Artículos de revistas sobre el tema "Stochastic Differential Algebraic Equations"
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Alabert, Aureli y Marco Ferrante. "Linear stochastic differential-algebraic equations with constant coefficients". Electronic Communications in Probability 11 (2006): 316–35. http://dx.doi.org/10.1214/ecp.v11-1236.
Texto completoHigueras, I., J. Moler, F. Plo y M. San Miguel. "Urn models and differential algebraic equations". Journal of Applied Probability 40, n.º 2 (junio de 2003): 401–12. http://dx.doi.org/10.1239/jap/1053003552.
Texto completoHigueras, I., J. Moler, F. Plo y M. San Miguel. "Urn models and differential algebraic equations". Journal of Applied Probability 40, n.º 02 (junio de 2003): 401–12. http://dx.doi.org/10.1017/s0021900200019380.
Texto completoPulch, Roland. "Stochastic collocation and stochastic Galerkin methods for linear differential algebraic equations". Journal of Computational and Applied Mathematics 262 (mayo de 2014): 281–91. http://dx.doi.org/10.1016/j.cam.2013.10.046.
Texto completoLi, Xun, Jingtao Shi y Jiongmin Yong. "Mean-field linear-quadratic stochastic differential games in an infinite horizon". ESAIM: Control, Optimisation and Calculus of Variations 27 (2021): 81. http://dx.doi.org/10.1051/cocv/2021078.
Texto completoCONG, NGUYEN DINH y NGUYEN THI THE. "LYAPUNOV SPECTRUM OF NONAUTONOMOUS LINEAR STOCHASTIC DIFFERENTIAL ALGEBRAIC EQUATIONS OF INDEX-1". Stochastics and Dynamics 12, n.º 04 (10 de octubre de 2012): 1250002. http://dx.doi.org/10.1142/s0219493712500025.
Texto completoLv, Xueqin y Jianfang Gao. "Treatment for third-order nonlinear differential equations based on the Adomian decomposition method". LMS Journal of Computation and Mathematics 20, n.º 1 (2017): 1–10. http://dx.doi.org/10.1112/s1461157017000018.
Texto completoDrăgan, Vasile, Ivan Ganchev Ivanov y Ioan-Lucian Popa. "A Game — Theoretic Model for a Stochastic Linear Quadratic Tracking Problem". Axioms 12, n.º 1 (11 de enero de 2023): 76. http://dx.doi.org/10.3390/axioms12010076.
Texto completoCurry, Charles, Kurusch Ebrahimi–Fard, Simon J. A. Malham y Anke Wiese. "Algebraic structures and stochastic differential equations driven by Lévy processes". Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences 475, n.º 2221 (enero de 2019): 20180567. http://dx.doi.org/10.1098/rspa.2018.0567.
Texto completoNair, Priya y Anandaraman Rathinasamy. "Stochastic Runge–Kutta methods for multi-dimensional Itô stochastic differential algebraic equations". Results in Applied Mathematics 12 (noviembre de 2021): 100187. http://dx.doi.org/10.1016/j.rinam.2021.100187.
Texto completoSaleh, M. M., I. L. El-Kalla y M. M. Ehab. "Stochastic Finite Element Technique for Stochastic One-Dimension Time-Dependent Differential Equations with Random Coefficients". Differential Equations and Nonlinear Mechanics 2007 (2007): 1–16. http://dx.doi.org/10.1155/2007/48527.
Texto completoZhou, Haiying, Huainian Zhu y Chengke Zhang. "Linear Quadratic Nash Differential Games of Stochastic Singular Systems". Journal of Systems Science and Information 2, n.º 6 (25 de diciembre de 2014): 553–60. http://dx.doi.org/10.1515/jssi-2014-0553.
Texto completoSun, Huiying, Meng Li, Shenglin Ji y Long Yan. "Stability and Linear Quadratic Differential Games of Discrete-Time Markovian Jump Linear Systems with State-Dependent Noise". Mathematical Problems in Engineering 2014 (2014): 1–11. http://dx.doi.org/10.1155/2014/265621.
