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Computer simulation of the stochastic transport equation
(EMAp - Escola de Matemática Aplicada, 2015)
In this article the numerical approximation of the stochastic transport equation is considered. We propose a new computational scheme for the effective simulation of the solutions of this equation. Results on the convergence ...
Well-posedness of first order semilinear PDEs by stochastic perturbation
(Pergamon-elsevier Science LtdOxfordInglaterra, 2014)
Stochastic Continuity Equations-a General Uniqueness Result
(Springer HeidelbergHeidelberg, 2016)
Stochastic Continuity Equations–a General Uniqueness Result
(Springer New York LLC, 2016)
Incremental constraint projection methods for monotone stochastic variational inequalities
(INFORMS Inst.for Operations Res.and the Management Sciences, 2019)
We consider stochastic variational inequalities (VIs) with monotone operators where the feasible set is an intersection of a large number of convex sets. We propose a stochastic approximation method with incremental ...
Building a stochastic programming model from scratch: a harvesting management example
(Routledge, 2016)
We analyse how to deal with the uncertainty before solving a stochastic optimization problem and we apply it to a forestry management problem. In particular, we start from historical data to build a stochastic process for ...