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Author : Kyoung-Sook Moon
Publisher :
ISBN 13 : 9789172835535
Total Pages : 26 pages
Book Rating : 4.8/5 (355 download)
Download or read book Adaptive Algorithms for Deterministic and Stochastic Differential Equations written by Kyoung-Sook Moon and published by . This book was released on 2003 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Kyoung-Sook Moon
Publisher :
ISBN 13 : 9789172831964
Total Pages : 15 pages
Book Rating : 4.8/5 (319 download)
Download or read book Convergence Rates of Adaptive Algorithms for Deterministic and Stochastic Differential Equations written by Kyoung-Sook Moon and published by . This book was released on 2001 with total page 15 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Albert Benveniste
Publisher : Springer Science & Business Media
ISBN 13 : 3642758940
Total Pages : 373 pages
Book Rating : 4.6/5 (427 download)
Download or read book Adaptive Algorithms and Stochastic Approximations written by Albert Benveniste and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 373 pages. Available in PDF, EPUB and Kindle. Book excerpt: Adaptive systems are widely encountered in many applications ranging through adaptive filtering and more generally adaptive signal processing, systems identification and adaptive control, to pattern recognition and machine intelligence: adaptation is now recognised as keystone of "intelligence" within computerised systems. These diverse areas echo the classes of models which conveniently describe each corresponding system. Thus although there can hardly be a "general theory of adaptive systems" encompassing both the modelling task and the design of the adaptation procedure, nevertheless, these diverse issues have a major common component: namely the use of adaptive algorithms, also known as stochastic approximations in the mathematical statistics literature, that is to say the adaptation procedure (once all modelling problems have been resolved). The juxtaposition of these two expressions in the title reflects the ambition of the authors to produce a reference work, both for engineers who use these adaptive algorithms and for probabilists or statisticians who would like to study stochastic approximations in terms of problems arising from real applications. Hence the book is organised in two parts, the first one user-oriented, and the second providing the mathematical foundations to support the practice described in the first part. The book covers the topcis of convergence, convergence rate, permanent adaptation and tracking, change detection, and is illustrated by various realistic applications originating from these areas of applications.
Author : Simo Särkkä
Publisher : Cambridge University Press
ISBN 13 : 1316510085
Total Pages : 327 pages
Book Rating : 4.3/5 (165 download)
Download or read book Applied Stochastic Differential Equations written by Simo Särkkä and published by Cambridge University Press. This book was released on 2019-05-02 with total page 327 pages. Available in PDF, EPUB and Kindle. Book excerpt: With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.
Author : Erik von Schwerin
Publisher :
ISBN 13 : 9789172839595
Total Pages : 16 pages
Book Rating : 4.8/5 (395 download)
Download or read book Convergence Rates of Adaptive Algorithms for Stochastic and Partial Differential Equations written by Erik von Schwerin and published by . This book was released on 2005 with total page 16 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 : 9789171706447
Total Pages : 17 pages
Book Rating : 4.7/5 (64 download)
Download or read book Weak Approximation of Itô Stochastic Differential Equations and Related Adaptive Algorithms written by and published by . This book was released on 2000 with total page 17 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Timothy Sands
Publisher : BoD – Books on Demand
ISBN 13 : 1789841119
Total Pages : 180 pages
Book Rating : 4.7/5 (898 download)
Download or read book Deterministic Artificial Intelligence written by Timothy Sands and published by BoD – Books on Demand. This book was released on 2020-05-27 with total page 180 pages. Available in PDF, EPUB and Kindle. Book excerpt: Kirchhoff’s laws give a mathematical description of electromechanics. Similarly, translational motion mechanics obey Newton’s laws, while rotational motion mechanics comply with Euler’s moment equations, a set of three nonlinear, coupled differential equations. Nonlinearities complicate the mathematical treatment of the seemingly simple action of rotating, and these complications lead to a robust lineage of research culminating here with a text on the ability to make rigid bodies in rotation become self-aware, and even learn. This book is meant for basic scientifically inclined readers commencing with a first chapter on the basics of stochastic artificial intelligence to bridge readers to very advanced topics of deterministic artificial intelligence, espoused in the book with applications to both electromechanics (e.g. the forced van der Pol equation) and also motion mechanics (i.e. Euler’s moment equations). The reader will learn how to bestow self-awareness and express optimal learning methods for the self-aware object (e.g. robot) that require no tuning and no interaction with humans for autonomous operation. The topics learned from reading this text will prepare students and faculty to investigate interesting problems of mechanics. It is the fondest hope of the editor and authors that readers enjoy the book.
