Viii. Bme Studies of Stochastic Differential Equations Representing Physical Law
ثبت نشده
چکیده
A wide variety of natural processes are described using physical laws. A physical law may be expressed by means of an algebraic equation or a differential equation governing the physical process. Classical methods of Geostatistics have been designed to use mainly statistical knowledge about natural variables and they lack the ability to incorporate physical laws in the mapping analysis. On the other hand, BME can accomplish such a task, rigorously and accurately. Within the BME epistemic framework, these laws constitute general knowledge. As a consequence, the analysis at the prior BME stage is conditioned by the laws that govern the physical processes. Then the posterior BME stage is performed as usual, allowing to integrate case-specific data (such as measurements and uncertain observations).
منابع مشابه
Bme Studies of Stochastic Differential Equations Representing Physical Laws -part I
An important feature of the Bayesian maximum entropy (BME) approach is that it can incorporate physical laws. Within the BME epistemic framework, these laws constitute general knowledge. Analysis at the prior BME stage is conditioned by these laws. The BME analysis also includes an integration stage during which solutions are conditioned by case-specific data (measurements, uncertain observatio...
متن کاملApplication of new basis functions for solving nonlinear stochastic differential equations
This paper presents an approach for solving a nonlinear stochastic differential equations (NSDEs) using a new basis functions (NBFs). These functions and their operational matrices are used for representing matrix form of the NBFs. With using this method in combination with the collocation method, the NSDEs are reduced a stochastic nonlinear system of equations and unknowns. Then, the error ana...
متن کاملBme Studies of Stochastic Differential Equations
Classical Geostatistics methods have been designed to use mainly statistical knowledge about natural variables and they lack the ability to incorporate important forms of knowledge like physical laws and scientific theories into the mapping process. On the other hand, the powerful and versatile Bayesian maximum entropy (BME) method of Modern Geostatistics can accomplish such a task, rigorously ...
متن کاملApplication of DJ method to Ito stochastic differential equations
This paper develops iterative method described by [V. Daftardar-Gejji, H. Jafari, An iterative method for solving nonlinear functional equations, J. Math. Anal. Appl. 316 (2006) 753-763] to solve Ito stochastic differential equations. The convergence of the method for Ito stochastic differential equations is assessed. To verify efficiency of method, some examples are ex...
متن کامل