On the Age of Pseudonyms in Mobile Ad Hoc Networks
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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 ...
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 ...
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. This decoupling assumption results from mean field convergence and is gen ...
Institute of Electrical and Electronics Engineers2012
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 ...
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 ...
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 ...
Consider a diffusion field induced by a finite number of localized and instantaneous sources. In this paper, we study the problem of estimating these sources (including their intensities, spatial locations, and activation time) from the spatiotemporal samp ...
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- ...
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 ...
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 ...