Author : Amber Catherine Griffiths
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (115 download)
Download or read book Stochastic Approximation and Adaptive Algorithms for Non-autonomous Differential Equations written by Amber Catherine Griffiths and published by . This book was released on 2014 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Björn Engquist
Publisher : Springer Science & Business Media
ISBN 13 : 3540264442
Total Pages : 300 pages
Book Rating : 4.5/5 (42 download)
Download or read book Multiscale Methods in Science and Engineering written by Björn Engquist and published by Springer Science & Business Media. This book was released on 2006-03-30 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt: Multiscale problems naturally pose severe challenges for computational science and engineering. The smaller scales must be well resolved over the range of the larger scales. Challenging multiscale problems are very common and are found in e.g. materials science, fluid mechanics, electrical and mechanical engineering. Homogenization, subgrid modelling, heterogeneous multiscale methods, multigrid, multipole, and adaptive algorithms are examples of methods to tackle these problems. This volume is an overview of current mathematical and computational methods for problems with multiple scales with applications in chemistry, physics and engineering.
Author : Philip Protter
Publisher : Springer Science & Business Media
ISBN 13 : 3662026198
Total Pages : 311 pages
Book Rating : 4.6/5 (62 download)
Download or read book Stochastic Integration and Differential Equations written by Philip Protter and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 311 pages. Available in PDF, EPUB and Kindle. Book excerpt: The idea of this book began with an invitation to give a course at the Third Chilean Winter School in Probability and Statistics, at Santiago de Chile, in July, 1984. Faced with the problem of teaching stochastic integration in only a few weeks, I realized that the work of C. Dellacherie [2] provided an outline for just such a pedagogic approach. I developed this into aseries of lectures (Protter [6]), using the work of K. Bichteler [2], E. Lenglart [3] and P. Protter [7], as well as that of Dellacherie. I then taught from these lecture notes, expanding and improving them, in courses at Purdue University, the University of Wisconsin at Madison, and the University of Rouen in France. I take this opportunity to thank these institut ions and Professor Rolando Rebolledo for my initial invitation to Chile. This book assumes the reader has some knowledge of the theory of stochastic processes, including elementary martingale theory. While we have recalled the few necessary martingale theorems in Chap. I, we have not provided proofs, as there are already many excellent treatments of martingale theory readily available (e. g. , Breiman [1], Dellacherie-Meyer [1,2], or Ethier Kurtz [1]). There are several other texts on stochastic integration, all of which adopt to some extent the usual approach and thus require the general theory. The books of Elliott [1], Kopp [1], Metivier [1], Rogers-Williams [1] and to a much lesser extent Letta [1] are examples.
Author : Peter E. Kloeden
Publisher : Springer Science & Business Media
ISBN 13 : 3662126168
Total Pages : 666 pages
Book Rating : 4.6/5 (621 download)
Download or read book Numerical Solution of Stochastic Differential Equations written by Peter E. Kloeden and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 666 pages. Available in PDF, EPUB and Kindle. Book excerpt: The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an easily accessible introduction to SDEs, their applications and the numerical methods to solve such equations. From the reviews: "The authors draw upon their own research and experiences in obviously many disciplines... considerable time has obviously been spent writing this in the simplest language possible." --ZAMP
Author : Philip E. Protter
Publisher : Springer Science & Business Media
ISBN 13 : 9783540003137
Total Pages : 444 pages
Book Rating : 4.0/5 (31 download)
Download or read book Stochastic Integration and Differential Equations written by Philip E. Protter and published by Springer Science & Business Media. This book was released on 2005-03-04 with total page 444 pages. Available in PDF, EPUB and Kindle. Book excerpt: It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A New Approach appeared, and in those years many other texts on the same subject have been published, often with connections to applications, especially mathematical finance. Yet in spite of the apparent simplicity of approach, none of these books has used the functional analytic method of presenting semimartingales and stochastic integration. Thus a 2nd edition seems worthwhile and timely, though it is no longer appropriate to call it "a new approach". The new edition has several significant changes, most prominently the addition of exercises for solution. These are intended to supplement the text, but lemmas needed in a proof are never relegated to the exercises. Many of the exercises have been tested by graduate students at Purdue and Cornell Universities. Chapter 3 has been completely redone, with a new, more intuitive and simultaneously elementary proof of the fundamental Doob-Meyer decomposition theorem, the more general version of the Girsanov theorem due to Lenglart, the Kazamaki-Novikov criteria for exponential local martingales to be martingales, and a modern treatment of compensators. Chapter 4 treats sigma martingales (important in finance theory) and gives a more comprehensive treatment of martingale representation, including both the Jacod-Yor theory and Emery’s examples of martingales that actually have martingale representation (thus going beyond the standard cases of Brownian motion and the compensated Poisson process). New topics added include an introduction to the theory of the expansion of filtrations, a treatment of the Fefferman martingale inequality, and that the dual space of the martingale space H^1 can be identified with BMO martingales. Solutions to selected exercises are available at the web site of the author, with current URL http://www.orie.cornell.edu/~protter/books.html.
