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 20 of 60 for “"SDE"”.
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Point symmetry methods for Itô Stochastic Differential Equations (SDE) with a finite jump process
The mixture of Wiener and a Poisson processes are the primary tools used in creating jump-diffusion process which is very popular in mathematical modeling. In financial mathematics, they are used to describe the change of stock rates and bonanzas, and they are often used in mathematical biology …
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A strong maximum principle for reaction-diffusion systems and a weak convergence scheme for reflected stochastic differential equations by Lawrence Christopher Evans.
… for reflected stochastic differential equations (SDE) of the Stratonovich type. This is a joint result with Professor Daniel W. Stroock. We show that the distribution of the solution to such a reflected SDE is the weak limit of the distribution of the solutions of the reflected SDEs one gets by …
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Using Data Augmentation and Stochastic Differential Equations in Spatio Temporal Modeling
… using stochastic differential equations (SDE) that are partially observed has been growing in recent years. Many attempts have been made to tackle this problem, from very different perspectives. The goal of this thesis is not a comparison of the different methods. The focus is, instead, on …
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Modeling nonlinear stochastic ocean loads as diffusive stochastic differential equations to derive the dynamic responses of offshore wind turbines
… as diffusive stochastic differential equations (SDE) in a state space form to derive the response statistics of offshore structures, specifically wind turbines. Often, severe wind and wave systems are highly nonlinear and thus treatment as linear systems is not applicable, leading to …
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Economic organization of public education in the United States
… aspects of State Departments of Education (SDEs) receive the major emphasis in an effort to ascertain the relationship between structural organization and the output of public education in the fifty states. Three features of the SDEs' structure--method of selecting its members, hierarchy of …
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Effects of water chemistry and panning on flavor volatiles and catechins in teas (Camellia sinensis)
… purpose of the second experiment was to optimize SDE conditions (solvent and time) and to compare SDE with SPME for the isolation of flavor compounds in Jin Xuan oolong tea using Gas Chromatography- Mass Spectrometry (GC-MS) and Gas Chromatography- Olfactrometry (GC-O). The concentration of …
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Seed dispersal effectiveness of samango monkey (Cercopithecus albogularis schwarzi)
… influences seed dispersal effectiveness (SDE) and plant fitness. I achieved this by deconstructing the different components of seed dispersal, the quality of dispersal and the quantity of dispersal and investigated how the behaviour of samango monkeys influenced each component. Germination …
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Stochastic modelling of nutrient and predator-prey populations
… constructs a stochastic differential equation (SDE) model of a fjord nutrient, based on the hydrographic and chemical data collected from the 1991 field campaign implemented in Loch Linnhe. Stochastic modelling approach is able to account for the process noise in the nutrient data. The SDE model …
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Analysis of Exponential Filter Time Series Operators of Geometric Brownian Motion in Trading Strategies
… driven by a stochastic differential equation (SDE) in a continuous-time setting under the assumption of a frictionless market. A number of properties about the structure of the stochastic processes which result from the application of an exponential time series operator to the solution of the …
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Inference for auto-regulatory genetic networks using diffusion process approximations
… to Stochastic Differential Equations (SDEs) which approximate biological systems. In principle EA can be applied to any scalar-valued SDE as long as a transformation (known as Lamperti transform) exists that sets the (new) infinitesimal variance to unity. We explore the numerical …
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Processing random signals in neuroscience, electrical engineering and operations research
… utilize stochastic differential equations (SDEs) and stochastic optimal control, both of which were born in the soil of electrical engineering. Central to this dissertation is a brain-physics based model of cerebrospinal fluid (CSF) dynamics, whose structure is fundamentally determined by an …
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A framework for ship stability in a seastate using the state-space Fokker-Planck method
… stochastic differential equation (SDE) conforming to a prescribed spectrum. Combining the state-space and seastate models capacitates the study of the nonlinear seakeeping and stability of a ship in a broad range of stationary seastates via stochastic calculus methods. Chief among …
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Um problema de decisão simultânea da política de substituição e da quantidade de sobressalentes para sistemas sujeitos a reparos imperfeitos utilizando algoritmos genéticos multiobjetivos e simulação discreta de eventos
… acoplado com Simulação Discreta de Evento (SDE), mais especificamente a técnica de Simulação Monte Carlo (SMC) para resolver problemas de definição simultânea da política de substituição e da quantidade de sobressalentes para sistemas sujeitos a reparos imperfeitos. Uma abordagem …
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A spectral approach to noninvasive model-based estimation of intracranial pressure
… of 1.2 mmHg and a standard deviation of error (SDE) of 2.2 mmHg. For the clinical dataset of patients with traumatic brain injuries, we achieved a bias of 13.7 mmHg and a SDE of 15.0 mmHg. While the clinical results are not favorable, we describe sources of estimation error and future directions …
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Random perturbations of delay differential equations at the verge of instability and periodically driven nonlinear oscillators
… stochastic differential equation (SDE) without delay. Further it is shown that the stable eigenmodes are small in an appropriate sense. For small perturbations, the SDE obtained gives a good approximate description of the original DDE. The advantage is that the SDE without delay is …
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Static and dynamic properties of the pion from continuum modelling of strong QCD
… the quark propagator Schwinger-Dyson equation (SDE) and pseudoscalar meson Bethe-Salpeter equation (BSE) at and beyond the rainbow-ladder truncation level of this system of equations. We solve this coupled system of integral equations using a phenomenological model for the dressed gluon …
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Equações diferenciais estocásticas e aplicações em R
… computacional do software R, nos packages “sde” e “mixedsde”. E, entre vários, o modelo de Black-Scholes foi usado como um dos exemplos a considerar na aplicação das equações diferenciais estocásticas em finanças, em que foram feitos cálculos manuais e computacionais. Nesta ordem de ideia, …
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Calibrating Term Structure Models to an Initial Yield Curve
… of increasing the volatility parameter of the SDE increases the mean of the short rate. Increasing volatility of an SDE is a common approach to stress testing a model, as such, the consequences of bumping volatility in a calibrated model is a vital concern. The Hull-White model and CIR++ model …
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Effective Actions for Strongly Interacting Fermionic Systems
… approximations. Schwinger-Dyson equations (SDE) allow for a description of SSB without auxiliary fields. The 2PI effective action enables us to compare different solutions of the SDE and find the stable one. We apply this method to a six-fermion interaction resembling the three-flavor …
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Dietary effects on pig health
… evaluated whether dietary spray-dried egg (SDE) can improve growth performance or health of weaned pigs. In the first two studies, SDE improved (P < 0.05) ADG (Study 1: 243 vs. 204 g/d; Study 2: 204 vs. 181 g/d) and ADFI (Study 1: 236 vs. 204 g/d; Study 2: 263 vs. 253 g/d) compared with …
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