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In this thesis we investigate different ways of approximating the solution of the chemical master equation (CME). The CME is a system of differential equations that models the stochastic transient behaviour of biochemical reaction networks. It does so by d ...
The important task of evaluating the impact of random parameters on the output of stochastic ordinary differential equations (SODE) can be computationally very demanding, in particular for problems with a high-dimensional parameter space. In this work we c ...
The numerical analysis of a dynamic constrained optimization problem is presented. It consists of a global minimization problem that is coupled with a system of ordinary differential equations. The activation and the deactivation of inequality constraints ...
In this report we study and compare particular integration methods to solve ordinary differential equations, which are separable in solvable parts. The main source for this work is the article of Blanes and Casas: "On the necessity of negative coefficient ...
We consider the long time behavior of the semidiscrete scheme for the Perona-Malik equation in one dimension. We prove that approximated solutions converge, in a slow time scale, to solutions of a limit problem. This limit problem evolves piecewise constan ...
Disseminating a piece of information, or updates for a piece of information, has been shown to benefit greatly from simple randomized procedures, sometimes referred to as gossiping, or epidemic algorithms. Similarly, in a network where mobile nodes occasio ...
Abstract—Performance evaluation of the 802.11 MAC protocol is classically based on the decoupling assumption, which hypothesizes that the backoff processes at different nodes are independent. A necessary condition for the validity of this approach is the e ...
We investigate systems of ordinary differential equations with a parameter. We show that under suitable assumptions on the systems the solutions are computable in the sense of recursive analysis. As an application we give a complete characterization of the ...
This work proposes and analyzes an anisotropic sparse grid stochastic collocation method for solving partial differential equations with random coefficients and forcing terms ( input data of the model). The method consists of a Galerkin approximation in th ...
Society for Industrial and Applied Mathematics2008
Performance evaluation of the 802.11 MAC protocol is classically based on the decoupling assumption, which hypothesizes that the backoff processes at different nodes are independent. A necessary condition for the validity of this approach is the existence ...