Author : Richard E. Bellman
Publisher : Princeton University Press
ISBN 13 : 1400874661
Total Pages : 275 pages
Book Rating : 4.4/5 (8 download)
Download or read book Adaptive Control Processes written by Richard E. Bellman and published by Princeton University Press. This book was released on 2015-12-08 with total page 275 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of this work is to present a unified approach to the modern field of control theory and to provide a technique for making problems involving deterministic, stochastic, and adaptive processes of both linear and nonlinear type amenable to machine solution. Mr. Bellman has used the theory of dynamic programming to formulate, analyze, and prepare these processes for numerical treatment by digital computers. The unique concept of the book is that of a single problem stretching from recognition and formulation to analytic treatment and computational solution. Due to the emphasis upon ideas and concepts, this book is equally suited for the pure and applied mathematician, and for control engineers in all fields. Originally published in 1961. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.
Author : T. E. Duncan
Publisher : Springer
ISBN 13 :
Total Pages : 526 pages
Book Rating : 4.3/5 (91 download)
Download or read book Stochastic Theory and Adaptive Control written by T. E. Duncan and published by Springer. This book was released on 1992 with total page 526 pages. Available in PDF, EPUB and Kindle. Book excerpt: This workshop on stochastic theory and adaptive control assembled many of the leading researchers on stochastic control and stochastic adaptive control to increase scientific exchange and cooperative research between these two subfields of stochastic analysis. The papers included in the proceedings include survey and research. They describe both theoretical results and applications of adaptive control. There are theoretical results in identification, filtering, control, adaptive control and various other related topics. Some applications to manufacturing systems, queues, networks, medicine and other topics are gien.
Author : Peter Kotelenez
Publisher : Springer Science & Business Media
ISBN 13 : 0387743170
Total Pages : 452 pages
Book Rating : 4.3/5 (877 download)
Download or read book Stochastic Ordinary and Stochastic Partial Differential Equations written by Peter Kotelenez and published by Springer Science & Business Media. This book was released on 2007-12-05 with total page 452 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic Partial Differential Equations analyzes mathematical models of time-dependent physical phenomena on microscopic, macroscopic and mesoscopic levels. It provides a rigorous derivation of each level from the preceding one and examines the resulting mesoscopic equations in detail. Coverage first describes the transition from the microscopic equations to the mesoscopic equations. It then covers a general system for the positions of the large particles.
Author : Søren Asmussen
Publisher : Springer Science & Business Media
ISBN 13 : 0387690336
Total Pages : 490 pages
Book Rating : 4.3/5 (876 download)
Download or read book Stochastic Simulation: Algorithms and Analysis written by Søren Asmussen and published by Springer Science & Business Media. This book was released on 2007-07-14 with total page 490 pages. Available in PDF, EPUB and Kindle. Book excerpt: Sampling-based computational methods have become a fundamental part of the numerical toolset of practitioners and researchers across an enormous number of different applied domains and academic disciplines. This book provides a broad treatment of such sampling-based methods, as well as accompanying mathematical analysis of the convergence properties of the methods discussed. The reach of the ideas is illustrated by discussing a wide range of applications and the models that have found wide usage. The first half of the book focuses on general methods; the second half discusses model-specific algorithms. Exercises and illustrations are included.
Author : Robert Liptser
Publisher : Springer Science & Business Media
ISBN 13 : 9783540639299
Total Pages : 450 pages
Book Rating : 4.6/5 (392 download)
Download or read book Statistics of Random Processes written by Robert Liptser and published by Springer Science & Business Media. This book was released on 2001 with total page 450 pages. Available in PDF, EPUB and Kindle. Book excerpt: These volumes cover non-linear filtering (prediction and smoothing) theory and its applications to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis. Also presented is the theory of martingales, of interest to those who deal with problems in financial mathematics. These editions include new material, expanded chapters, and comments on recent progress in the field.
