نتایج جستجو برای: stochastic finite

تعداد نتایج: 375192  

2005
MARKOS A. KATSOULAKIS GEORGIOS T. KOSSIORIS OMAR LAKKIS

We study finite element approximations of stochastic partial differential equations of Ginzburg-Landau type and the main paradigm considered in this paper is the stochastic Allen-Cahn model. We first demonstrate that the constructed stochastic finite element approximations are within an arbitrary level of tolerance from the corresponding one-dimensional stochastic partial differential equation;...

2004
Colin de la Higuera José Oncina

Stochastic deterministic finite automata have been introduced and are used in a variety of settings. We report here a number of results concerning the learnability of these finite state machines. In the setting of identification in the limit with probability one, we prove that stochastic deterministic finite automata cannot be identified from only a polynomial quantity of data. If concerned wit...

Journal: :Journal of Computer and System Sciences 1974

2000
DAMIR FILIPOVIĆ

Viability and invariance problems related to a stochastic equation in a Hilbert space H are studied. Finite dimensional invariant C submanifolds of H are characterized. We derive Nagumo type conditions and prove a regularity result: Any weak solution, which is viable in a finite dimensional C submanifold, is a strong solution. These results are related to finding finite dimensional realizations...

2015
Xiaoyuan Yang Xiaocui Li Ruisheng Qi Yinghan Zhang Y. ZHANG

This paper is concerned with the finite element method for the stochastic wave equation and the stochastic elastic equation driven by space-time white noise. For simplicity, we rewrite the two types of stochastic hyperbolic equations into a unified form. We convert the stochastic hyperbolic equation into a regularized equation by discretizing the white noise and then consider the full-discrete ...

2017
Pengfei Yang Yangwang Fang Youli Wu Yunxia Liu Danxu Zhang

In this paper, a fast smooth second-order sliding mode control is presented for a class of stochastic systems with enumerable Ornstein-Uhlenbeck colored noises. The finite-time mean-square practical stability and finite-time mean-square practical reachability are first introduced. Instead of treating the noise as bounded disturbance, the stochastic control techniques are incorporated into the d...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه صنعتی شیراز - دانشکده فنی 1392

در مهندسی عمران برای کلیه ی سازه ها تحلیل دقیق پی به عنوان یکی از مهمترین اجزای آنها ، بشمار می آید. در این میان محاسبه نشست پی به عنوان یک مشخصه تعیین کننده ظرفیت باربری از حساس ترین بخش های طراحی یک پی به حساب می آید. از طرفی به واسطه عدم قطعیت های ذاتی پارامترهای خاک استفاده از روش های قطعی منجر به نتایج نزدیک به واقعیت نخواهد شد. در سال های اخیر روش المان محدود تصادفی (stochastic finite el...

ژورنال: مهندسی دریا 2014

Exact dynamic analysis of piers due to lack of information about their constituting sub systems, is very complicated. Ordinary finite element methods cannot be used in modeling of complex dynamic systems such as these structures since many uncertainty factors exist which cannot be identified exactly. In addition to physical modeling of a pier structure, existence of uncertainty in dynamic behav...

Zamani , Sh, Zargari, B.,

In stochastic volatility models, European option prices are solutions to parabolic differential equations. In this paper we propose a finite difference scheme for solving these equations numerically. We prove the stability and convergence of this method in norm infinity. Then we use the ADL method to separate the operators, this allows us to apply Thomas algorithm to solve the corresponding lin...

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید