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Convergence Rates Of Adaptive Algorithms For Deterministic And Stochastic Differential Equations
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Book Synopsis Convergence Rates of Adaptive Algorithms for Deterministic and Stochastic Differential Equations by : Kyoung-Sook Moon
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:
Book Synopsis Convergence Rates of Adaptive Algorithms for Stochastic and Partial Differential Equations by : Erik von Schwerin
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:
Book Synopsis Adaptive Algorithms and Stochastic Approximations by : Albert Benveniste
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.
Book Synopsis Adaptive Algorithms for Deterministic and Stochastic Differential Equations by : Kyoung-Sook Moon
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:
Book Synopsis Multiscale Methods in Science and Engineering by : Björn Engquist
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.
Book Synopsis Applied Stochastic Differential Equations by : Simo Särkkä
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.
Book Synopsis Analysis of Adaptive Algorithms and Differential Coders by : Rajesh Sharma
Download or read book Analysis of Adaptive Algorithms and Differential Coders written by Rajesh Sharma and published by . This book was released on 1995 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Besov Regularity of Stochastic Partial Differential Equations on Bounded Lipschitz Domains by : Petru A. Cioica
Download or read book Besov Regularity of Stochastic Partial Differential Equations on Bounded Lipschitz Domains written by Petru A. Cioica and published by Logos Verlag Berlin GmbH. This book was released on 2015-03-01 with total page 166 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic partial differential equations (SPDEs, for short) are the mathematical models of choice for space time evolutions corrupted by noise. Although in many settings it is known that the resulting SPDEs have a unique solution, in general, this solution is not given explicitly. Thus, in order to make those mathematical models ready to use for real life applications, appropriate numerical algorithms are needed. To increase efficiency, it would be tempting to design suitable adaptive schemes based, e.g., on wavelets. However, it is not a priori clear whether such adaptive strategies can outperform well-established uniform alternatives. Their theoretical justification requires a rigorous regularity analysis in so-called non-linear approximation scales of Besov spaces. In this thesis the regularity of (semi-)linear second order SPDEs of Itô type on general bounded Lipschitz domains is analysed. The non-linear approximation scales of Besov spaces are used to measure the regularity with respect to the space variable, the time regularity being measured first in terms of integrability and afterwards in terms of Hölder norms. In particular, it is shown that in specific situations the spatial Besov regularity of the solution in the non-linear approximation scales is generically higher than its corresponding classical Sobolev regularity. This indicates that it is worth developing spatially adaptive wavelet methods for solving SPDEs instead of using uniform alternatives.
Book Synopsis Adaptive Methods — Algorithms, Theory and Applications by : W. Hackbusch
Download or read book Adaptive Methods — Algorithms, Theory and Applications written by W. Hackbusch and published by Notes on Numerical Fluid Mechanics. This book was released on 1994 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt: The GAMM Committee for "Efficient Numerical Methods for Partial Differential Equations" organizes workshops on subjects concerning the algorithmical treat ment of partial differential equations. The topics are discretization methods like the finite element and finite volume method for various types of applications in structural and fluid mechanics. Particular attention is devoted to advanced solu tion techniques. th The series of such workshops was continued in 1993, January 22-24, with the 9 Kiel-Seminar on the special topic "Adaptive Methods Algorithms, Theory and Applications" at the Christian-Albrechts-University of Kiel. The seminar was attended by 76 scientists from 7 countries and 23 lectures were given. The list of topics contained general lectures on adaptivity, special discretization schemes, error estimators, space-time adaptivity, adaptive solvers, multi-grid me thods, wavelets, and parallelization. Special thanks are due to Michael Heisig, who carefully compiled the contribu tions to this volume. November 1993 Wolfgang Hackbusch Gabriel Wittum v Contents Page A. AUGE, G. LUBE, D. WEISS: Galerkin/Least-Squares-FEM and Ani- tropic Mesh Refinement. 1 P. BASTIAN, G. WmUM : Adaptive Multigrid Methods: The UG Concept. 17 R. BEINERT, D. KRONER: Finite Volume Methods with Local Mesh Alignment in 2-D. 38 T. BONK: A New Algorithm for Multi-Dimensional Adaptive Nume- cal Quadrature. 54 F. A. BORNEMANN: Adaptive Solution of One-Dimensional Scalar Conservation Laws with Convex Flux. 69 J. CANU, H. RITZDORF : Adaptive, Block-Structured Multigrid on Local Memory Machines. 84 S. DAHLKE, A. KUNaTH: Biorthogonal Wavelets and Multigrid. 99 B. ERDMANN, R. H. W. HOPPE, R.
