Search Results - subject:"Random differential equations"

Constructing adaptive generalized polynomial chaos method to measure the uncertainty in continuous models: A computational approach

Chen-Charpentier, B.-M.; Cortés, J.-C.; Licea, J.-A.; … - In: Mathematics and Computers in Simulation (MATCOM) 109 (2015) C, pp. 113-129

differential equations give more realistic results than their deterministic counterpart. The generalized polynomial chaos (gPC) is …Due to errors in measurements and inherent variability in the quantities of interest, models based on random …

Persistent link: https://www.econbiz.de/10011117206

Inverse problems for random differential equations using the collage method for random contraction mappings

Torre, Davide La; Kunze, Herb; Vrscay, Ed - Dipartimento di Economia, Management e Metodi … - 2006

Most natural phenomena or the experiments that explore them are subject to small variations in the environment within which they take place. As a result, data gathered from many runs of the same experiment may well show differences that are most suitably accounted for by a model that...

Persistent link: https://www.econbiz.de/10009324403

A stochastic ansatz and its relationship with the dichotomic Markov process

Williams, M.M.R. - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 21, pp. 4997-5002

It is shown that a simple stochastic ansatz for the solution of a stochastic differential equation leads to exact results for the dichotomic Markov process. This has implications for more complex problems where the ansatz leads to a simplified approach to the solution of stochastic equations in...

Persistent link: https://www.econbiz.de/10010590621

Solving inverse problems for random equations and applications

KUNZE, Herb E.; TORRE, Davide LA; VRSCAY, Edward R. - Dipartimento di Economia, Management e Metodi … - 2007

ABSTRACT: Most natural phenomena are subject to small variations in the environment within which they take place; data gathered from many runs of the same experiment may well show differences that are most suitably accounted for by a model that incorporates some randomness. Differential equations...

Persistent link: https://www.econbiz.de/10005007424