Stochastic partial differential equation

Results: 109



#Item
71Differential equations / Numerical analysis / Stochastic processes / Stochastic calculus / Stochastic differential equation / Partial differential equation / Navier–Stokes equations / Normal distribution / Spectral method / Statistics / Mathematical analysis / Calculus

STOCHASTIC MODELING Stochastic Computational Fluid Mechanics Stochastic simulations in computational fluid dynamics let researchers model uncertainties

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Source URL: www.cfm.brown.edu

Language: English - Date: 2007-03-07 14:00:43
72Differential equations / Functional analysis / Stochastic calculus / Fourier analysis / Generalized functions / Partial differential equation / Convolution / Path integral formulation / Distribution / Mathematical analysis / Mathematics / Calculus

A stochastic modeling methodology based on weighted Wiener chaos and Malliavin calculus Xiaoliang Wana , Boris Rozovskiib , and George Em Karniadakisb,1 a Program in Applied and Computational Mathematics, Princeton Univ

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Source URL: www.cfm.brown.edu

Language: English - Date: 2009-08-25 11:34:41
73Orthogonal polynomials / Stochastic processes / Fourier analysis / Polynomials / Polynomial chaos / Gaussian quadrature / Dirac delta function / Partial differential equation / Hermite polynomials / Mathematical analysis / Statistics / Mathematics

SIAM J. SCI. COMPUT. Vol. 28, No. 3, pp. 901–928 c 2006 Society for Industrial and Applied Mathematics 

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Source URL: www.cfm.brown.edu

Language: English - Date: 2006-12-28 17:28:08
74Differential equations / Stochastic calculus / Stochastic differential equation / Partial differential equation / Thorn / Polynomial chaos / Brownian motion / Mathematical optimization / Anglo-Saxon runes / Statistics / Stochastic processes / Probability theory

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Source URL: users.cms.caltech.edu

Language: English - Date: 2013-05-07 23:06:19
75Differential equations / Stochastic process / Ordinal number / Partial differential equation / Forcing / Random variable / Statistics / Mathematics / Mathematical analysis

C:UME~1WEN~1ALS~1p7f7ee0a_c2f2_4d95_898e_5f832f4dde9c.ps

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Source URL: users.cms.caltech.edu

Language: English - Date: 2014-01-03 14:02:27
76Differential equations / Linear algebra / Stochastic processes / Operator theory / Multivariable calculus / Partial differential equation / Karhunen–Loève theorem / Hilbert space / Linear differential equation / Mathematics / Mathematical analysis / Calculus

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Source URL: users.cms.caltech.edu

Language: English - Date: 2013-05-07 23:05:59
77Functional analysis / Multivariable calculus / Partial differential equation / Optimal control / Ergodic theory / Sheaf / Distribution / Differential equation / Sturm–Liouville theory / Mathematical analysis / Calculus / Mathematics

Adjoint-Based Optimal Control of the Expected Exit Time for Stochastic Hybrid Systems Robin L. Raffard1 , Jianghai Hu2 , and Claire J. Tomlin1 1 2

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Source URL: www.eecs.berkeley.edu

Language: English - Date: 2007-01-10 20:23:00
78Heat equation / Parabolic partial differential equation / Stochastic differential equations / Differential equations

HAZARDOUS BACKWARD IN TIME CONTINUATION IN NONLINEAR PARABOLIC EQUATIONS AND DEBLURRING NONLINEARLY BLURRED IMAGERY. by ALFRED S. CARASSO, ACMD Identify sources of groundwater pollution

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Source URL: math.nist.gov

Language: English - Date: 2012-11-30 16:13:50
79Filtering problem / Brownian motion / Black–Scholes / Wiener process / Heston model / Girsanov theorem / Malliavin calculus / Martingale / Kalman filter / Statistics / Stochastic processes / Stochastic differential equation

Non linear filtering and optimal investment under partial information for stochastic volatility models Dalia Ibrahim; Frédéric Abergel∗; July 6, 2014 hal[removed], version[removed]Jul 2014

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Source URL: hal.archives-ouvertes.fr

Language: English - Date: 2014-07-07 02:50:00
80Partial differential equation / Brownian motion / Finite difference method / Differential equation / Wiener process / Mathematical optimization / Statistics / Stochastic processes / Mathematical analysis

NOAA Technical Memorandum NMFS EN T OF CO M

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Source URL: swfsc.noaa.gov

Language: English - Date: 2006-09-14 18:20:44
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