Log in

Relevant bibliographies by topics / Continuous Time Random Walk / Dissertations / Theses

To see the other types of publications on this topic, follow the link: Continuous Time Random Walk.

Dissertations / Theses on the topic 'Continuous Time Random Walk'

Author: Grafiati

Published: 4 June 2021

Last updated: 25 July 2025

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the top 50 dissertations / theses for your research on the topic 'Continuous Time Random Walk.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Browse dissertations / theses on a wide variety of disciplines and organise your bibliography correctly.

1

Gubiec, Tomasz, and Ryszard Kutner. "Two-step memory within Continuous Time Random Walk." Universitätsbibliothek Leipzig, 2015. http://nbn-resolving.de/urn:nbn:de:bsz:15-qucosa-183316.

Full text

APA, Harvard, Vancouver, ISO, and other styles

2

Gubiec, Tomasz, and Ryszard Kutner. "Two-step memory within Continuous Time Random Walk." Diffusion fundamentals 20 (2013) 64, S. 1, 2013. https://ul.qucosa.de/id/qucosa%3A13643.

Full text

APA, Harvard, Vancouver, ISO, and other styles

3

Chang, Qiang. "Continuous-time random-walk simulation of surface kinetics." The Ohio State University, 2007. http://rave.ohiolink.edu/etdc/view?acc_num=osu1166592142.

Full text

APA, Harvard, Vancouver, ISO, and other styles

4

Li, Chao. "Option pricing with generalized continuous time random walk models." Thesis, Queen Mary, University of London, 2016. http://qmro.qmul.ac.uk/xmlui/handle/123456789/23202.

Full text

Abstract:

The pricing of options is one of the key problems in mathematical finance. In recent years, pricing models that are based on the continuous time random walk (CTRW), an anomalous diffusive random walk model widely used in physics, have been introduced. In this thesis, we investigate the pricing of European call options with CTRW and generalized CTRW models within the Black-Scholes framework. Here, the non-Markovian character of the underlying pricing model is manifest in Black-Scholes PDEs with fractional time derivatives containing memory terms. The inclusion of non-zero interest rates leads t

APA, Harvard, Vancouver, ISO, and other styles

5

Niemann, Markus. "From Anomalous Deterministic Diffusion to the Continuous-Time Random Walk." Wuppertal Universitätsbibliothek Wuppertal, 2010. http://d-nb.info/1000127621/34.

Full text

APA, Harvard, Vancouver, ISO, and other styles

6

Niemann, Markus [Verfasser]. "From Anomalous Deterministic Diffusion to the Continuous-Time Random Walk / Markus Niemann." Wuppertal : Universitätsbibliothek Wuppertal, 2010. http://d-nb.info/1000127621/34.

Full text

APA, Harvard, Vancouver, ISO, and other styles

7

Helfferich, Julian [Verfasser], and Alexander [Akademischer Betreuer] Blumen. "Glass dynamics in the continuous-time random walk framework = Glasdynamik als Zufallsprozess." Freiburg : Universität, 2015. http://d-nb.info/1125885513/34.

Full text

APA, Harvard, Vancouver, ISO, and other styles

8

Allen, Andrew. "A Random Walk Version of Robbins' Problem." Thesis, University of North Texas, 2018. https://digital.library.unt.edu/ark:/67531/metadc1404568/.

Full text

Abstract:

Robbins' problem is an optimal stopping problem where one seeks to minimize the expected rank of their observations among all observations. We examine random walk analogs to Robbins' problem in both discrete and continuous time. In discrete time, we consider full information and relative ranks versions of this problem. For three step walks, we give the optimal stopping rule and the expected rank for both versions. We also give asymptotic upper bounds for the expected rank in discrete time. Finally, we give upper and lower bounds for the expected rank in continuous time, and we show that the ex

APA, Harvard, Vancouver, ISO, and other styles

9

Veretennikova, Maria. "Controlled continuous time random walks and their position dependent extensions." Thesis, University of Warwick, 2014. http://wrap.warwick.ac.uk/66990/.

