Overview: After introducing the notions of LPNI systems and QLC and listing the problems addressed, the main technique of this book – the method of stochastic linearization – is briefly described and comparedwith the usual, Jacobian, linearization. In the framework of this comparison, it is shown that the former provides a more accurate description of LPNI systems than the latter, and the contr...

Using climate scenarios from only 1 or a small number of global models (GCMs) in change impact studies may lead to biased assessment due large uncertainty projections. Ensemble means projections derived multi-GCM ensemble are often used as best estimates reduce bias. However, it is time consuming run process-based (e.g. hydrological and crop models) using numerous scenarios. It would be interes...

in this paper, we study the existence of generalized solutions for the infinite dimensional nonlinear stochastic differential inclusions $dx(t) in f(t,x(t))dt +g(t,x(t))dw_t$ in which the multifunction $f$ is semimonotone and hemicontinuous and the operator-valued multifunction $g$ satisfies a lipschitz condition. we define the it^{o} stochastic integral of operator set-valued stochastic pr...

The stochastic reaction diffusion systems may suffer sudden shocks‎, ‎in order to explain this phenomena‎, ‎we use Markovian jumps to model stochastic reaction diffusion systems‎. ‎In this paper‎, ‎we are interested in almost sure exponential stability of stochastic reaction diffusion systems with Markovian jumps‎. ‎Under some reasonable conditions‎, ‎we show that the trivial solution of stocha...

In this paper, we propose a new model for designing integrated forward/reverse logistics based on pricing policy in direct and indirect sales channel. The proposed model includes producers, disposal center, distributers and final customers. We assumed that the location of final customers is fixed. First, a deterministic mixed integer linear programming model is developed for integrated logistic...

we focus on the use of two stable and accurate explicit finite difference schemes in order to approximate the solution of stochastic partial differential equations of it¨o type, in particular, parabolic equations. the main properties of these deterministic difference methods, i.e., convergence, consistency, and stability, are separately developed for the stochastic cases.