EQUATIONS DIFFERENTIELLES STOCHASTIQUES MULTIVOQUES UNIDIMENSIONNELLES

EQUATIONS DIFFERENTIELLES STOCHASTIQUES MULTIVOQUES UNIDIMENSIONNELLES PDF Author: CHRISTINE.. MAROIS-BLOTTIAUX
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Languages : fr
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EQUATIONS DIFFERENTIELLES STOCHASTIQUES MULTIVOQUES UNIDIMENSIONNELLES

EQUATIONS DIFFERENTIELLES STOCHASTIQUES MULTIVOQUES UNIDIMENSIONNELLES PDF Author: CHRISTINE.. MAROIS-BLOTTIAUX
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Category :
Languages : fr
Pages :

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EQUATIONS DIFFERENTIELLES STOCHASTIQUES MULTIVOQUES

EQUATIONS DIFFERENTIELLES STOCHASTIQUES MULTIVOQUES PDF Author: EMMANUEL.. CEPA
Publisher:
ISBN:
Category :
Languages : fr
Pages : 115

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CE TRAVAIL PORTE SUR L'ETUDE DES SOLUTIONS FORTES EVENTUELLES POUR LES EQUATIONS DIFFERENTIELLES STOCHASTIQUES D-DIMENSIONNELLES POSSEDANT, OUTRE DES COEFFICIENTS DE DERIVE ET DE DIFFUSION DE TYPE LIPSCHITZ, UN TERME DE DERIVE A MAXIMAL MONOTONE MULTIVOQUE (CES EQUATIONS SONT APPELEES EQUATIONS DIFFERENTIELLES STOCHASTIQUES MULTIVOQUES, E.D.S.M. EN ABREGE). DANS LA PREMIERE PARTIE, APRES AVOIR RAPPELE QUELQUES RESULTATS GENERAUX SUR LES OPERATEURS MAXIMAUX MONOTONES MULTIVOQUES, ON DONNE UN SENS PRECIS AUX E.D.S.M. ENSUITE, DANS LA DEUXIEME PARTIE, ON DEMONTRE UN RESULTAT D'UNICITE TRAJECTORIELLE POUR LES E.D.S.M. POUR PROUVER LE RESULTAT ESSENTIEL DE CE TRAVAIL, A SAVOIR L'EXISTENCE D'UNE SOLUTION FORTE POUR LES E.D.S.M., ON DONNE DEUX DEMONSTRATIONS TOUT A FAIT DIFFERENTES. LA PREMIERE, PROBABILISTE, EST UNE METHODE DE PENALISATION/COMPACITE QUI VISE A CONSTRUIRE LA LOI DE LA SOLUTION: VOIR LA TROISIEME PARTIE. LA SECONDE, PLUS DETERMINISTE, EST FONDEE SUR LA GENERALISATION DE LA NOTION DE PROBLEME DE SKOROHOD ET PERMET DE CONSTRUIRE LES TRAJECTOIRES DE LA SOLUTION: VOIR LA QUATRIEME PARTIE. DANS LA DERNIERE PARTIE, ON ETEND AU CAS DES E.D.S.M. CERTAINES DES PROPRIETES DES SOLUTIONS DES EQUATIONS DIFFERENTIELLES STOCHASTIQUES CLASSIQUES. FINALEMENT, ON APPLIQUE NOTRE RESULTAT FONDAMENTAL D'EXISTENCE ET D'UNICITE FORTES POUR LES E.D.S.M. A DES SYSTEMES DE PARTICULES SOUMISES A UN CHAMP EXTERIEUR, A DES PERTURBATIONS ALEATOIRES ET EN INTERACTION VIA UN POTENTIEL ELECTROSTATIQUE

Systèmes dynamiques discrets non réguliers déterministes ou stochastiques : applications aux modèles avec frottement ou impact

Systèmes dynamiques discrets non réguliers déterministes ou stochastiques : applications aux modèles avec frottement ou impact PDF Author: BASTIEN Jérôme
Publisher: Lavoisier
ISBN: 2746289083
Category :
Languages : en
Pages : 546

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Cet ouvrage présente différents modèles discrets en dynamique pour la modélisation de phénomènes mécaniques non linéaires liés au frottement ou à l’impact. Les sollicitations sont exposées dans un cadre déterministe et stochastique. Pour ce dernier, le cas de variétés de configuration euclidienne ou riemannienne est abordé. La difficulté réside dans le type d’équations différentielles non linéaires particulières utilisées. Le cadre théorique ainsi que des schémas numériques sont détaillés pour chaque équation. Trois types de problèmes sont d’abord étudiés dans le cas particulier d’un solide à un degré de liberté : la force de frottement, la loi d’impact en déterministe et le frottement dans un cadre stochastique. Ensuite, de nombreux exemples sont commentés et fournissent, dans un cadre théorique ou applicatif, de nombreux modèles accompagnés de leurs schémas numériques. Des rappels théoriques fondamentaux sont proposés ainsi que deux preuves complètes de convergence de schémas numériques dans le cas du frottement déterministe ou stochastique.

Integration stochastique multivoque et application aux equations differentielles multivoques

Integration stochastique multivoque et application aux equations differentielles multivoques PDF Author: Moulay Taïeb Loumi
Publisher:
ISBN:
Category :
Languages : fr
Pages : 0

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Seminaire de Probabilites XXIX

Seminaire de Probabilites XXIX PDF Author: Jacques Azema
Publisher: Springer
ISBN: 354044744X
Category : Mathematics
Languages : en
Pages : 337

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All the papers included in this volume are original research papers. They represent an important part of the work of French probabilists and colleagues with whom they are in close contact throughout the world. The main topics of the papers are martingale and Markov processes studies.

