[PDF] Top 20 An eXtended Stochastic Finite Element Method for solving stochastic partial differential equations on random domains
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An eXtended Stochastic Finite Element Method for solving stochastic partial differential equations on random domains
... allowing an easy post-processing of the stochastic solution at a very low ...X-SFEM method from a theo- retical point of view and also focus on technical ...The method will be presented in the ... Voir le document complet
51
Generalized spectral decomposition method for solving stochastic finite element equations: invariant subspace problem and dedicated algorithms
... decomposition for the resolution of stochastic ...and random variables that appear in this decomposi- tion are obtained by solving an invariant subspace problem, which can be ... Voir le document complet
52
Development of geostatistical models using Stochastic Partial Differential Equations
... a Random Function which satisfies some ...in Stochastic Analysis, it has not necessarily been grounded on the need of conveniently fitting a stochastic model to a data-set, nor by the need of ... Voir le document complet
315
Recent developments in spectral stochastic methods for the numerical solution of stochastic partial differential equations
... simultaneously equations (69) and ...of an invariant subspace problem. This problem can be assimilated to an eigenproblem whose dominant eigenspace leads to the researched reduced basis ...GSD ... Voir le document complet
59
Stochastic finite differences for elliptic diffusion equations in stratified domains
... Carlo method, Elliptic diffusion equations, Stratified me- dia, Stochastic finite differences, Walk on ...of an incompressible fluid in an homogeneous ...of an equation ... Voir le document complet
28
Identification of random geometry for stochastic finite element analysis
... the random geometry in a form that can be di- rectly used for the numerical simulation of the physical ...problem. For the computation of the re- sponse, one generally has to solve partial ... Voir le document complet
8
Development of geostatistical models using stochastic partial differential equations
... a Random Function which satisfies some ...in Stochastic Analysis, it has not necessarily been grounded on the need of conveniently fitting a stochastic model to a data-set, nor by the need of ... Voir le document complet
315
eXtended Stochastic Finite Element Method for the numerical simulation of heterogenous materials with random material interfaces
... SUMMARY An eXtended Stochastic Finite Element Method has been recently proposed for the numerical solution of partial dierential equations de ned on ... Voir le document complet
33
Backward Stochastic Differential Equations with no driving martingale, Markov processes and associated Pseudo Partial Differential Equations
... solution for that BSDE, when the final condition ξ is square integrable and the driver ˆ f verifies some integrability and Lipschitz ...conditions. For technical reasons we have decided to provide an ... Voir le document complet
40
Mixtures of stochastic differential equations with random effects: Application to data clustering
... The method is implemented on simulated data with a univariate random effect and shows good ...Using an Ornstein- Uhlenbeck model with a bivariate random effect, the results are very convincing ... Voir le document complet
29
The extended tanh method for solving some evolution equations
... It is interesting to note that these equations appear in various areas of applied mathematics, such as mod- eling of fluid dynamics, turbulence and traffic flow [8]. They can also be encountered in chemical ... Voir le document complet
8
Numerical Methods and Deep Learning for Stochastic Control Problems and Partial Differential Equations
... recomputation method, but on the examples we considered, it was very time consuming and did not help much in terms of ...functions for the regression. Indeed, for some problems, a good basis might be ... Voir le document complet
271
Switching Game of Backward Stochastic Differential Equations and Associated System of Obliquely Reflected Backward Stochastic Differential Equations
... filtration of the Brownian motion W . Moreover, K and L are componentwisely increas- ing processes. The last two relations in (1.5) are called the upper and lower minimal boundary conditions. One-dimensional RBSDEs were ... Voir le document complet
23
Stochastic spikes and strong noise limits of stochastic differential equations
... provided and λ are scaled in an appropriate way. It is easy to verify that, at large λ and fixed t, X t is of order . More precisely there is an explicit distribution function F such that for, ... Voir le document complet
34
Obliquely Reflected Backward Stochastic Differential Equations
... The last approach to obtain convergence of the sequence pY n q is to show classically that it is a Cauchy sequence. This approach has been used in the case of muldimensional RBSDE when there is no perturbation H of the ... Voir le document complet
42
Image Denoising using Stochastic Differential Equations
... Unité de recherche INRIA Sophia Antipolis 2004, route des Lucioles - BP 93 - 06902 Sophia Antipolis Cedex France Unité de recherche INRIA Futurs : Parc Club Orsay Université - ZAC des Vi[r] ... Voir le document complet
34
Solving Simple Stochastic Games with Few Random Vertices
... optimal for Max and τ f is optimal for ...check for each permutation f whether the f -strategies are ...look for permutations which are live and ... Voir le document complet
18
The Euler Scheme for Lévy driven Stochastic Differential Equations
... Unite´ de recherche INRIA Lorraine, Technopoˆle de Nancy-Brabois, Campus scientifique, 615 rue du Jardin Botanique, BP 101, 54600 VILLERS LE` S NANCY Unite´ de recherche INRIA Rennes, Ir[r] ... Voir le document complet
35
An averaging theory for nonlinear partial differential equations
... where the nonlinear perturbation defines analytic operators u(·) 7→ f(u)(·) in suf- ficiently smooth Sobolev spaces. Let I(u) = (I 1 (u), I 2 (u), · · · ) ∈ R ∞ + be the vector, formed by the KdV integrals of motion, ... Voir le document complet
107
Some contributions to stochastic control and backward stochastic differential equations in finance.
... of an underlying relies entirely on the modelization of the forward variance ...useful for financial products involving both an underlying and its realized ...say an infinite dimensional ... Voir le document complet
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