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 50 for “"stochastic modelling"”.
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Stochastic modelling of silicon nanoparticle synthesis
… of silicon nanoparticles. Population balance modelling is used to model nanoparticle synthesis and a stochastic numerical method is used to solve the governing equations. The population balance models are coupled to chemical kinetic models and offer insight into the fundamental physiochemical …
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Stochastic modelling of gene regulation with microRNAs
… with a view to explore and predict the stochasticity in gene expression and to review the hypothesis that, in addition to reducing levels of target mRNA and proteins, microRNAs tune down the noise in protein output. Previously, it has been shown that other factors such as activation and …
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Stochastic Modelling and Optimal Control of Compartment Fires
… of deterministic fire growth models and stochastic fire growth models. In this thesis we develop non-stationary stochastic models in an endeavor to bridge the gap. The class of Epidemic models for infectious diseases are non-stationary growth models. In the first part of the thesis the …
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Stochastic modelling of new phenomena in financial markets
… of new phenomena in financial markets, to which stochastic models have to be adapted. This dissertation presents two new methodologies, one for modeling the “basis spread”, and the other for “rough volatility”. The former gained prominence during the GFC and continues to persist, while the latter …
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Stochastic modelling of nutrient and predator-prey populations
This thesis first 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 …
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Stochastic modelling of contaminant transport in porous media
The stochastic model of solute transport describes the motion of fluid elements in a porous medium as stochastic variation of the fluid velocity, produced by pore wall impacts. This gives a stochastic differential equation for fluid displacements, and solute transport is obtained as the cumulative …
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Stochastic modelling of the growth of carbonaceous materials
… applying a detailed particle model solved with a stochastic numerical method. In particular, a Kinetic Monte Carlo (KMC) algorithm is used to study the time-dependent transformations of PAHs in a reactive chemical environment, and thus the model is referred to as a KMC model. Numerical techniques …
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Stochastic modelling of financial markets with differential information
… have been concerned with using techniques of stochastic calculus to model financial markets in which different traders have access to different levels of information. This thesis aims to provide a coherent account of the various approaches that have been used to model financial markets with …
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A stochastic modelling approach to multiscale signal processing
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1991.
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Stochastic Modelling of Heavy-Tailed Precipitations in Canadian Prairies
The statistical modelling of extreme precipitation structures is essential in many aspects such as assessing and managing risks resulting from the occurrence of such extreme events for agricultural purposes, in particular. Typically, daily precipitation time series with many zero (on dry days) and …
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Deterministic and stochastic modelling of a catalytic surface reaction
… of ordinary or partial differential equations, a stochastic particle model is needed at higher pressures due to rising fluctuations. A numerical bifurcation ananalysis for the deterministic model is performed, which yields good agreement with experimental findings. Subsequently, we investigate the …
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Stochastic modelling for control and interconnections of biological systems
… scale, reactions are inherently discrete and stochastic. Traditional models based on differential equations and mass-action kinetics fail to capture the behaviour of such systems. In contrast, stochastic models can suffer the curse of dimensionality, complicating system analysis and design in …
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The investigation of fire hazards in buildings using stochastic modelling
… models provide averages of a process, stochastic models give the broad spectrum of all possible scenarios of the process giving the distribution function. The spread of smoke was first modelled by adding a noise component to the equation of an existing deterministic model. Later a …
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Stochastic Modelling of Gene Expression: From Single Molecules to Populations
Gene expression constitutes a vital life process through which pieces of genetic information stored in the nucleotide sequence of DNA are transformed into functional molecules, namely proteins and RNA chains. These molecules and the intricate network of interactions among them are the driving force …
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Stochastic modelling in bank management and optimization of bank asset allocation
… (RWAs) and bank regulatory capital (BRC) in a stochastic setting. Secondly, we demonstrate how the CAR can be optimized in terms of equity allocation. Here, we employ dynamic programming for stochastic optimization, to obtain and verify the results. Thirdly, an important feature of this study …
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Stochastic modelling for the analysis of blowout risk in exploration drilling.
This thesis describes a stochastic model for the analysis of blowout risk in NCS exploratory drilling. The totality of the blowout risk modelling has been secured through examinations of probability models and their influence on risk interpretation and overall analysis objectives; analyses of …
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Multi-target Tracking Using on-line Viterbi Optimisation and Stochastic Modelling
To study and compare the safety of intersection, traffic scientists today typically manually monitor the intersection during several days and count how often certain events such as evasive manoeuvres occur. This is a laboursome and costly procedure. The aim of this thesis is to provide tools that …
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