Browsing by Subject "Differentiation (calculus)"
Now showing items 1-5 of 5
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Conference Object
Conditional moment generating functions for integrals and stochastic integrals
(IEEE, 1997)In this paper we present two methods for computing filtered estimates for moments of integrals and stochastic integrals of continuous-time nonlinear systems. The first method utilizes recursive stochastic partial differential ...
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Conference Object
Distributed stochastic power control for time-varying long-term and short-term fading wireless networks
(2007)In this paper, new time-varying wireless channel models that capture both the space and time variations of longterm and short-term fading wireless networks are developed. The proposed models are based on stochastic ...
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Article
Numerical similarity reductions of the (1+3)-dimensional Burgers equation
(2011)We consider the (1+3)-dimensional Burgers equation ut = u xx + uyy + uzz + uux which has considerable interest in mathematical physics. Lie symmetries are used to reduce it to certain ordinary differential equations. We ...
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Conference Object
Relative entropy applied to optimal control of stochastic uncertain systems on hilbert space
(2005)This paper considers minimax problems, in which the control minimizes the pay-off induced by a measure which maximizes the pay-off over the class of measures described by a relative entropy set between the uncertain and ...
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Article
A survey of applications of the MFS to inverse problems
(2011)The method of fundamental solutions (MFS) is a relatively new method for the numerical solution of boundary value problems and initial/boundary value problems governed by certain partial differential equations. The ease ...