Stochastic Differential Equation
Mostrando 1-12 de 12 artigos, teses e dissertações.
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1. A COMPARATIVE STUDY OF STOCHASTIC QUADRATIC PROGRAMMING AND OPTIMAL CONTROL MODEL IN PRODUCTION-INVENTORY SYSTEM WITH STOCHASTIC DEMAND
ABSTRACT This study compares the optimal control model and stochastic quadratic programming (SQP) model of a production-inventory system. A single product, without shortage in the case of a periodic-review policy with stochastic demand and deterioration rate as a function of time, is discussed. The items are subjected to deterioration via storage and the inv
Pesqui. Oper.. Publicado em: 2017-01
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2. Sistemas de partículas interagentes dependentes de tipo e aplicações ao estudo de redes de sinalização biológica / Type-dependent interacting particle systems and their applications in the study of signaling biological networks
We study type-dependent stochastic spin models proposed by Fernández et al., which were used to model biological signaling networks. The original modeling setup describes the macroscopic evolution of a finite-size spin-flip model with k types of spins with arbitrary number of internal states interacting through a non-reversible stochastic dynamics. In the t
Publicado em: 2011
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3. Teoria de rough paths via integração algebrica / Rough paths theory via algebraic integration
Introduzimos a teoria dos p-rough paths seguindo a abordagem de M. Gubinelli, conhecida por integração algébrica. Durante toda a dissertação nos restringimos ao caso 1
Publicado em: 2009
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4. Methods for transport equations with random data / Metodos para equações do transporte com dados aleatorios
Mathematical models for real-world processes often take the form of systems of artial differential equations. Such models usually involve certain parameters, for example, the coefficients in the differential operator, and the initial and boundary conditions. Usually, all the model parameters are assumed to be known exactly. However, in realistic situations m
Publicado em: 2007
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5. ESTUDO DE MODELOS DE MISTURA ESTOCÁSTICOS PARA A COMBUSTÃO EM ESCOAMENTOSTURBULENTOS / STUDY OF STOCHASTIC MIXING MODELS FOR COMBUSTION IN TURBULENT FLOWS
O presente trabalho tem como finalidade avaliar os diferentes modelos de mistura para o cálculo da combustão de reagentes pré- misturados utilizando a abordagem de Reator Parcialmente Misturado (PaSR). Os modelos de mistura considerados neste trabalho foram os modelos IEM estendido, Langevin e Langevin estendido. Investiga-se aqui o grau de mistura previs
Publicado em: 2007
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6. DinÃmica de populaÃÃes em ambiente estocÃstico / Population Dinamics in the Stochastic Environment
Estudamos um modelo para dinÃmica de duas populaÃÃes interagentes, uma de presas e outra de predadores, sujeitas a um ruÃdo aditivo, que pode ser interpretado como um termo de migraÃÃo aleatÃria. Resolvemos numericamente as equaÃÃes diferenciais estocÃsticas do modelo e comparamos os resultados com as soluÃÃes do modelo determinÃstico associado.
Publicado em: 2006
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7. Monte Carlo methods in nonlinear filtering theory.
This thesis is focused on two basic aspects of the Control Problem: the stochastic modelling of physical systems, and Monte Carlo-based numerical approximation of the nonlinear filtering problem solution. In the first topic this thesis concerns about clarifying some issues in the mathematical modeling of continuous-time systems with Brownian motion. The hypo
Publicado em: 2006
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8. Stochastic modeling of the number of felled trees in selection stands
This paper solves the problem of forecasting the number of trees in the selection stands predicted for harvesting in a future period, so that the main resource of the number of trees is sustained. This is achieved by stochastic modeling of the number of felled trees and by solving the certain partial differential equation.
Computational & Applied Mathematics. Publicado em: 2005-08
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9. Harmonic mappings and martingales in manifolds / Aplicações harmonicas e martingales em variedades
In this work we explore results of harmonic mappings, via stochastic calculus in manifolds. The text is organized as follows: In the first two chapters, we introduce concepts and results about stochastic calculus in Rn, differential geometry and Lie groups. In the third chapter we have the definitions of harmonic mappings and the Euler-Lagrange equation. Fin
Publicado em: 2005
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10. Descrição de processos de dessorção termica por Monte Carlo dinamico
Dynamic Monte Carlo description of thermal desorption processes The thermal desorption of simple diatomic molecules from solid {metallic) surfaces is described as a heterogeneous Poisson Process in a lattice-gas model with two basic {local) processes: pair desorption and surface diffusion, and treated within a Dynamic ( time-dependent ) Monte Carlo procedure
Publicado em: 1996
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11. DISTRIBUTED SYSTEMS IDENTIFICATION IN STOCHASTIC ENVIRONMENT / IDENTIFICAÇÃO DE SISTEMAS DISTRIBUÍDOS EM AMBIENTE ESTOCÁSTICO
This work presents a method for parametric identification of distributed systems modeled by partial differential equation operating in a stochastic environment. The present problem has already been treated by Kubrusly and Curtain in [7] where the system through a limited number of noisy sensors located in the spatial domain. Here it is presented a generaliza
Publicado em: 1978
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12. The Moments of Stochastic Integrals and the Distribution of Sojourn Times*
For a single diallelic locus in a finite population with any time-independent selection scheme, using the diffusion approximation, a formula is derived in terms of sojourn times for the moments of the integral of an arbitrary function of gene frequency along sample paths. Irreversible mutation and conditioned and unconditioned processes without mutation are