Search results for "stochastic differential equations"
showing 4 items of 24 documents
A stochastic reaction-diffusion-taxis model for two picophytoplankton populations
2012
In this work, the stationary distributions of two populations of picophytoplankton, i.e. picoeukaryotes and Prochlorococcus, are studied. This two groups account on average for 60% of the total chlorophyll a (chl a) and divinil chlorophyll a (divinil chl a) concentration in Mediterranean Sea. The interaction of these populations with the environment occurs through two factors that limit the growth of the aquatic microorganisms: light intensity and nutrient, i.e. phosphorus. The dynamics of the two picophytoplanktonic groups, distributed at different depth along a water column (one-dimensional spatial domain), is analyzed starting from a deterministic reaction-diffusion-taxis model. This con…
Approximation of heat equation and backward SDEs using random walk : convergence rates
2018
This thesis addresses questions related to approximation arising from the fields of stochastic analysis and partial differential equations. Theoretical results regarding convergence rates are obtained by using discretization schemes where the limiting process, the Brownian motion, is approximated by a simple discrete-time random walk. The rate of convergence is derived for a finite-difference approximation of the solution of a terminal value problem for the backward heat equation. This weak approximation result is proved for a terminal function which has bounded variation on compact sets. The sharpness of the according rate is achieved by applying some new results related to the first exit time …