Texto completoThuan, Do Duc, Nguyen Hong Son y Cao Thanh Tinh. "Stability radii of differential–algebraic equations with respect to stochastic perturbations". Systems & Control Letters 147 (enero de 2021): 104834. http://dx.doi.org/10.1016/j.sysconle.2020.104834.
Texto completoMisawa, Tetsuya. "A Lie Algebraic Approach to Numerical Integration of Stochastic Differential Equations". SIAM Journal on Scientific Computing 23, n.º 3 (enero de 2001): 866–90. http://dx.doi.org/10.1137/s106482750037024x.
Texto completoHaider, Michael y Johannes A. Russer. "Differential form representation of stochastic electromagnetic fields". Advances in Radio Science 15 (21 de septiembre de 2017): 21–28. http://dx.doi.org/10.5194/ars-15-21-2017.
Texto completoKERNER, RICHARD. "STOCHASTIC DESCRIPTION OF AGGLOMERATION AND GROWTH PROCESSES IN GLASSES". International Journal of Modern Physics B 16, n.º 14n15 (20 de junio de 2002): 1987–94. http://dx.doi.org/10.1142/s0217979202011718.
Texto completoWinkler, Renate. "Stochastic differential algebraic equations of index 1 and applications in circuit simulation". Journal of Computational and Applied Mathematics 157, n.º 2 (agosto de 2003): 477–505. http://dx.doi.org/10.1016/s0377-0427(03)00436-9.
Texto completoMilano, Federico y Rafael Zarate-Minano. "A Systematic Method to Model Power Systems as Stochastic Differential Algebraic Equations". IEEE Transactions on Power Systems 28, n.º 4 (noviembre de 2013): 4537–44. http://dx.doi.org/10.1109/tpwrs.2013.2266441.
Texto completoWinkler, Renate. "Stochastic differential algebraic equations of index 1 and applications in circuit simulation". Journal of Computational and Applied Mathematics 163, n.º 2 (febrero de 2004): 435–63. http://dx.doi.org/10.1016/j.cam.2003.12.017.
Texto completoFahrenwaldt, Matthias A. "Short-time asymptotic expansions of semilinear evolution equations". Proceedings of the Royal Society of Edinburgh: Section A Mathematics 146, n.º 1 (7 de enero de 2016): 141–67. http://dx.doi.org/10.1017/s0308210515000372.
Texto completoDragan, Vasile. "On the Linear Quadratic Optimal Control for Systems Described by Singularly Perturbed Itô Differential Equations with Two Fast Time Scales". Axioms 8, n.º 1 (5 de marzo de 2019): 30. http://dx.doi.org/10.3390/axioms8010030.
Texto completoBalaji, S. "Legendre Wavelet Operational Matrix Method for Solution of Riccati Differential Equation". International Journal of Mathematics and Mathematical Sciences 2014 (2014): 1–10. http://dx.doi.org/10.1155/2014/304745.
Texto completoHirpara, Ravish Himmatlal y Shambhu Nath Sharma. "An Analysis of a Wind Turbine-Generator System in the Presence of Stochasticity and Fokker-Planck Equations". International Journal of System Dynamics Applications 9, n.º 1 (enero de 2020): 18–43. http://dx.doi.org/10.4018/ijsda.2020010102.
Texto completoRosseel, E., T. Boonen y S. Vandewalle. "Algebraic multigrid for stationary and time-dependent partial differential equations with stochastic coefficients". Numerical Linear Algebra with Applications 15, n.º 2-3 (2008): 141–63. http://dx.doi.org/10.1002/nla.568.
Texto completoMohammadi, Fakhrodin. "Efficient Galerkin solution of stochastic fractional differential equations using second kind Chebyshev wavelets". Boletim da Sociedade Paranaense de Matemática 35, n.º 1 (26 de octubre de 2017): 195. http://dx.doi.org/10.5269/bspm.v35i1.28262.