Equations Differentielles Stochastiques Au Sens de Stratonovitch Et de Ito (Stochastic Differential Equations in the Sense of Stratonovitch and of Ito).

Equations Differentielles Stochastiques Au Sens de Stratonovitch Et de Ito (Stochastic Differential Equations in the Sense of Stratonovitch and of Ito). PDF Author: F. Levieux
Publisher:
ISBN:
Category :
Languages : en
Pages : 15

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The definition and main properties of the stochastics integrals are examined. The differences between the solutions proposed by K. Ito and R.L. Stratonovitch are exposed. The question of the representation of diffusion processes by stochastic differential equations is examined in view of definition of a non-linear state variable representation of diffusion processes. (Author).

Non-Smooth Deterministic or Stochastic Discrete Dynamical Systems

Non-Smooth Deterministic or Stochastic Discrete Dynamical Systems PDF Author: Jerome Bastien
Publisher: John Wiley & Sons
ISBN: 1118604083
Category : Mathematics
Languages : en
Pages : 514

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This book contains theoretical and application-oriented methods to treat models of dynamical systems involving non-smooth nonlinearities. The theoretical approach that has been retained and underlined in this work is associated with differential inclusions of mainly finite dimensional dynamical systems and the introduction of maximal monotone operators (graphs) in order to describe models of impact or friction. The authors of this book master the mathematical, numerical and modeling tools in a particular way so that they can propose all aspects of the approach, in both a deterministic and stochastic context, in order to describe real stresses exerted on physical systems. Such tools are very powerful for providing reference numerical approximations of the models. Such an approach is still not very popular nevertheless, even though it could be very useful for many models of numerous fields (e.g. mechanics, vibrations, etc.). This book is especially suited for people both in research and industry interested in the modeling and numerical simulation of discrete mechanical systems with friction or impact phenomena occurring in the presence of classical (linear elastic) or non-classical constitutive laws (delay, memory effects, etc.). It aims to close the gap between highly specialized mathematical literature and engineering applications, as well as to also give tools in the framework of non-smooth stochastic differential systems: thus, applications involving stochastic excitations (earthquakes, road surfaces, wind models etc.) are considered. Contents 1. Some Simple Examples. 2. Theoretical Deterministic Context. 3. Stochastic Theoretical Context. 4. Riemannian Theoretical Context. 5. Systems with Friction. 6. Impact Systems. 7. Applications–Extensions. About the Authors Jérôme Bastien is Assistant Professor at the University Lyon 1 (Centre de recherche et d'Innovation sur le sport) in France. Frédéric Bernardin is a Research Engineer at Département Laboratoire de Clermont-Ferrand (DLCF), Centre d'Etudes Techniques de l'Equipement (CETE), Lyon, France. Claude-Henri Lamarque is Head of Laboratoire Géomatériaux et Génie Civil (LGCB) and Professor at Ecole des Travaux Publics de l'Etat (ENTPE), Vaulx-en-Velin, France.

Mathematics of Random Phenomena

Mathematics of Random Phenomena PDF Author: P. Krée
Publisher: Springer Science & Business Media
ISBN: 9400947704
Category : Science
Languages : en
Pages : 452

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Book Description
Approach your problems from the right end It isn't that they can't see the solution. It is and begin with the answers. Then one day, that they can't see the problem. perhaps you will find the final question. G. K. Chesterton. The Scandal of Father 'The Hermit Clad in Crane Feathers' in R. Brown 'The point of a Pin'. van Gulik's The Chinese Maze Murders. Growing specialization and diversification have brought a host of monographs and textbooks on increasingly specialized topics. However, the "tree" of knowledge of mathematics and related fields does not grow only by putting forth new branches. It also happens, quite often in fact, that branches which were thought to be completely disparate are suddenly seen to be related. Further, the kind and level of sophistication of mathematics applied in various sciences has changed drastically in recent years: measure theory is used (non-trivially) in regional and theoretical economics; algebraic geometry interacts with physics; the Minkowsky lemma, coding theory and the structure of water meet one another in packing and covering theory; quantum fields, crystal defects and mathematical programming profit from homotopy theory; Lie algebras are relevant to filtering; and prediction and electrical engineering can use Stein spaces. And in addition to this there are such new emerging subdisciplines as "experimental mathematics", "CFD", "completely integrable systems", "chaos, synergetics and large-scale order", which are almost impossible to fit into the existing classification schemes.

Geometric Aspects of Functional Analysis

Geometric Aspects of Functional Analysis PDF Author: Bo'az Klartag
Publisher: Springer Nature
ISBN: 3030360202
Category : Mathematics
Languages : en
Pages : 346

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Continuing the theme of the previous volumes, these seminar notes reflect general trends in the study of Geometric Aspects of Functional Analysis, understood in a broad sense. Two classical topics represented are the Concentration of Measure Phenomenon in the Local Theory of Banach Spaces, which has recently had triumphs in Random Matrix Theory, and the Central Limit Theorem, one of the earliest examples of regularity and order in high dimensions. Central to the text is the study of the Poincaré and log-Sobolev functional inequalities, their reverses, and other inequalities, in which a crucial role is often played by convexity assumptions such as Log-Concavity. The concept and properties of Entropy form an important subject, with Bourgain's slicing problem and its variants drawing much attention. Constructions related to Convexity Theory are proposed and revisited, as well as inequalities that go beyond the Brunn–Minkowski theory. One of the major current research directions addressed is the identification of lower-dimensional structures with remarkable properties in rather arbitrary high-dimensional objects. In addition to functional analytic results, connections to Computer Science and to Differential Geometry are also discussed.

Equations différentielles stochastiques singulièrement perturbées

Equations différentielles stochastiques singulièrement perturbées PDF Author: Nils Berglund
Publisher:
ISBN:
Category :
Languages : fr
Pages : 256

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