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CDC
2010
IEEE
117views Control Systems» more  CDC 2010»
13 years 1 months ago
A symmetric structure of variational and adjoint systems of stochastic Hamiltonian systems
Abstract-- The authors have extended deterministic portHamiltonian systems into stochastic dynamical systems which are described by stochastic differential equations written in the...
Satoshi Satoh, Kenji Fujimoto
SIAMMAX
2010
111views more  SIAMMAX 2010»
13 years 1 months ago
Stochastic Galerkin Matrices
We investigate the structural, spectral, and sparsity properties of Stochastic Galerkin matrices as they arise in the discretization of linear differential equations with random co...
Oliver G. Ernst, Elisabeth Ullmann
JOTA
2010
144views more  JOTA 2010»
13 years 1 months ago
On a PDE Arising in One-Dimensional Stochastic Control Problems
The paper provides a systematic way for finding a partial differential equation that directly characterizes the optimal control, in the framework of one
Ricardo Josa-Fombellida, Juan Pablo Rincón-...
BC
2007
77views more  BC 2007»
13 years 6 months ago
Deterministic analysis of stochastic bifurcations in multi-stable neurodynamical systems
Many perceptual and cognitive processes, like decision-making and bistable perception, involve multistable phenomena under the influence of noise. The role of noise in a multistab...
Gustavo Deco, Daniel Martí
JCNS
1998
134views more  JCNS 1998»
13 years 6 months ago
Analytical and Simulation Results for Stochastic Fitzhugh-Nagumo Neurons and Neural Networks
An analytical approach is presented for determining the response of a neuron or of the activity in a network of connected neurons, represented by systems of nonlinear ordinary stoc...
Henry C. Tuckwell, Roger Rodriguez