the Parameters of SDEs by Numerical Solution of the Fokker-Planck Equation

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-01-15 18:12:12
26Control theory / Martin Hairer / Nonlinear filter / Partial differential equation / Data assimilation / Kalman filter / Stochastic / Mathematical analysis / University of Warwick / Mathematics / Statistics / Calculus

DAVID K ELLY Courant Institute of Mathematical Science, New York University, New York, NY, USA http://www.dtbkelly.com last updated.

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Source URL: www.dtbkelly.com

Language: English - Date: 2014-08-31 15:16:51
27Mathematical analysis / Stochastic processes / Stochastic calculus / Integral calculus / Mathematical finance / Partial differential equation / Stochastic differential equation / Stochastic / Statistics / Mathematics / Differential equations

PDF Document

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Source URL: www.cmap.polytechnique.fr

Language: English - Date: 2014-03-02 16:17:49
28Classical mechanics / Symbol / Hamilton–Jacobi equation / Quantum field theory / Relativistic Breit–Wigner distribution / Partial differential equations

INFLUENCE OF POLARIZATION OF A REGULAR ELECTROMAGNETIC WAVE ON STOCHASTIC ACCELERATION OF CHARGED PARTICLES IN AN EXTERNAL MAGNETIC FIELD V.A. Buts, O.V. Manuilenko, A.P. Tolstoluzhsky, Yu.A. Turkin NSC KIPT, 1 Akademich

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Source URL: www.kipt.kharkov.ua

Language: English - Date: 2009-07-14 07:19:58
29Mathematics / Statistics / Physical oceanography / Coastal geography / Wave / Schrödinger equation / Gaussian process / Monte Carlo method / Wind wave / Physics / Partial differential equations / Water waves

Extremes, wave asymmetry, and other stochastic properties of a ocean wave energy system aspects on model choice in an engineering application

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Source URL: www.maths.lth.se

Language: English - Date: 2013-10-01 04:15:20
30Partial differential equations / Diffusion / Diffusion equation / Equations / Stochastic differential equations / Laplace operator / Neutron transport / Calculus / Mathematical analysis / Multivariable calculus

DIFFUSION EQUATION Vasily Arzhanov Reactor Physics, KTH Overview •

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Source URL: www.neutron.kth.se

Language: English
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