Progress in Structural Dynamics With Stochastic Parameter Variations: 1987-1998
نویسندگان
چکیده
منابع مشابه
Geometric Programming with Stochastic Parameter
Geometric programming is efficient tool for solving a variety of nonlinear optimizationproblems. Geometric programming is generalized for solving engineering design. However,Now Geometric programming is powerful tool for optimization problems where decisionvariables have exponential form.The geometric programming method has been applied with known parameters. However,the observed values of the ...
متن کاملDev102228 1987..1998
Apical constriction is a cell shape change that promotes tissue remodeling in a variety of homeostatic and developmental contexts, including gastrulation in many organisms and neural tube formation in vertebrates. In recent years, progress has been made towards understanding how the distinct cell biological processes that together drive apical constriction are coordinated. These processes inclu...
متن کاملStochastic functional population dynamics with jumps
In this paper we use a class of stochastic functional Kolmogorov-type model with jumps to describe the evolutions of population dynamics. By constructing a special Lyapunov function, we show that the stochastic functional differential equation associated with our model admits a unique global solution in the positive orthant, and, by the exponential martingale inequality with jumps, we dis...
متن کاملProgress in year 1998
Collective excitations are the fingerprints of a system and reveal many of its dynamic properties. We extended earlier work on collective excitations of a Bose-Einstein condensate by studying them at non-zero temperature and at high density where they become analogous to first and second sound in superfluid helium [1]. The existence of such two modes is characteristic of a superfluid system. Ou...
متن کاملAccurate Parameter Estimation for Coupled Stochastic Dynamics
We develop and implement an efficient algorithm to estimate the 5 parameters of Heston’s model from arbitrary given series of joint observations for the stock price and volatility. We consider the time interval T separating two observations to be unknown and estimate it from the data, thereby estimating 6 parameters with a clear gain in fit accuracy. We compare the maximum likelihood parameter ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Applied Mechanics Reviews
سال: 1999
ISSN: 0003-6900,2379-0407
DOI: 10.1115/1.3098933