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Estudio del carácter markoviano fuerte y regularidades de la solución de ecuaciones integrales estocásticas Ito generalizadas.

Ramón Gutiérrez Jáimez, Josefa Linares Pérez (1985)

Trabajos de Estadística e Investigación Operativa

El objetivo de este trabajo es un estudio sobre los caracteres felleriano y markoviano fuerte y las propiedades de regularidad del proceso solución de una ecuación integral estocástica generalizada (tipo Ito), pero generalizada en el sentido de considerar una formulación en términos de procesos operador-valuados. Esta formulación generaliza simultánea e independientemente las integrales de Cabaña y Daletsky.

Global Poissonian behavior of the eigenvalues and localization centers of random operators in the localized phase

Frédéric Klopp (2011/2012)

Séminaire Laurent Schwartz — EDP et applications

In the present note, we review some recent results on the spectral statistics of random operators in the localized phase obtained in [12]. For a general class of random operators, we show that the family of the unfolded eigenvalues in the localization region considered jointly with the associated localization centers is asymptotically ergodic. This can be considered as a generalization of [10]. The benefit of the present approach is that one can vary the scaling of the unfolded eigenvalues covariantly...

Implementation of optimal Galerkin and Collocation approximations of PDEs with Random Coefficients⋆⋆⋆

J. Beck, F. Nobile, L. Tamellini, R. Tempone (2011)

ESAIM: Proceedings

In this work we first focus on the Stochastic Galerkin approximation of the solution u of an elliptic stochastic PDE. We rely on sharp estimates for the decay of the coefficients of the spectral expansion of u on orthogonal polynomials to build a sequence of polynomial subspaces that features better convergence properties compared to standard polynomial subspaces such as Total Degree or Tensor Product. We consider then the Stochastic Collocation method, and use the previous estimates to introduce...

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