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We propose and analyze a novel Multi Index Monte Carlo (MIMC) method for weak approximation of stochastic models that are described in terms of differential equations either driven by random measures or with random coefficients. The MIMC method is both a s ...
Identification of kinetic models and estimation of reaction and mass-transfer parameters can be performed using the extent-based identification method, whereby each chemical/physical process is treated individually. This method is used here to analyze gas- ...
Time-to-event outcomes are often evaluated on the hazard scale, but interpreting hazards may be difficult. Recently in the causal inference literature concerns have been raised that hazards actually have a built-in selection bias that prevents simple causa ...
The commonality between splines and Gaussian or sparse stochastic processes is that they are ruled by the same type of differential equations. Our purpose here is to demonstrate that this has profound implications for the three primary forms of sampling: u ...
Walking gaits of various animals have been modeled using this framework of differential equations, and more specifically, using network of coupled oscillators or CPG (Central Pattern Generators). In these models, oscillators are coupled among themselves an ...
A partitioned implicit-explicit orthogonal Runge-Kutta method (PIROCK) is proposed for the time integration of diffusion-advection-reaction problems with possibly severely stiff reaction terms and stiff stochastic terms. The diffusion terms are solved by t ...
Identification of kinetic models and estimation of reaction and mass-transfer parameters can be performed using the extent-based identification method, whereby each chemical/physical process is handled separately [1-3]. This method is used here to analyze ...
The Piano Key weir (PKW) is a hydraulically attractive alternative to linear overflow weirs, increasing the unit discharge for similar heads and spillway widths. This advantage allows operating dam reservoirs on an increased level and provides thereby an e ...
A system of differential equations for coupled fluid and drug transport in vascularized (malignant) tissues is derived by a multiscale expansion. We start from mass and momentum balance equations, stated in the physical domain, geometrically characterized ...
A lumped parameter, state space model for a tokamak transformer including the slow flux penetration in the plasma (skin effect transformer model) is presented. The model does not require detailed or explicit information about plasma profiles or geometry. I ...