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.
Results
Showing 1 to 12 of 12 for “"Strong convergence"”.
-
Strong convergence to diffusion processes with application to queueing theory
We show the almost sure uniform pathwise convergence of birth and death processes and random walks to Brownian motion with drift and sticky Brownian motion. We thus provide constructive definitions of such diffusions. In the first case we give a queueing application and in the latter case we …
-
Numerical approximations of coupled forward-backward SPDEs with applications
… FBSDE by some existing machine learning schemes. Strong convergence results for spatial discretization of FBSPDEs are addressed.
-
Probability-One Homotopy Maps for Mixed Complementarity Problems
Probability-one homotopy algorithms have strong convergence characteristics under mild assumptions. Such algorithms for mixed complementarity problems (MCPs) have potentially wide impact because MCPs are pervasive in science and engineering. A probability-one homotopy algorithm for MCPs was …
-
Adaptive mesh construction for the numerical solution of stochastic differential equations with Markovian switching
… method (to be used occasionally) will display strong convergence in mean-square of order δif both methods satisfy a mean-square consistency condition of the same order in the absence of switching. We demonstrate the construction of an order δ= 1 method of this type and apply it to generate …
-
Numerical approximation and parametric statistical inference of stochastic differential equations, with applications to finance
… approximate sample paths with desirable convergence properties such that approximation errors can be controlled; and flexible parameter estimation methods that are not materially hampered by a paucity of analytic results associated with intractible SDEs. In this thesis we introduce a …
-
Intra-seasonal oscillations of convection over southern Africa
… the water vapour flux (WVF) anomaly field where strong easterly WVF vectors are noted between the equator and 10°S and between 40° E and 80° E. Strong convergence of water vapour occurs during the wet phase of the 20-30 day ISO over the south-western Indian Ocean and together with strong ridging …
-
Essays on continuous time diffusion models.
… the dynamics of S&P 500 and VIX. We find strong evidence of regime shifts for all models. The CEV model is statistically preferred to other two nested models in explaining dynamics of data. Second, because the true transition density functions of regime-switching stochastic volatility …
-
The role of adaptivity in a numerical method for the Cox-Ingersoll-Ross model
… condition, we prove that such a scheme is strongly convergent, of order at least 1/2. Control of the strong error is important for multi-level Monte Carlo techniques. Under Feller’s condition we also prove that the probability of ever needing the backstop method to prevent a negative value …
-
Numerical approximation of Stratonovich SDEs and SPDEs
… interpreted S(P)DEs. The first, is a basic strong order 1=2 scheme, called Stratonovich Exponential Integrators (SEI). Motivated by SEI and aiming at benefiting both from the higher order of the standard Milstein scheme and the efficiency of the exponential schemes when dealing with stiff …
-
Balancing information mixing and optimality: a framework for robust and efficient distributed decision-making
… distributed stopping criterion that guarantees convergence within any specified tolerance, regardless of the dimensionality of the state variables. The approach leverages the monotonicity of network state polytopes indexed by time. Additionally, the thesis presents a finite-time stopping …
-
Integrative high-throughput analyses of aerial morphodynamics in plants
… contrast to a recent study, the analysis shows strong convergence patterns of PIN1 polarity at initiation sites. This data is then complemented with a mathematical model simulating auxin transport driven by the extracted PIN1 data. Strikingly, it is found that whilst auxin patterning in the …
-
Robust simulation and optimization methods for natural gas liquefaction processes
… simulation and optimization algorithms with strong convergence properties. Within this framework, a nonsmooth model for the core unit operation in all industrially-relevant liquefaction processes, the multi-stream heat exchanger, was first formulated. The initial multistream heat exchanger …