منابع مشابه
Diffusion Approximations
In this chapter, we shall give an overview of some of the basic applications of the theory of diffusion approximations to operations research. A diffusion approximation is a technique in which a complicated and analytically intractable stochastic process is replaced by an appropriate diffusion process. A diffusion process is a (strong) Markov process having continuous sample paths. Diffusion pr...
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A class of finite difference schemes for solving a fractional anti-diffusive equation, recently proposed by Andrew C. Fowler to describe the dynamics of dunes, is considered. Their linear stability is analyzed using the standard Von Neumann analysis: stability criteria are found and checked numerically. Moreover, we investigate the consistency and convergence of these schemes.
متن کاملRefining Diffusion Approximations for Queues
Diffusion approximations and associated heavy-traffic Emit theorems have now become basic tools of queuing theory; e.g., see Gelenbe and Mitrani [3, Chapter 4], Kleinrock [8, Chapter 2]," Newell [12, Chapter 6] and references there. Under heavy-traffic condiuons, diffusion approximations are identified and justified by the heavy-traffic limit theorems: the diffusion process is obtained as the l...
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Diffusion models are widely used in ecology, and in more general population biology contexts, for predicting population-size distributions and extinction times. They are often used because they are particularly simple to analyse and give rise to explicit formulae for most of the quantities of interest. However, whilst diffusion models are ubiquitous in the literature on population models, their...
متن کاملOptimal results for a time-fractional inverse diffusion problem under the Hölder type source condition
In the present paper we consider a time-fractional inverse diffusion problem, where data is given at $x=1$ and the solution is required in the interval $0
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ژورنال
عنوان ژورنال: Applied Mathematical Modelling
سال: 1992
ISSN: 0307-904X
DOI: 10.1016/0307-904x(92)90067-d