Full text

Abstract:

Continuous Time Random Walks (CTRWs) are used widely for modelling anomalous diffusion. This thesis is the first research which focuses on optimal control of CTRWs, their modifications and their position dependent extensions. We derive the equation which may be called a fractional Hamilton Jacobi Bellman equation (FHJB), as it is similar to the HJB equation for controlled Markov processes. We present our original analysis of the FHJB equation, firstly working with its simpler linear version and obtaining useful regularity properties, and secondly, deriving the mild form of the FHJB, exploring

APA, Harvard, Vancouver, ISO, and other styles

10

Денисов, Станіслав Іванович, Станислав Иванович Денисов, Stanislav Ivanovych Denysov, Юрій Сергійович Бистрик, Юрий Сергеевич Быстрик, and Yurii Serhiiovych Bystryk. "New asymptotic solutions of the unbiased continuous-time random walks." Thesis, Видавництво СумДУ, 2011. http://essuir.sumdu.edu.ua/handle/123456789/9941.

Full text

APA, Harvard, Vancouver, ISO, and other styles

11

Бистрик, Юрій Сергійович, Юрий Сергеевич Быстрик, Yurii Serhiiovych Bystryk, et al. "Numerical Simulation of Decoupled Continuous-Time Random Walks with Superheavy-Tailed Waiting Time Distributions." Thesis, Sumy State University, 2012. http://essuir.sumdu.edu.ua/handle/123456789/35379.

Full text

Abstract:

We develop a numerical method to study the long-time behavior of continuous-time random walks characterized by superheavy-tailed distributions of waiting time. To test the method, we consider symmetric jump-length distributions with both finite second moments and heavy tails for which the asymptotic behavior of the walking particle is known exactly. Our numerical results for the distributions of the particle position are in excellent agreement with the analytical ones. When you are citing the document, use the following link http://essuir.sumdu.edu.ua/handle/123456789/35379

APA, Harvard, Vancouver, ISO, and other styles

12

Puyguiraud, Alexandre. "Upscaling transport in heterogeneous media : from pore to Darcy scale through Continuous Time Random Walks." Thesis, Montpellier, 2019. http://www.theses.fr/2019MONTG016/document.

Full text

Abstract:

Les mécanismes responsables du transport hydrodynamique anormal (non-Fickéen) peuvent être rattachés à la complexité de la géométrie du milieu à l'échelle des pores. Dans cette thèse, nous étudions la dynamique des vitesses de particules à l'échelle des pores. À l'aide de simulations de suivi de particules effectuées sur un échantillon numérisé de grès de Berea, nous présentons une analyse détaillée de l'évolution Lagrangienne et Eulérienne et de leur dépendance aux conditions initiales. Le long de leur ligne de courant, la vitesse des particules montre un signal intermittent complexe, alors q

APA, Harvard, Vancouver, ISO, and other styles

13

Денисов, Станіслав Іванович, Станислав Иванович Денисов, Stanislav Ivanovych Denysov, and Y. S. Bystrik. "Long-time solutions of decoupled continuous-time random walks with asymmetric heavy-tailed jump length distributions." Thesis, Видавництво СумДУ, 2012. http://essuir.sumdu.edu.ua/handle/123456789/27608.

Full text

APA, Harvard, Vancouver, ISO, and other styles

14

Hashimoto, Tatsunori B. (Tatsunori Benjamin). "Continuous representations and models from random walk diffusion limits." Thesis, Massachusetts Institute of Technology, 2016. http://hdl.handle.net/1721.1/105670.

Full text

Abstract:

Thesis: Ph. D., Massachusetts Institute of Technology, Department of Electrical Engineering and Computer Science, 2016.<br>Cataloged from PDF version of thesis.<br>Includes bibliographical references (pages 193-202).<br>Structured data such as sequences and networks pose substantial difficulty for traditional statistical theory which has focused on data drawn independently from a vector space. A popular and empirically effective technique for dealing with such data is to map elements of the data to a vector space and to operate over the embedding as a summary statistic. Such a vector represent

APA, Harvard, Vancouver, ISO, and other styles

15

Albers, Tony. "Weak nonergodicity in anomalous diffusion processes." Doctoral thesis, Universitätsbibliothek Chemnitz, 2016. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-qucosa-214327.

