Global ETD Search
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Showing 1 to 11 of 11 for “"exit time"”.
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First Exit Time Analysis for the Stochastic Reaction Diffusion Process in a One Dimensional Domain
… results, particularly when estimating first exit times. This thesis addresses this research gap by investigating the accuracy of first exit time estimates in one-dimensional stochastic RD systems. We design and analyze three simplified models using stochastic simulations: (1) model 1: pure …
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The Exit Time Distribution for Small Random Perturbations of Dynamical Systems with a Repulsive Type Stationary Point
… stationary point at the origin O. We obtain an exit law for the first exit time of the solution process from a ball of arbitrary radius centered at the origin, which involves additive scaling as in Day (1995). The form of the scaling constant is worked out and shown to depend on the structure of …
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Inequalities for Random Walk and Partially Observed Brownian Motion
… G an arbitrary open subset, and T the first exit time of the Brownian motion from G. Define the maximal function, B(,T)('*), by
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On two problems related to the Laplace operator
… manifold (M; g) and where ε(Ω) is the mean exit time from of the Brownian motion. Concerning this functional, we study its critical points and prove that they are harmonic domains. We analyze the special case of the Coarea formula when we take a Morse function. We investigate minimization …
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Stochastic stability of power systems
… in many scenarios; however, the multiple time-scale nature of the associated dynamic model, coupled with the presence of noise, complicates traditional methods. We approach the problem in this work through dimensional reduction in nonlinear filtering. This can be understood as a …
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GPGPU enabled CFD simulation for fully coupled fire and evacuation modelling
… parameters: ASET (available safe evacuation time) determined by the fire spread; RSET (required safe exit time) determined by the evacuation model. A building can be deemed to be safe if RSET <ASET. A more advanced method is to couple the models together to give a dynamic fire environment …
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Temperament in beef cattle : methods of measurement, consistency and relationship to production
… and an MMD (movement-measuring-device). The time required for the steers to exit the area was also recorded. Subjective assessment of animals’ responsiveness during restraint was recorded on a scale of 1-5 (calm to wild). The consistency of individual differences in a steer’s response within …
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Thick points of random walk and multiplicative chaos
… and that the centred maximum of the local times converges to a randomly shifted Gumbel distribution. Next, we construct the analogue of Gaussian multiplicative chaos measures for the local times of planar Brownian motion by exponentiating the square root of the local times of small circles. …
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Asymptotic Problems Related to Smoluchowski-Kramers Approximation
… as $\mu\downarrow 0$\ uniformly on any finite time interval for each fixed $\ve>0$. This is the main justification for describing the small particle motion by a diffusion equation. However, this relation is not sufficient for asymptotic problems when some parameter, say $\ve$, approaches 0. We …
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Random perturbations of delay differential equations at the verge of instability and periodically driven nonlinear oscillators
… eigenmodes, under an appropriate change of time scale, converges to the probability law of a one-dimensional 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 …
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The Extent and Evolution of Poverty and Inequality in Nigeria: Evidence from Household Expenditure Survey Datasets and an Assessment of the Impact of Oil Industry
… or individual poverty experiences through time) in the country. In addition, we model the determinants of poverty dynamics using Censored Least Absolute Deviation (CLAD) estimator. The chapter produces evidence that there were more transitions [into] than exits from poverty over 1980-2010; …