Sciweavers

1028 search results - page 97 / 206
» Stochastic Differential Equations
Sort
View
ENTCS
2010
104views more  ENTCS 2010»
15 years 1 months ago
Relating PDEs in Cylindrical Coordinates and CTMCs with Levels of Concentration
We present the derivation of a CTMC with levels model of diffusion in cylindrical coordinates partial differential equation for Fick's law. The resulting model abstracts both...
Andrea Degasperi, Muffy Calder
ASPDAC
2007
ACM
146views Hardware» more  ASPDAC 2007»
15 years 8 months ago
Practical Implementation of Stochastic Parameterized Model Order Reduction via Hermite Polynomial Chaos
Abstract-- This paper describes the stochastic model order reduction algorithm via stochastic Hermite Polynomials from the practical implementation perspective. Comparing with exis...
Yi Zou, Yici Cai, Qiang Zhou, Xianlong Hong, Sheld...
138
Voted
CDC
2010
IEEE
167views Control Systems» more  CDC 2010»
14 years 11 months ago
Numerical methods for the optimization of nonlinear stochastic delay systems, and an application to internet regulation
The Markov chain approximation method is an effective and widely used approach for computing optimal values and controls for stochastic systems. It was extended to nonlinear (and p...
Harold J. Kushner
ICCV
2005
IEEE
16 years 6 months ago
A Stochastic Filter for Fluid Motion Tracking
In this paper we present a method for the tracking of fluid flows velocity fields. The technique we propose is formalized within sequential Bayesian filter framework. The filter w...
Anne Cuzol, Étienne Mémin
DAC
2011
ACM
14 years 4 months ago
Fast non-monte-carlo transient noise analysis for high-precision analog/RF circuits by stochastic orthogonal polynomials
Stochastic device noise has become a significant challenge for high-precision analog/RF circuits, and it is particularly difficult to correctly include both white noise and flic...
Fang Gong, Hao Yu, Lei He