Full text

Abstract:

Anomale Diffusion ist ein weitverbreiteter Transportmechanismus, welcher für gewöhnlich mit ensemble-basierten Methoden experimentell untersucht wird. Motiviert durch den Fortschritt in der Einzelteilchenverfolgung, wo typischerweise Zeitmittelwerte bestimmt werden, entsteht die Frage nach der Ergodizität. Stimmen ensemble-gemittelte Größen und zeitgemittelte Größen überein, und wenn nicht, wie unterscheiden sie sich? In dieser Arbeit studieren wir verschiedene stochastische Modelle für anomale Diffusion bezüglich ihres ergodischen oder nicht-ergodischen Verhaltens hinsichtlich der mittleren q

APA, Harvard, Vancouver, ISO, and other styles

16

Katzenbeisser, Walter, and Wolfgang Panny. "Simple Random Walk Statistics. Part I: Discrete Time Results." Department of Statistics and Mathematics, WU Vienna University of Economics and Business, 1990. http://epub.wu.ac.at/1078/1/document.pdf.

Full text

Abstract:

In a famous paper Dwass [I9671 proposed a method to deal with rank order statistics, which constitutes a unifying framework to derive various distributional results. In the present paper an alternative method is presented, which allows to extend Dwass's results in several ways, viz. arbitrary endpoints, horizontal steps, and arbitrary probabilities for the three step types. Regarding these extensions the pertaining rank order statistics are extended as well to simple random walk statistics. This method has proved appropriate to generalize all results given by Dwass. Moreover, these discrete ti

APA, Harvard, Vancouver, ISO, and other styles

17

Workneh, Tewabe Chekole <1986&gt. "A Continuous - Time Quantum Walk for Attributed Graphs Matching." Master's Degree Thesis, Università Ca' Foscari Venezia, 2013. http://hdl.handle.net/10579/3468.

Full text

Abstract:

ABSTRACT Various Aspects Of the Theory of Quantum Walks on Graphs are Surveyed. In particular, Quantum network routing ,Kempe[2002],Quantum Walk Search Algorithm, Shenvi,Kempe and Whaley[2002] , Element distinctness ,Ambainis, [2004]. Connections with the eigenvalues of Graphs and the use of these connections in the study of Quantum walks is described. Dierent researchers had contribution and put their benchmark idea Pertaining with this concept. I also try to investigate recent Application of Quantum walks, In particular the problem pertained with Graph matching i.e Matching nodes(vertices) o

APA, Harvard, Vancouver, ISO, and other styles

18

Lau, Hon Wai. "Random walk in networks : first passage time and speed analysis /." View abstract or full-text, 2009. http://library.ust.hk/cgi/db/thesis.pl?PHYS%202009%20LAU.

Full text

APA, Harvard, Vancouver, ISO, and other styles

19

Telcs, Andras, and h197tel@ella hu. "Volume and Time Doubling of Graphs and Random Walks, the Strongly." ESI preprints, 2001. ftp://ftp.esi.ac.at/pub/Preprints/esi1016.ps.

Full text

APA, Harvard, Vancouver, ISO, and other styles

20

Bernergård, Zandra. "Connection between discrete time random walks and stochastic processes by Donsker's Theorem." Thesis, Mälardalens högskola, Akademin för utbildning, kultur och kommunikation, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-48719.

Full text

Abstract:

In this paper we will investigate the connection between a random walk and a continuous time stochastic process. Donsker's Theorem states that a random walk under certain conditions will converge to a Wiener process. We will provide a detailed proof of this theorem which will be used to prove that a geometric random walk converges to a geometric Brownian motion.