Book Synopsis Sparse Grids and Applications by : Jochen Garcke
Download or read book Sparse Grids and Applications written by Jochen Garcke and published by Springer Science & Business Media. This book was released on 2012-10-13 with total page 290 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the recent decade, there has been a growing interest in the numerical treatment of high-dimensional problems. It is well known that classical numerical discretization schemes fail in more than three or four dimensions due to the curse of dimensionality. The technique of sparse grids helps overcome this problem to some extent under suitable regularity assumptions. This discretization approach is obtained from a multi-scale basis by a tensor product construction and subsequent truncation of the resulting multiresolution series expansion. This volume of LNCSE is a collection of the papers from the proceedings of the workshop on sparse grids and its applications held in Bonn in May 2011. The selected articles present recent advances in the mathematical understanding and analysis of sparse grid discretization. Aspects arising from applications are given particular attention.
Book Synopsis Convergence Properties of Deterministic, Discrete-time Adaptive Algorithms by : Richard McGregor Johnstone
Download or read book Convergence Properties of Deterministic, Discrete-time Adaptive Algorithms written by Richard McGregor Johnstone and published by . This book was released on 1982 with total page 414 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis High Accuracy Algorithm For The Differential Equations Governing Anomalous Diffusion: Algorithm And Models For Anomalous Diffusion by : Weihua Deng
Download or read book High Accuracy Algorithm For The Differential Equations Governing Anomalous Diffusion: Algorithm And Models For Anomalous Diffusion written by Weihua Deng and published by World Scientific. This book was released on 2019-01-22 with total page 295 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of this book is to extend the application field of 'anomalous diffusion', and describe the newly built models and the simulation techniques to the models.The book first introduces 'anomalous diffusion' from the statistical physics point of view, then discusses the models characterizing anomalous diffusion and its applications, including the Fokker-Planck equation, the Feymann-Kac equations describing the functional distribution of the anomalous trajectories of the particles, and also the microscopic model — Langevin type equation. The second main part focuses on providing the high accuracy schemes for these kinds of models, and the corresponding convergence and stability analysis.
Book Synopsis Recursive Estimation and Control for Stochastic Systems by : Hanfu Chen
Download or read book Recursive Estimation and Control for Stochastic Systems written by Hanfu Chen and published by John Wiley & Sons. This book was released on 1985 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt: This self-contained reference for statisticians and engineers in system and control theory, analyzes the effect of convergent recursive estimation algorithms and stochastic approximation on the dependent noise case and the classic independent case. It discusses control and adaptive control problems related to recursive estimation, and introduces the combined probabilistic and differential equation method of data analysis.
Book Synopsis Order of Convergence of Adaptive Step Algorithms for Ordinary Differential Equations by : Gideon Simpson
Download or read book Order of Convergence of Adaptive Step Algorithms for Ordinary Differential Equations written by Gideon Simpson and published by . This book was released on 2003 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Convergence Rates of Approximate Solutions of Stochastic Differential Equations by : W. Römisch
Download or read book Convergence Rates of Approximate Solutions of Stochastic Differential Equations written by W. Römisch and published by . This book was released on 1983 with total page 45 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis On the Convergence of Adaptive Stochastic Collocation for Elliptic Partial Differential Equations with Affine Diffusion by : Martin Eigel
Download or read book On the Convergence of Adaptive Stochastic Collocation for Elliptic Partial Differential Equations with Affine Diffusion written by Martin Eigel and published by . This book was released on 2020 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Convergence of an adaptive collocation method for the stationary parametric diffusion equation with finite-dimensional affine coefficient is shown. The adaptive algorithm relies on a recently introduced residual-based reliable a posteriori error estimator. For the convergence proof, a strategy recently used for a stochastic Galerkin method with an hierarchical error estimator is transferred to the collocation setting.
Download or read book Mathematical Reviews written by and published by . This book was released on 2005 with total page 1158 pages. Available in PDF, EPUB and Kindle. Book excerpt:
