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博文

目前显示的是标签为“Stochastic Process”的博文

Stochastic Process Optimization Technique

Read full paper at: http://www.scirp.org/journal/PaperInformation.aspx?PaperID=51266#.VGGfIWfHRK0 Author(s) Hiroaki Yoshida 1 , Katsuhito Yamaguchi 2 , Yoshio Ishikawa 1 Affiliation(s) 1 College of Science and Technology, Nihon University, Chiba, Japan . 2 Junior College, Nihon University, Chiba, Japan . ABSTRACT The conventional optimization methods were generally based on a deterministic approach, since their purpose is to find out an accurate solution. However, when the solution space is extremely narrowed as a result of setting many inequality constraints, an ingenious scheme based on experience may be needed. Similarly, parameters must be adjusted with solution search algorithms when nonlinearity of ...

The Cauchy Problem for the Heat Equation with a Random Right Part from the Space Subφ (Ω)

Read full paper at: http://www.scirp.org/journal/PaperInformation.aspx?PaperID=48882#.VDcr2VfHRK0 Author(s)    Yuriy Kozachenko , Anna Slyvka-Tylyshchak Affiliation(s) Department of Probability Theory, Statistics and Actuarial Mathematics, The Faculty of Mechanics and Mathematics, Taras Shevchenko National University of Kyiv, Kyiv, Ukraine . Department of Probability Theory, Statistics and Actuarial Mathematics, The Faculty of Mechanics and Mathematics, Taras Shevchenko National University of Kyiv, Kyiv, Ukraine . ABSTRACT The influence of random factors should often be taken into account in solving problems of mathematical physics. The heat equation with random factors is a classical problem of the parabolic type of mathematical phy...