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...
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...
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...
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...
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...