Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 9 of 9 for “"Interacting Particle System"”.
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An Interacting Particle System for Collective Migration
… und können in verschiedenen biologischen Systemen beobachtet werden, beispielsweise in Vogel-und Fischschwärmen oder Bakterienpopulationen. Im Zentrum dieser Arbeit steht ein räumlich diskretes und zeitlich stetiges Model, welches das kollektive Migrieren von Individuen mittels eines …
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Applied stochastic Eigen-analysis
… of the sample covariance matrix as an interacting particle system, the existence of a phase transition phenomenon in the largest ("signal") eigenvalue is derived using heuristic arguments. This exposes a fundamental limit on the identifiability of low-level signals due to sample size …
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Applied stochastic eigen-analysis
… of the sample covariance matrix as an interacting particle system, the existence of a phase transition phenomenon in the largest (“signal”) eigenvalue is derived using heuristic arguments. This exposes a fundamental limit on the identifiability of low-level signals due to sample size …
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Brownian particles interacting with a Newtonian Barrier: Skorohod maps and their use in solving a PDE with free boundary, strong approximation, and hydrodynamic limits.
… in establishing the hydrodynamic behavior of an interacting particle system. This technique has the benefit of using stochastic methods to show both existence and uniqueness of the resulting PDE with free boundary condition. In 2001, Frank Knight constructed a stochastic process modeling the one …
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Majority vote process on general sructures
… vote process (MVP) was one of the earliest interacting particle systems (IPS) to be explored, but little progress has been made except on Z and the d-ary regular trees Td, with d ≥ 5. This thesis considers the majority vote process defined on more general structures (S, N ), where S denotes …
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Asymptotics and numerics in rough and local stochastic volatility models
… Finally, we use this method to introduce an interacting particle system. The main result then quantifies the error rate, depending on all parameters used. Additionally we provide numerical simulations supporting our theoretical findings.
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Controlled particle systems for nonlinear filtering and global optimization
… the development and applications of controlled interacting particle systems for nonlinear filtering and global optimization problems. These problems are important in a number of engineering domains. In nonlinear filtering, there is a growing interest to develop geometric approaches for systems …
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New tools for Bayesian optimal experimental design and kernel-based generative modeling
… based on diffusion maps. First, we propose an interacting particle system for generative modeling, based on diffusion maps and Laplacian-adjusted Wasserstein gradient descent (LAWGD). Diffusion maps are used to approximate the generator of the corresponding Langevin diffusion process from …
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Collective behaviour of active particles with mean-field interaction
… differential equation (PDE) from a nonlinear interacting stochastic particle system used to model ants and use the PDE to provide a phase diagram for the collective behaviour of the particle model. The PDE model sustains ants forming bidirectional lanes and ants forming spherical aggregates, …