APA, Harvard, Vancouver, ISO, and other styles

21

Kanzler, Ludwig. "A study of the efficiency of the foreign exchange market through analysis of ultra-high frequency data." Thesis, University of Oxford, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.297525.

Full text

APA, Harvard, Vancouver, ISO, and other styles

22

Fan, Rong. "Random Walk With Absorbing Barriers Modeled by Telegraph Equation With Absorbing Boundaries." OpenSIUC, 2018. https://opensiuc.lib.siu.edu/dissertations/1588.

Full text

Abstract:

Organisms have movements that are usually modeled by particles’ random walks. Under some mathematical technical assumptions the movements are described by diffusion equations. However, empirical data often show that the movements are not simple random walks. Instead, they are correlated random walks and are described by telegraph equations. This thesis considers telegraph equations with and without bias corresponding to correlated random walks with and without bias. Analytical solutions to the equations with absorbing boundary conditions and their mean passage times are obtained. Numerical si

APA, Harvard, Vancouver, ISO, and other styles

23

Stoor, Daniel. "Solution of the Stefan problem with general time-dependent boundary conditions using a random walk method." Thesis, Örebro universitet, Institutionen för naturvetenskap och teknik, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-385147.

Full text

Abstract:

This work deals with the one-dimensional Stefan problem with a general time- dependent boundary condition at the fixed boundary. The solution will be obtained using a discrete random walk method and the results will be compared qualitatively with analytical- and finite difference method solutions. A critical part has been to model the moving boundary with the random walk method. The results show that the random walk method is competitive in relation to the finite difference method and has its advantages in generality and low effort to implement. The finite difference method has, on the other h

APA, Harvard, Vancouver, ISO, and other styles

24

Kwan, Jonathan Carleton University Dissertation Engineering Electrical. "Noise analysis and simulation of switched-capacitor circuits using a continuous time circuit simulator." Ottawa, 1988.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

25

Nakamura, Chikara. "Asymptotic behaviors of random walks; application of heat kernel estimates." Kyoto University, 2018. http://hdl.handle.net/2433/232222.

Full text

APA, Harvard, Vancouver, ISO, and other styles

26

Ahlquist, Blair 1979. "Probability on graphs: A comparison of sampling via random walks and a result for the reconstruction problem." Thesis, University of Oregon, 2010. http://hdl.handle.net/1794/11144.

Full text

Abstract:

vi, 48 p. : ill. A print copy of this thesis is available through the UO Libraries. Search the library catalog for the location and call number.<br>We compare the relaxation times of two random walks - the simple random walk and the metropolis walk - on an arbitrary finite multigraph G. We apply this result to the random graph with n vertices, where each edge is included with probability p = [Special characters omitted.] where λ > 1 is a constant and also to the Newman-Watts small world model. We give a bound for the reconstruction problem for general trees and general 2 × 2 matrices in terms

APA, Harvard, Vancouver, ISO, and other styles

27

Abe, Yoshihiro. "Cover times and extrema of local times for random walks on graphs." 京都大学 (Kyoto University), 2016. http://hdl.handle.net/2433/215283.

Full text

APA, Harvard, Vancouver, ISO, and other styles

28

Pöschke, Patrick. "Influence of Molecular Diffusion on the Transport of Passive Tracers in 2D Laminar Flows." Doctoral thesis, Humboldt-Universität zu Berlin, 2018. http://dx.doi.org/10.18452/19526.

Full text

Abstract:

In dieser Arbeit betrachten wir das Strömungs-Diffusions-(Reaktions)-Problem für passive Markerteilchen, die in zweidimensionalen laminaren Strömungsmustern mit geringem thermischem Rauschen gelöst sind. Der deterministische Fluss umfasst Zellen in Form von Quadraten oder Katzenaugen. In ihnen tritt Rotationsbewegung auf. Einige der Strömungen bestehen aus wellenförmigen Bereichen mit gerader Vorwärtsbewegung. Alle Systeme sind entweder periodisch oder durch Wände begrenzt. Eine untersuchte Familie von Strömungen interpoliert kontinuierlich zwischen Reihen von Wirbeln und Scherflüssen.

