搜索结果: 1-15 共查到“知识库 数学 Stochastic”相关记录204条 . 查询时间(0.078 秒)
We study theoretical aspects of step fluctuations on vicinal surfaces by adding conservative white noise to the Burton-Cabrera-Frank model in one spatial dimension. We consider material deposition fro...
We consider a stochastic flow driven by a finite-dimensional Brownian
motion. We show that almost every realization of such a flow exhibits strong
statistical properties such as th...
We consider the evolution of a connected set in Euclidean space
carried by a periodic incompressible stochastic
ow. While for almost every
realization of the random
ow at time t most of the part...
A Limit Shape Theorem for Periodic Stochastic Dispersion
Periodic Stochastic Dispersion Shape
2015/9/29
We consider the evolution of a connected set on the plane carried by a space
periodic incompressible stochastic flow. While for almost every realization of
the stochastic flow at time t ...
A Stochastic Speech Model Supporting W-Disjoint Orthogonality
Stochastic Speech Model W-Disjoint Orthogonality
2015/9/29
In previous work, we have successfully used an ideal joint sparseness assumption:W-Disjoint Orthogonality (WDO). This assumption,that the time-frequency representations of the sources have disjoint su...
EVOLUTION OF ADIABATIC INVARIANTS IN STOCHASTIC AVERAGING
STOCHASTIC AVERAGING ADIABATIC INVARIANTS
2015/9/29
An averaging problem with Markov fast motion is
considered. The di usive limit is obtained for the evolution of adabatic invariants under the assumption that the averaged motion
is ergodic on almost...
Deterministic and stochastic perturbations of area preserving flows on a two-dimensional torus
Averaging Markov Process Hamiltonian Flow
2015/9/29
We study deterministic and stochastic perturbations of incompressible flows on
a two-dimensional torus. Even in the case of purely deterministic perturbations,
the long-time behavior of such &...
A Limit Shape Theorem for Periodic Stochastic Dispersion
Space is periodic random flow order and an infinite linear speed
2015/9/28
We consider the evolution of a connected set on the plane carried by a space periodic incompressible stochastic flow. While for almost every realization of the stochastic flow at time t mo...
Nonlinear Stochastic Perturbations of Dynamical Systems and Quasi-linear Parabolic PDE’s with a Small Parameter
Quasi linear parabolic equations parameters quasi linear initial boundary value
2015/9/28
In this paper we describe the asymptotic behavior, in the exponential time scale, of solutions to quasi-linear parabolic equations with a small parameter at the second order term and the long time beh...
Deterministic and stochastic perturbations of area preserving flows on a two-dimensional torus
Averaging Markov Process Hamiltonian Flow Gluing Conditions Diffusion on a Graph
2015/9/28
We study deterministic and stochastic perturbations of incompressible flows on a two-dimensional torus. Even in the case of purely deterministic perturbations, the long-time behavior of such ...
Information Theoretic Limits on Learning Stochastic Differential Equations
Stochastic differential equation the coefficient
2015/8/21
Consider the problem of learning the drift coefficient of a stochastic differential equation from a sample path. In this paper, we assume that the drift is parametrized by a highdimensional vector. We...
Performance bounds for linear stochastic control
Stochastic control Model predictive control Linear matrix inequality Convex optimization
2015/8/10
We develop computational bounds on performance for causal state feedback stochastic control with linear dynamics, arbitrary noise distribution, and arbitrary input constraint set. This can be very use...
Nonlinear Q-design for convex stochastic control
Nonlinear dynamic controller discrete linear constraint convex function parameters are random
2015/8/7
In this note we describe a version of the Q-design method that can be used to design nonlinear dynamic controllers for a discrete-time linear time-varying plant, with convex cost and constraint functi...
Performance bounds and suboptimal policies for linear stochastic control via LMIs
dynamic programming stochastic control convex optimization
2015/8/7
In a recent paper, the authors showed how to compute performance bounds for infinite horizon stochastic control problems with linear system dynamics and arbitrary constraints, objective, and noise dis...
The stochastic acceleration problem in two dimensions
stochastic acceleration problem two dimensions
2015/7/14
We consider the motion of a particle in a two-dimensional spatially homogeneous mixing potential and show that its momentum converges to the Brownian motion on a circle. This complements the limit the...