Search
Search Results
-
Determination of Gradient-Drift Instability Parameters under Conditions of Multiple Plasma Bubbles
AbstractThe results of numerical calculations of the spatial distribution of increments of gradient-drift instability in the region of developed...
-
Groups, Drift and Harmonic Measures
In this short note we will describe an old problem and a new approach which casts light upon it. The old problem is to understand the nature of...
-
Form-Boundedness and SDEs with Singular Drift
We survey and refine recent results on weak and strong well-posedness of stochastic differential equations with singular drift satisfying some...
-
Multivariate Lévy-type drift change detection and mortality modeling
In this paper we give a solution to the quickest drift change detection problem for a multivariate Lévy process consisting of both continuous...
-
A Weighted Hybridizable Discontinuous Galerkin Method for Drift-Diffusion Problems
In this work, we propose a weighted hybridizable discontinuous Galerkin method (W-HDG) for drift-diffusion problems. By using specific exponential...
-
Nonlinear free vibration of piezoelectric semiconductor doubly-curved shells based on nonlinear drift-diffusion model
In this paper, the nonlinear free vibration behaviors of the piezoelectric semiconductor (PS) doubly-curved shell resting on the Pasternak foundation...
-
An inverse problem of reconstructing option drift rate from market observation data
Drift rate is a very important parameter in the evolution of stock price, which has significant impact on the corresponding option pricing. This...
-
Numerical Study of the Gradient-Drift Instability’s Growth Rate at the Fronts of Equatorial Plasma Bubbles
AbstractGround-based and satellite measurements, as well as numerical modeling of the spatial structure of the equatorial ionospheric bubbles are...
-
An Error-Based Measure for Concept Drift Detection and Characterization
Continual learning is an increasingly studied field, aiming at regulating catastrophic forgetting for online machine learning tasks. In this article,...
-
The Transpolar Drift current: an ocean-ice-wind complex in rotating, spherical coordinates
Starting from the governing equations for a viscous, incompressible fluid, written in a rotating, spherical coordinate system that is valid at the...
-
Nonparametric Two-Step Estimation of Drift Function in the Jump-Diffusion Model with Noisy Data
This paper considers a nonparametric diffusion process whose drift and diffusion coefficients are nonparametric functions of the state variable. A...
-
Non-equilibrium large deviations and parabolic-hyperbolic PDE with irregular drift
Large deviations of conservative interacting particle systems, such as the zero range process, about their hydrodynamic limit and their respective...
-
-
Interest Rate Term Structure Modelling*
In Part II Chap. 17 , we have presented the pricing for vanilla interest rate products that do not require...
-
Robust Time-Inconsistent Stochastic Linear-Quadratic Control with Drift Disturbance
This paper studies stochastic linear-quadratic control with a time-inconsistent objective and worst-case drift disturbance. We allow the agent to...
-
Accounting for Phase Limitations During Intense Acceleration of a Mobile Robot and Its Motion in Drift Mode
AbstractThe problem of effectively controlling the traction of an all-wheel drive wheeled robot after its sharp turn caused by the sudden appearance...
-
Practical Implementation of the Solution of the Stabilization Problem for a Linear System with Discontinuous Random Drift by Indirect Observations
AbstractWe study the implementation of the optimal control strategy obtained in [
1 ] and supplemented in [2 ]. The algorithm for optimal stabilization...