System Entropy Measurement of Stochastic Partial Differential Systems

System Entropy Measurement of Stochastic Partial Differential Systems

Abstract: System entropy describes the dispersal of a system’s energy and is an indication of the disorder of a physical system. Several system entropy measurement methods have been developed for dynamic systems. However, most real physical systems are always modeled using stochastic partial differential dynamic equations in the spatio-temporal domain. No efficient method currently exists that ...

Stochastic Partial Differential Equations

Gradient type noises II – Systems of stochastic partial differential equations

The present paper is the second and main part of a study of partial differential equations under the influence of noisy perturbations. Existence and uniqueness of function solutions in the mild sense are obtained for a class of deterministic linear and semilinear parabolic boundary initial value problems. If the noise data are random, the results may be seen as a pathwise approach to SPDE’s. Fo...

Conditional distributions, exchangeable particle systems, and stochastic partial differential equations

Stochastic partial differential equations (SPDEs) whose solutions are probabilitymeasure-valued processes are considered. Measure-valued processes of this type arise naturally as de Finetti measures of infinite exchangeable systems of particles and as the solutions for filtering problems. In particular, we consider a model of asset price determination by an infinite collection of competing trad...

Applications of Stochastic Partial Differential Equations

s of the talks Robert Adler, Technion-Israel Institute of Technology, Israel On quantifying shape, with two applications to stochastic processes I shall discuss some classical Integral and Differential Geometric ways to classify shape, and describe 1. A new class of results about the excursion sets of smooth random fields which uses them. 2. An application of these classifiers to the study of t...