A reliable method to determine the ill-condition functions using stochastic arithmetic.
Abbasbandy, Saeid, Fariborzi, M.A. (2002)
Southwest Journal of Pure and Applied Mathematics [electronic only]
Similarity:
Abbasbandy, Saeid, Fariborzi, M.A. (2002)
Southwest Journal of Pure and Applied Mathematics [electronic only]
Similarity:
Alt, René, Lamotte, Jean-Luc, Markov, Svetoslav (2010)
Serdica Journal of Computing
Similarity:
Stochastic arithmetic has been developed as a model for exact computing with imprecise data. Stochastic arithmetic provides confidence intervals for the numerical results and can be implemented in any existing numerical software by redefining types of the variables and overloading the operators on them. Here some properties of stochastic arithmetic are further investigated and applied to the computation of inner products and the solution to linear systems. Several numerical experiments...
Fischer, Cyril, Náprstek, Jiří
Similarity:
The mathematical model of a ball-type vibration absorber represents a non-linear differential system which includes non-holonomic constraints. When a random ambient excitation is taken into account, the system has to be treated as a stochastic deferential equation. Depending on the level of simplification, an analytical solution is not practicable and numerical solution procedures have to be applied. The contribution presents a simple stochastic analysis of a particular resonance effect...
Fabio Bagarello (2006)
Banach Center Publications
Similarity:
Janković, Svetlana, Jovanović, Miljana (2000)
Novi Sad Journal of Mathematics
Similarity:
J. Gani (1966-1967)
Publications mathématiques et informatique de Rennes
Similarity:
M. Métivier, J. Pellaumail (1977)
Publications mathématiques et informatique de Rennes
Similarity:
Artstein, Zvi, Wets, Roger J.B. (1995)
Journal of Convex Analysis
Similarity:
M. Métivier, J. Pellaumail (1976)
Publications mathématiques et informatique de Rennes
Similarity:
Sridharan, V., Kalyani, T.V. (2005)
APPS. Applied Sciences
Similarity:
Marcin Kamiński (2015)
International Journal of Applied Mathematics and Computer Science
Similarity:
The main aim is to present recent developments in applications of symbolic computing in probabilistic and stochastic analysis, and this is done using the example of the well-known MAPLE system. The key theoretical methods discussed are (i) analytical derivations, (ii) the classical Monte-Carlo simulation approach, (iii) the stochastic perturbation technique, as well as (iv) some semi-analytical approaches. It is demonstrated in particular how to engage the basic symbolic tools implemented...
Jan Iwanik (2007)
Applicationes Mathematicae
Similarity:
This paper is an attempt to present and analyse stochastic mortality models. We propose a couple of continuous-time stochastic models that are natural generalizations of the Gompertz law in the sense that they reduce to the Gompertz function when the volatility parameter is zero. We provide a statistical analysis of the available demographic data to show that the models fit historical data well. Finally, we give some practical examples for the multidimensional models.
Michał Kisielewicz (1997)
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
Similarity:
The definition and some existence theorems for stochastic differential inclusions depending only on selections theorems are given.
Elisabetta Tornatore, Stefania Maria Buccellato (2007)
Applicationes Mathematicae
Similarity:
We consider a stochastic SIR system and we prove the existence, uniqueness and positivity of solution. Moreover the existence of an invariant measure under a suitable condition on the coefficients is studied.