Search results for "stochastic"

Direct Derivation of Corrective Terms in SDE Through Nonlinear Transformation on Fokker–Planck Equation

2004

This paper examines the problem of probabilistic characterization of nonlinear systems driven by normal and Poissonian white noise. By means of classical nonlinear transformation the stochastic differential equation driven by external input is transformed into a parametric-type stochastic differential equation. Such equations are commonly handled with Ito-type stochastic differential equations and Ito's rule is used to find the response statistics. Here a different approach is proposed, which mainly consists in transforming the Fokker–Planck equation for the original system driven by external input, in the transformed probability density function of the new state variable. It will be shown …

Returns to Education in the Baltic Countries

2003

Labour Force Survey (2000) data are used to estimate returns to education in Estonia, Latvia and Lithuania. Results are compared with evidence from other countries. We also discuss gender, ethnic, and urban-rural gaps in payoff to education.

OPTIMIZING STOCHASTIC SUSCEPTIBILITY MODELLING FOR DEBRIS FLOW LANDSLIDES: MODEL EXPORTATION, STATISTICAL TECHNIQUES COMPARISON AND USE OF REMOTE SEN…

Il presente lavoro di ricerca è stato sviluppato al fine di approfondire approcci metodologici nell'ambito della sucscettibilità da frana. In particolare, il tema centrale della ricerca è rappresentato dal tema specifico dell'esportazione spaziale di modelli di suscettibilità nell'area mediterranea. All'interno del topic specifico dell'esportazione di modelli predittivi spaziali sono state approfondite tematiche relative all'utilizzo di differenti algoritmi o di differenti sorgenti, derivate da DEM o da coperture satellitari. The present work has been developed in order to enhance current methodological approaches within the big picture of the landslide susceptibility. In particular, the ce…

Stochastic assessment of landslide susceptibility by using five different instability datasets: a case study from the southern sector of the “Via al …

In this study, the ability of stochastic models to predict landslide susceptibility in the southern sector of the “Via al Llano” highway (Colombia) was assessed. To this aim, an inventory of landslides occurred in the area was prepared by analyzing images available in Google Earth. Multivariate Adaptive Regression Splines (MARS) was employed to model the spatial distribution of the following five data sets of unstable cells selected within each landslide: i) the highest cell (data set MAX), ii) the highest 10% of cells (data set SUP), iii) the lowest cell (data set MIN), iv) the lowest 10% of cells (data set INF), and v) the entire landslide area (data set BODY). The goal of our experiment …

Predicting depositional areas of landslide susceptibility comparing four datasets extracted from landslide area: a case of study after rainfall-induc…

Hurricane Ida and low-pressure system 96E crossed Central American countries in 2009. However, in El Salvador, the torrential rainfalls caused many flooding and landslides. As a result, over 200 causalities and the destruction of several villages, and bridges occurred along the mountain slopes. The remote analysis allowed us to prepare an inventory of landslides that occurred after the Hurricane in a basin located in the northern part of Ilopango Caldera. Five groups of data sets were created using selected pixels of each landslide area in order to evaluate the capacity to predict the lowest and the entire landslide area. Multivariate Adaptive Regression Splines (MARS) were employed to mode…

Gaussian models for the distribution of Brownian particles in tilted periodic potentials

2011

We present two Gaussian approximations for the time-dependent probability density function (PDF) of an overdamped Brownian particle moving in a tilted periodic potential. We assume high potential barriers in comparison with the noise intensity. The accuracy of the proposed approximated expressions for the time-dependent PDF is checked with numerical simulations of the Langevin dynamics. We found a quite good agreement between theoretical and numerical results at all times.

A numerical recipe for the computation of stationary stochastic processes' autocorrelation function

2023

Many natural phenomena exhibit a stochastic nature that one attempts at modeling by using stochastic processes of different types. In this context, often one is interested in investigating the memory properties of the natural phenomenon at hand. This is usually accomplished by computing the autocorrelation function of the numerical series describing the considered phenomenon. Often, especially when considering real world data, the autocorrelation function must be computed starting from a single numerical series: i.e. with a time-average approach. Hereafter, we will propose a novel way of evaluating the time-average autocorrelation function, based on the preliminary evaluation of the quantit…

Stochastic approach to highway traffic

2004

We analyze the characteristic features of jam formation on a circular one-lane road. We have applied an optimal velocity model including stochastic noise, where cars are treated as moving and interacting particles. The motion of N cars is described by the system of 2 N stochastic differential equations with multiplicative white noise. Our system of cars behaves in qualitatively different ways depending on the values of control parameters c (dimensionless density), b (sensitivity parameter characterising the fastness of relaxation), and α (dimensionless noise intensity). In analogy to the gas-liquid phase transition in supersaturated vapour at low enough temperatures, we observe three differ…

Production technologies in stochastic continuous time models

2011

Abstract Properties of dynamic stochastic general equilibrium models can be revealed by either using numerical solutions or qualitative analysis. Very precise and intuition-building results are obtained by working with models which provide closed-form solutions. Closed-form solutions are known for a large class of models some of which, however, have some undesirable features such as potentially negative output. This paper offers closed-form solutions for models which are just as tractable but do not suffer from these shortcomings.

Analysis of the human a-wave ERG component

2006

The a-wave is one of the main issues of research in the field of ocular electrophysiology, since it is strictly connected with early photoreceptoral activities. The present study proposes mathematical methods that analyse this component in human subjects, and supports experimental evidence relating to possible correlations among the responses of photoreceptoral units under a light stimulus. The investigation is organized in two parts: the first part concerns the onset and the initial slope, up to the first minimum (about 10-15 ms), the second part deals with the main portion of the wave, up to about 30 ms. In both cases, the a-waves, recorded at various levels of luminance, have been fitted…