Texto completoGonzález-Zumba, Andrés, Pedro Fernández-de-Córdoba, Juan-Carlos Cortés y Volker Mehrmann. "Stability Assessment of Stochastic Differential-Algebraic Systems via Lyapunov Exponents with an Application to Power Systems". Mathematics 8, n.º 9 (20 de agosto de 2020): 1393. http://dx.doi.org/10.3390/math8091393.
Texto completoBabaei, Afshin, Hossein Jafari y S. Banihashemi. "A Collocation Approach for Solving Time-Fractional Stochastic Heat Equation Driven by an Additive Noise". Symmetry 12, n.º 6 (1 de junio de 2020): 904. http://dx.doi.org/10.3390/sym12060904.
Texto completoZhang, Yi, Na Li y Jianyu Zhang. "Stochastic stability and Hopf bifurcation analysis of a singular bio-economic model with stochastic fluctuations". International Journal of Biomathematics 12, n.º 08 (noviembre de 2019): 1950083. http://dx.doi.org/10.1142/s1793524519500839.
Texto completoAshyralyev, Allaberen y Ülker Okur. "Stability of Stochastic Partial Differential Equations". Axioms 12, n.º 7 (24 de julio de 2023): 718. http://dx.doi.org/10.3390/axioms12070718.
Texto completoCong, Nguyen Dinh, Stefan Siegmund y Nguyen Thi The. "Adjoint equation and Lyapunov regularity for linear stochastic differential algebraic equations of index 1". Stochastics 86, n.º 5 (18 de marzo de 2014): 776–802. http://dx.doi.org/10.1080/17442508.2013.879141.
Texto completoJimenez, J. C. "A simple algebraic expression to evaluate the local linearization schemes for stochastic differential equations". Applied Mathematics Letters 15, n.º 6 (agosto de 2002): 775–80. http://dx.doi.org/10.1016/s0893-9659(02)00041-1.
Texto completoWinkler, Renate. "Erratum to: “Stochastic differential algebraic equations of index 1 and applications in circuit simulation”". Journal of Computational and Applied Mathematics 163, n.º 2 (febrero de 2004): 433. http://dx.doi.org/10.1016/j.cam.2003.11.001.
Texto completoKüpper, Dominique, Anne Kværnø y Andreas Rößler. "A Runge-Kutta method for index 1 stochastic differential-algebraic equations with scalar noise". BIT Numerical Mathematics 52, n.º 2 (15 de septiembre de 2011): 437–55. http://dx.doi.org/10.1007/s10543-011-0354-0.
Texto completoLevin, Alexander. "Deriving Closed-Form Solutions for Gaussian Pricing Models: A Systematic Time-Domain Approach". International Journal of Theoretical and Applied Finance 01, n.º 03 (julio de 1998): 349–76. http://dx.doi.org/10.1142/s0219024998000205.
Texto completoZhang, Tingting Qin and Chengjian. "A General Class of One-Step Approximation for Index-1 Stochastic Delay-Differential-Algebraic Equations". Journal of Computational Mathematics 37, n.º 2 (junio de 2019): 151–69. http://dx.doi.org/10.4208/jcm.1711-m2016-0810.
Texto completoProß, Sabrina y Bernhard Bachmann. "An Advanced Environment for Hybrid Modeling of Biological Systems Based on Modelica". Journal of Integrative Bioinformatics 8, n.º 1 (1 de marzo de 2011): 1–34. http://dx.doi.org/10.1515/jib-2011-152.
Texto completoHofmann, Norbert, Thomas Müller-Gronbach y Klaus Ritter. "The Optimal Discretization of Stochastic Differential Equations". Journal of Complexity 17, n.º 1 (marzo de 2001): 117–53. http://dx.doi.org/10.1006/jcom.2000.0570.
