[PDF] Top 20 Stochastic Heat Equation with Multiplicative Fractional-Colored Noise
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Stochastic Heat Equation with Multiplicative Fractional-Colored Noise
... of stochastic partial differential equations ...sian noise which is white in time and has a non-trivial correlation structure in space (called “color”), constitutes now a classical line of ...the ... Voir le document complet
38
On the law of the solution to a stochastic heat equation with fractional noise in time
... Keywords: Stochastic heat equation, Gaussian noise, bifractional Brownian ...a heat equa- tion with a fractional noise in ... with covariance given ... Voir le document complet
12
The Stochastic Heat Equation with a Fractional-Colored Noise: Existence of the Solution
... (linear) stochastic heat equation in the domain [0, T ] ×R d driven by a Gaussian noise B which has a fractional time component, of Hurst index H ∈ (1/2, 1), and a colored ... Voir le document complet
29
Regression analysis with missing data and unknown colored noise: application to the MICROSCOPE space mission
... copes with highly correlated noises and interruptions caused by outliers, saturation events or transmission ...of colored noise, due to the frequency leakage of the noise ...interest ... Voir le document complet
14
A singular limit in a fractional reaction-diffusion equation with periodic coefficients
... Equation (1) was first introduced by Fisher in [15] (1937) and Kolmogorov, Petrovskii and Piscunov in [18] (1938) in the particular case of a homogeneous environment (µ = 1) and a standard diffusion (L α = −∆) ... Voir le document complet
24
The law of a stochastic integral with two independent fractional Brownian motions
... words: Stochastic integral, fractional Brownian motion, characteristic func- ...multiple stochastic integrals with respect to Brownian motion is well-known (see for instance [9]), but in ... Voir le document complet
15
Statistical aspects of the fractional stochastic calculus
... x with unknown and not depending on , then Dacunha-Castelle and Florens-Zmirou [12] propose a maximum likelihood estimator which is strongly consistent for the pair ( ; ... Voir le document complet
55
Partial Differential Equation and Noise
... associated with simultaneity of sources may actually be effectively mitigated by the image formation algo- rithm: we do not need to deblend and to estimate the full single-survey response, because the appropriate ... Voir le document complet
167
An Elementary Approach to Filtering in Systems with Fractional Brownian Observation Noise
... Unité de recherche INRIA Lorraine, Technopôle de Nancy-Brabois, Campus scientifique, 615 rue du Jardin Botanique, BP 101, 54600 VILLERS LÈS NANCY Unité de recherche INRIA Rennes, Irisa, [r] ... Voir le document complet
43
Efficient solution of a wave equation with fractional-order dissipative terms
... the fractional integral where, roughly speaking, the fractional-order time kernel in the integral is represented by its Laplace ...the fractional integral where global-in-time operations are ... Voir le document complet
9
Multipitch estimation of quasi-harmonic sounds in colored noise
... mator is comparable to competitor systems in terms of per- formance. Error rates are particularly competitive in poly- phonies one and two. The evaluation task has been performed using randomly uniformly-distributed ... Voir le document complet
7
Solutions of the Cahn–Hilliard equation with time-and space-fractional derivatives
... Cahn-Hilliard equation with time-and space-fractional derivatives of this form D α t u − γD x β u − 6u(D β x u) 2 − (3u 2 − 1)u xx + u xxxx = ...the fractional time and space derivatives, ... Voir le document complet
8
A stochastic Hamilton–Jacobi equation with infinite speed of propagation
... A STOCHASTIC HAMILTON-JACOBI EQUATION WITH INFINITE SPEED OF PROPAGATION3 player wants x and y to be as close as possible to each other, while keeping them smaller than ... Voir le document complet
4
Robust tonal and noise separation in presence of colored noise, and application to voiced fricatives
... and noise separation in presence of colored noise, and application to voiced fricatives 1 Introduction The acoustic signal from human voice contains aperiodic components that come from various ... Voir le document complet
11
Stochastic calculus with respect to multi-fractional Brownian motion and applications to finance
... Stochastic Calculus With Respect to Multi- fractional Brownian Motion and Applications to Finance Résumé en français : L’objectif de cette thèse était de construire, développer et étudier un calcul ... Voir le document complet
133
Computing transition rates for the 1-D stochastic Ginzburg–Landau–Allen–Cahn equation for finite-amplitude noise with a rare event algorithm
... finite-amplitude noise, reactive trajectories are close to instantons from a geometric point of vue, but their temporal evolution is not close to the instanton one, by contrast to the Freidlin–Wentzell regime ... Voir le document complet
32
Mini-batch stochastic approaches for accelerated multiplicative updates in nonnegative matrix factorisation with beta-divergence
... When considering a large amount of data, applying NMF can quickly become computationally demanding. Therefore, over the years, a substantial amount of work has been dedicated to the de- sign of fast and low complexity ... Voir le document complet
7
Numerical modeling of a time-fractional Burgers equation
... Abstract A fractional time derivative is introduced into Burgers equation to model losses of nonlinear waves arising in acoustics.. A diffusive representation of the fractional derivativ[r] ... Voir le document complet
3
Chebyshev type inequalities for generalized stochastic fractional integrals
... GENERALIZED STOCHASTIC FRACTIONAL INTEGRALS HÜSEYIN BUDAK, MEHMET ZEKI SARIKAYA, AND ZOUBIR DAHMANI ...comonotonic stochastic processes was introduced by Agahi and ...comonotonic stochastic ... Voir le document complet
7
Spectral discretization of Darcy's equations coupled with the heat equation
... In this paper, we dealt with the spectral approximation of the steady model for the coupling of the heat equation with the Darcy equations. We prove that both continuous and discrete problems ... Voir le document complet
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