Stochastic partial differential equation

Results: 109



#Item
41Stochastic processes / Statistical mechanics / Equations / Differential equations / Multivariable calculus / Stochastic differential equation / Partial differential equation / Laplace operator / Hilbert space / Mathematical analysis / Calculus / Mathematics

DIFFUSION MAPS, REDUCTION COORDINATES AND LOW DIMENSIONAL REPRESENTATION OF STOCHASTIC SYSTEMS R.R. COIFMAN∗ , I.G. KEVREKIDIS† , S. LAFON∗‡ , M. MAGGIONI∗§ , AND B. NADLER¶ Abstract. The concise representati

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Source URL: www.wisdom.weizmann.ac.il

Language: English - Date: 2008-05-18 11:16:51
42Differential calculus / Ordinary differential equations / Numerical analysis / Dynamical systems / Differential algebraic equation / Numerical methods for ordinary differential equations / Partial differential equation / Stochastic differential equation / Backward differentiation formula / Calculus / Mathematical analysis / Differential equations

The Journal Volume 2/2, DecemberA peer-reviewed, open-access publication of the R Foundation

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Source URL: journal.r-project.org

Language: English - Date: 2010-12-30 17:20:09
43Differential equations / Partial differential equations / Mathematical optimization / Ordinary differential equation / Nonlinear system / Mathematical model / Finite element method / Least squares / Stochastic differential equation / Calculus / Mathematics / Mathematical analysis

The Nature of Mathematical Modeling Neil Gershenfeld PUBLISHED BY THE PRESS SYNDICATE OF THE UNIVERSITY OF CAMBRIDGE The Pitt Building, Trumpington Street, Cambridge CB2 1RP, United Kingdom

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Source URL: fab.cba.mit.edu

Language: English - Date: 2014-02-03 21:39:33
44Stochastic processes / Abstract algebra / Linear algebra / Partial differential equations / Differential equations / Matrix / Markov chain / Ordinary differential equation / Itō calculus / Statistics / Algebra / Mathematics

BMETE15MF02 Atomic and molecular physics[removed]f/3)

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Source URL: www.kth.bme.hu

Language: English - Date: 2014-03-25 11:35:54
45Differential equation / Mathematical and theoretical biology / Stochastic calculus / Partial differential equation / Integral / Mathematical analysis / Mathematics / Applied mathematics

Minimizing CVaR, and Hedging Issues, for a Portfolio of Derivatives

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Source URL: www.polyu.edu.hk

Language: English - Date: 2014-12-09 05:12:27
46Stochastic processes / Quantum mechanics / Physics / Multivariable calculus / Partial differential equation / Brownian motion / Probability current / Statistics / Mathematical analysis / Statistical mechanics

PHYSICAL REVIEW E 70, Memoryless control of boundary concentrations of diffusing particles A. Singer* and Z. Schuss† Department of Applied Mathematics, Tel-Aviv University, Ramat-Aviv, 69978 Tel-Aviv, Is

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Source URL: www.wisdom.weizmann.ac.il

Language: English - Date: 2006-02-15 15:55:17
47Equations / Cybernetics / Mathematical optimization / Optimal control / Partial differential equations / Hamilton–Jacobi–Bellman equation / Bellman equation / Control theory / Systems theory / Dynamic programming

. Comparing Approximation Techniques to Continuous-Time Stochastic Dynamic Programming Problems: Applications to Natural Resource Modeling

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Source URL: www.acera.unimelb.edu.au

Language: English - Date: 2012-04-04 21:51:13
48Stochastic processes / Multivariable calculus / Partial differential equation / Constitutive equation / Collocation method / Stochastic differential equation / Differential equations / Mathematical analysis / Mathematics

An integrated RBFN-based macro-micro multi-scale method for computation of visco-elastic fluid flows C.-D. Tran1 , D.-A. An-Vo,1 N. Mai-Duy1 and T. Tran-Cong1 Abstract: This paper presents a numerical approach for macro-

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Source URL: eprints.usq.edu.au

Language: English - Date: 2013-07-02 21:07:44
49Calculus of variations / Differential equations / Obstacle problem / Parabolic partial differential equation / Variational inequality / Heston / Stochastic volatility / Calculus / Mathematical analysis / Partial differential equations

Degenerate processes and degenerate parabolic PDEs Elliptic variational inequalities for the Heston operator Parabolic variational inequalities for the Heston operator American-style options, stochastic volatility, and d

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-23 10:04:20
50Stochastic differential equations / Differential equations / Estimation theory / Nonlinear filter / Filtering problem / Stochastic calculus / Partial differential equation / Stochastic / Wiener process / Statistics / Stochastic processes / Control theory

Amomalica, Vol. 25, No. 4, pp[removed], 1989 Pergamon Press ptc. Printed in Great Britain. International Federation of Automatic Control B o o k Reviews

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Source URL: doc.utwente.nl

Language: English - Date: 2011-08-28 14:05:40
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