Texto completoSchein, O. y G. Denk. "Numerical solution of stochastic differential-algebraic equations with applications to transient noise simulation of microelectronic circuits". Journal of Computational and Applied Mathematics 100, n.º 1 (noviembre de 1998): 77–92. http://dx.doi.org/10.1016/s0377-0427(98)00138-1.
Texto completoLuo, Mei, Michal Fečkan, Jin-Rong Wang y Donal O’Regan. "g-Expectation for Conformable Backward Stochastic Differential Equations". Axioms 11, n.º 2 (14 de febrero de 2022): 75. http://dx.doi.org/10.3390/axioms11020075.
Texto completoXu, Yan, Fushuan Wen, Hongwei Zhao, Minghui Chen, Zeng Yang y Huiyu Shang. "Stochastic Small Signal Stability of a Power System with Uncertainties". Energies 11, n.º 11 (1 de noviembre de 2018): 2980. http://dx.doi.org/10.3390/en11112980.
Texto completoZhang, Yue y Qingling Zhang. "Stability and Bifurcation Analysis of a Singular Delayed Predator-Prey Bioeconomic Model with Stochastic Fluctuations". Mathematical Problems in Engineering 2014 (2014): 1–8. http://dx.doi.org/10.1155/2014/535634.
Texto completoMomeni, Mohammad, Mohsen Riahi Beni, Chiara Bedon, Mohammad Amir Najafgholipour, Seyed Mehdi Dehghan, Behtash JavidSharifi y Mohammad Ali Hadianfard. "Dynamic Response Analysis of Structures Using Legendre–Galerkin Matrix Method". Applied Sciences 11, n.º 19 (7 de octubre de 2021): 9307. http://dx.doi.org/10.3390/app11199307.
Texto completoAllen, E. J. "Stochastic difference equations and a stochastic partial differential equation for neutron transport". Journal of Difference Equations and Applications 18, n.º 8 (agosto de 2012): 1267–85. http://dx.doi.org/10.1080/10236198.2010.488229.
Texto completoGiles, Michael B., Mario Hefter, Lukas Mayer y Klaus Ritter. "Random bit multilevel algorithms for stochastic differential equations". Journal of Complexity 54 (octubre de 2019): 101395. http://dx.doi.org/10.1016/j.jco.2019.01.002.
Texto completoBatiha, Iqbal M., Ahmad A. Abubaker, Iqbal H. Jebril, Suha B. Al-Shaikh y Khaled Matarneh. "A Numerical Approach of Handling Fractional Stochastic Differential Equations". Axioms 12, n.º 4 (17 de abril de 2023): 388. http://dx.doi.org/10.3390/axioms12040388.
Texto completoCalatayud Gregori, Julia, Benito M. Chen-Charpentier, Juan Carlos Cortés López y Marc Jornet Sanz. "Combining Polynomial Chaos Expansions and the Random Variable Transformation Technique to Approximate the Density Function of Stochastic Problems, Including Some Epidemiological Models". Symmetry 11, n.º 1 (3 de enero de 2019): 43. http://dx.doi.org/10.3390/sym11010043.
Texto completoKohatsu-Higa, Arturo, Salvador Ortiz-Latorre y Peter Tankov. "Optimal simulation schemes for Lévy driven stochastic differential equations". Mathematics of Computation 83, n.º 289 (17 de diciembre de 2013): 2293–324. http://dx.doi.org/10.1090/s0025-5718-2013-02786-x.
Texto completoAli, Ishtiaq y Sami Ullah Khan. "A Dynamic Competition Analysis of Stochastic Fractional Differential Equation Arising in Finance via Pseudospectral Method". Mathematics 11, n.º 6 (9 de marzo de 2023): 1328. http://dx.doi.org/10.3390/math11061328.
Texto completoHamerle, Alfred, Willi Nagl y Hermann Singer. "Problems with the estimation of stochastic differential equations using structural equations models". Journal of Mathematical Sociology 16, n.º 3 (noviembre de 1991): 201–20. http://dx.doi.org/10.1080/0022250x.1991.9990088.
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