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Reconstructing ecological networks with noisy dynamics
(ROYAL SOC, 2020)
Ecosystems functioning is based on an intricate web of interactions among living entities. Most of these interactions are difficult to observe, especially when the diversity of interacting entities is large and they are ...
Shared information in stationary states at criticality
(IOP PUBLISHING LTD, 2010)
We consider bipartitions of one-dimensional extended systems whose probability distribution functions describe stationary states of stochastic models. We define estimators of the information shared between the two subsystems. ...
Topology optimization of buildings subjected to stochastic wind loads
(2021)
Traditionally, the main structural system of tall buildings is designed iteratively to resist extreme wind loads, which provides safe, but typically suboptimal building systems. Topology optimization provides a general ...
NOISE and ULTRAVIOLET DIVERGENCES IN SIMULATIONS of GINZBURG-LANDAU-LANGEVIN TYPE of EQUATIONS
(World Scientific Publ Co Pte Ltd, 2012-08-01)
The time evolution of an order parameter towards equilibrium can be described by nonlinear Ginzburg-Landau (GL) type of equations, also known as time-dependent nonlinear Schrodinger equations. Environmental effects of ...
Option pricing, stochastic volatility, singular dynamics and constrained path integrals
(Elsevier, 2014)
Stochastic volatility models have been widely studied and used in the financial world. The
Heston model (Heston, 1993) [7] is one of the best known models to deal with this issue.
These stochastic volatility models are ...
Random fluctuations in nuclear reactors : stochastic point kinetics equations with two-energy groups
(Medellín - Colombia, 2022)
Dynamic behavior of the macauba palm (Acrocomia aculeata) fruit-rachilla system using the stochastic finite element method
(Universidade Estadual de Maringá, 2022)
On the convergence of the Sakawa-Shindo algorithm in stochastic control
(American Institute of Mathematical Sciences, 2016-09)
We analyze an algorithm for solving stochastic control problems, based on Pontryagin’s maximum principle, due to Sakawa and Shindo in the deterministic case and extended to the stochastic setting by Mazliak. We assume that ...
Bayesian Inference Applied to Dynamic Nelson-Siegel Model with Stochastic Volatility
(Sociedade Brasileira de Econometria, 2010)