نتایج جستجو برای: stochastic convolution integrals

تعداد نتایج: 158060  

2015
Gerd Baumann Frank Stenger Hari M. Srivastava

We discuss a new approach to represent fractional operators by Sinc approximation using convolution integrals. A spin off of the convolution representation is an effective inverse Laplace transform. Several examples demonstrate the application of the method to different practical problems.

Journal: :journal of medical signals and sensors 0

planar d-bar integral equation is one of the inverse scattering solution methods for complex problems including inverse conductivity considered in applications such as electrical impedance tomography (eit). recently two different methodologies are considered for the numerical solution of d-bar integrals equation, namely product integrals and multigrid. the first one involves high computational ...

2012
C. Hirt

In the numerical evaluation of geodetic convolution integrals, whether by quadrature or discrete/fast Fourier transform (D/FFT) techniques, the integration kernel is sometimes computed at the centre of the discretised grid cells. For singular kernels a common case in physical geodesy this approximation produces significant errors near the computation point, where the kernel changes rapidly acro...

2009
Jörg Kampen

We derive global analytic representations of fundamental solutions for a class of linear parabolic systems with full coupling of first order derivative terms where coefficients may depend on space and time. Pointwise convergence of the global analytic expansion is proved. This leads to analytic representations of solutions of initial-boundary problems of first and second type in terms of convol...

Journal: :bulletin of the iranian mathematical society 0
e. salavati department of‎ ‎mathematical sciences, sharif university of technology‎, ‎p.o. box 11365-11155, tehran‎, ‎iran. b. zangeneh department of‎ ‎mathematical sciences, sharif university of technology‎, ‎p.o. box 11365-11155, tehran‎, ‎iran.

semilinear stochastic evolution equations with multiplicative l'evy noise are considered‎. ‎the drift term is assumed to be monotone nonlinear and with linear growth‎. ‎unlike other similar works‎, ‎we do not impose coercivity conditions on coefficients‎. ‎we establish the continuous dependence of the mild solution with respect to initial conditions and also on coefficients. ‎as corollarie...

Journal: :journal of computational applied mechanics 0
masoud goharimanesh mechanical engineering department ferdowsi university of mashhad mashhad, iran aliakbar akbari mechanicsl engineering department, ferdowsi university of mashhad, mashhad, iran

for many physical systems like vehicles, acceleration can be easily measured for the respective states. however, the outputs are usually affected by stochastic noise disturbance. the mentioned systems are often sensitive to noise and structural uncertainties. furthermore, it is very difficult to estimate the multiple integrals of the signal, acceleration to velocity and velocity to position. in...

Journal: :Journal of the American Mathematical Society 1992

2004
MARTIN LINDSAY

Quantum stochastic calculus is extended in a new formulation in which its stochastic integrals achieve their natural and maximal domains. Operator adaptedness, conditional expectations and stochastic integrals are all defined simply in terms of the orthogonal projections of the time filtration of Fock space, together with sections of the adapted gradient operator. Free from exponential vector d...

Journal: :Glasgow Mathematical Journal 1992

2010
FRANK STENGER

An explicit method is derived for collocating either of the convolution integrals p(x) = fi f(x t)g(t)dt or q(x) = /*/(< x)g(t)dt, where x 6 (a, b), a subinterval of M . The collocation formulas take the form p = F(Am)% or q = F(Bm)g, where g is an w-vector of values of the function g evaluated at the "Sine points", Am and Bm are explicitly described square matrices of order m, and F(s) = ¡Qexp...

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