stochastic modeling

We introduce a class of quasi-linear models for stochastic dynamics, called moment-linear stochastic systems (MLSS). We formulate MLSS and analyze their dynamics, as well as discussing common stochastic models that can be represented as MLSS. Further studies, including development of optimal estimators and controllers, are summarized. We discuss the reformulation of a common stochastic hybrid s...

متن کامل

Stochastic representations and statistical inverse identification for uncertainty quantification in computational mechanics

2018

Christian Soize Christophe Desceliers Johann Guilleminot Thinh-Tien Le Manh-Tu Nguyen Guillaume Perrin Jean-Marc Allain H. Gharbi Denis Duhamel Christine Funfschilling C. Soize C. Desceliers J. Guilleminot T. T. Le M. T. Nguyen G. Perrin J. M. Allain D. Duhamel C. Funfschilling

The paper deals with the statistical inverse problem for the identification of a nonGaussian tensor-valued random field in high stochastic dimension. Such a random field can represent the parameter of a boundary value problem (BVP). The available experimental data, which correspond to observations, can be partial and limited. A general methodology and some algorithms are presented including som...

متن کامل

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید