chloride ion ingress in concrete is the main reason of concrete corrosion. in real world both uncertainty and stochasticity are main attributes of almost all measurements including testing and modeling of chloride content profile in concrete. regarding these facts new models should be able to represent at least some of the uncertainties in the predictions. in this paper after inspiration from c...

A non-stationary Gaussian random field model is developed based on a combination of the stochastic partial differential equation (SPDE) approach and classical deformation method. With method, stationary defined domain which deformed so that becomes non-stationary. We show if Matérn as solution to fractional SPDE, resulting can be represented another SPDE domain. By defining in this way, computa...

There is a need for semiconductor-based ultraviolet photodetectors to support avalanche gain in order to realize better performance andmore effective compete with existing technologies. Wide bandgap III-Nitride semiconductors are the promising material system for the development of avalanche photodiodes (APDs) that could be a viable alternative to current bulky UV detectors such as photomultipl...

A series of recent articles introduced a method to construct stochastic partial differential equations (SPDEs) which are invariant with respect to the distribution of a given conditioned diffusion. These works are restricted to the case of elliptic diffusions where the drift has a gradient structure and the resulting SPDE is of second-order parabolic type. The present article extends this metho...

A series of recent articles introduced a method to construct stochastic partial differential equations (SPDEs) which are invariant with respect to the distribution of a given conditioned diffusion. These works are restricted to the case of elliptic diffusions where the drift has a gradient structure and the resulting SPDE is of second-order parabolic type. The present article extends this metho...

Uncertainty quantification schemes based on stochastic Galerkin projections, with global or local basis functions, and also stochastic collocation methods in their conventional form, suffer from the so called curse of dimensionality: the associated computational cost grows exponentially as a function of the number of random variables defining the underlying probability space of the problem. In ...

In this paper, we consider a class of multi-dimensional SPDEs of parabolic type with space-time white noise. We discretize the spacetime white noise to independently identically distributed time white noise located on configuration space and seek the solution to the nonlinear SPDE with such a family of discretized time noises. Then we prove that the laws of the above solutions are tight when th...

In this chapter, we survey the recent progress in the study of superprocesses over a stochastic flow. Firstly, the process is defined as the high-density limit of a branching particle system in random environment. Then, the log-Laplace transform is characterized by a nonlinear SPDE. Thirdly, this measure-valued process has a density when d = 1 which is governed by an SPDE. Making use of Krylov’...

A sophisticated pretreatment method that combines solid-phase dispersive extraction (SPDE) and fluorescence derivatization using immunoaffinity (IA) gel was developed to analyze aflatoxin M1 (AFM1) in cheese by liquid chromatography. Cheese samples were homogenized adding acetonitrile/methanol/purified water mixture (6:1:3, v/v/v), followed purification SPDE. Trifluoroacetic acid added the IA f...

In this article, we propose a Milstein finite difference scheme for a stochastic partial differential equation (SPDE) describing a large particle system. We show, by means of Fourier analysis, that the discretisation on an unbounded domain is convergent of first order in time and second order in the spatial grid size, and that the discretisation is stable with respect to boundary data. Numerica...