Search results for "stochastic"
showing 8 items of 1018 documents
A stochastic integral of operator-valued functions.
2009
A stochastic integral of operator-valued functions.
A stochastic reaction-diffusion-taxis model for picophytoplankton dynamics
2011
The dynamics of picophytoplankton communities in marine environment is studied by astochastic reaction-dìffusìon-taxis model, analyzing the time evolution of the biomass concentration along a water column. The model is based on two stochastic differentìal equations, where the random fluctuations of the environmental variables are considered by inserting two multiplicative noise terms. Specifically, the model describes the dynamics of diffusion of picophytoplankton biomass and nutrient concentrations. In the proposed model the marine environment is characterized by poorly mixed waters and picophytoplankton is subject to intraspecific competition for light and nutrients. By numerically solvin…
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 …
The bistable system: an archetypal model for complex systems
2011
Bistable systems often play the role of archetypal models to understand the dynamical behavior of complex systems. Examples range from microphysics to macrophysics, bìology, chemistry and also econophysics. Moreover the statistical mechanics is essential to study the physical properties of complex systems and to investigate stochastic systems in which the microscopic degrees of freedom behave collectively over large scales. We investigate the nonlinear relaxation in a bistable system in classical and quantum systems. (i) As a first classical system, the role of the multiplicative and additive noise in the mean life time of the metastable state of an asymmetric bistable system is investigate…
Reaction-diffusion-taxis model for spatio-temporal dynamics of five picophytoplankton populations
2014
Recently new models were devised to study spatio-temporal dynamics of phytoplankton populations in view of obtaining more precise predictions of the vertical biomass distributions in marine ecosystems. These studies can be crucial from the point of view of shery. Indeed the abundance of fi sh species is strictly connected with primary production, i.e. phytoplankton biomass, responsible for chlorophyll concentration. In this work a one-dimensional deterministic reaction-di ffusion-taxis model is used to reproduce the spatio-temporal dynamics, along a water column, of five picophytoplankton populations sampled in a real ecosystem. In our analysis, to better reproduce the spatio-temporal behav…
Does cutting back the public sector improve efficiency? Some evidence from 15 European countries
2013
The successful development of the welfare state that transpired for three decades after WWII in the developed countries, came to a halt around the end of the 1980s. Since then, the number of articles and books dedicated to the crisis of the welfare state has increased. We can now assert that at the turn of the century, almost all industrialized countries had cut at least “some” entitlements in their welfare program along with other expenditure items, and the trend continued in the first decade of this century. To defend the cuts and possibly to justify continuing cuts, several economic reasons, both theoretical and empirical, have been highlighted. From mention of Baumol’s disease to the fi…
Transient Dynamics of Short Josephson Junctions under the influence of non-Gaussian Noise
2009
We investigate the effects of non-Gaussian white noise source on the transient dynamics of short Josephson junctions. The noise signal is simulated generating standard stable random variables with characteristic function described by Lévy index alpha and asymmetry parameter beta. We study the lifetime of the superconductive state as a function both of the frequency of the external driving bias current and the noise intensity for different values of index alpha. We compare our results with those obtained in the presence of Gaussian white noise. We find the presence of noise induced effects such as resonant activation and noise enhanced stability.
On the local and global regularity of tug-of-war games
2018
This thesis studies local and global regularity properties of a stochastic two-player zero-sum game called tug-of-war. In particular, we study value functions of the game locally as well as globally, that is, close to the boundaries of the game domains. Furthermore, we formulate a continuous time stochastic differential game and discuss, among other things, the equicontinuity of the families of value functions. The main motivation is to understand the properties of the games on their own right. As applications, we obtain an existence and a regularity result for a nonlinear elliptic p-Laplace type partial differential equation and a characterization of the solution to a parabolic p-Laplace typ…