APA, Harvard, Vancouver, ISO, and other styles

29

Yavuz, Mehmet Emre. "Time reversal based signal processing techniques for ultrawideband electromagnetic sensing in random media." Columbus, Ohio : Ohio State University, 2007. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1198770526.

Full text

APA, Harvard, Vancouver, ISO, and other styles

30

Hees, Katharina [Verfasser]. "Gemeinsame Konvergenz von Summe und Maximum und das Grenzwertverhalten von gekoppelten Continuous Time Random Maxima / Katharina Hees." München : Verlag Dr. Hut, 2015. http://d-nb.info/1074063546/34.

Full text

APA, Harvard, Vancouver, ISO, and other styles

31

Gatsios, Rafael Confetti. "Reavaliação da superioridade dos analistas na previsão de resultado futuro das empresas brasileiras de capital aberto." Universidade de São Paulo, 2018. http://www.teses.usp.br/teses/disponiveis/96/96133/tde-28032018-163418/.

Full text

Abstract:

A pesquisa apresenta um estudo sobre a superioridade dos analistas de mercado com relação aos modelos random walk na previsão de resultados futuros das empresas brasileiras de capital aberto a curto e longo prazo. A literatura tradicional indica superioridade irrestrita dos analistas de mercado sobre os modelos de séries temporais por conta das vantagens de tempo e informação desses agentes. No entanto, estudos recentes da literatura internacional apontam para a necessidade de reavaliação dessa superioridade indicando que, para determinadas características da empresa e principalmente para esti

APA, Harvard, Vancouver, ISO, and other styles

32

BORRELLO, DAVIDE. "Interacting particle systems: stochastic order, attractiveness and random walks on small world graphs." Doctoral thesis, Università degli Studi di Milano-Bicocca, 2009. http://hdl.handle.net/10281/7467.

Full text

Abstract:

The main subject of the thesis is concerned with interacting particle systems, which are classes of spatio-temporal stochastic processes describing the evolution of particles in interaction with each other. The particles move on a finite or infinite discrete space and on each element of this space the state of the configuration is integer valued. Configurations of particles evolve in continuous time according to a Markov process. Here the space is either the infinite deterministic d-dimensional lattice or a random graph given by the finite d-dimensional torus with random matchings. In Part

APA, Harvard, Vancouver, ISO, and other styles

33

Merschjann, Christoph [Verfasser]. "Optically generated small polarons : Time-resolved pump-multiprobe experiments in lithium niobate vs. random-walk charge-transport simulations in oxide crystals / Christoph Merschjann." Aachen : Shaker, 2007. http://d-nb.info/1164339370/34.

Full text

APA, Harvard, Vancouver, ISO, and other styles

34

Golder, Jacques. "Modélisation d'un phénomène pluvieux local et analyse de son transfert vers la nappe phréatique." Phd thesis, Université d'Avignon, 2013. http://tel.archives-ouvertes.fr/tel-01057725.

Full text

Abstract:

Dans le cadre des recherches de la qualité des ressources en eau, l'étude du processus de transfert de masse du sol vers la nappe phréatique constitue un élément primordial pour la compréhension de la pollution de cette dernière. En effet, les éléments polluants solubles à la surface (produits liés aux activités humaines tels engrais, pesticides...) peuvent transiter vers la nappe à travers le milieu poreux qu'est le sol. Ce scénario de transfert de pollution repose sur deux phénomènes : la pluie qui génère la masse d'eau à la surface et la dispersion de celle-ci à travers le milieu poreux. La

APA, Harvard, Vancouver, ISO, and other styles

35

Kosowski, Adrian. "Time and Space-Efficient Algorithms for Mobile Agents in an Anonymous Network." Habilitation à diriger des recherches, Université Sciences et Technologies - Bordeaux I, 2013. http://tel.archives-ouvertes.fr/tel-00867765.

Full text

Abstract:

Computing with mobile agents is rapidly becoming a topic of mainstream research in the theory of distributed computing. The main research questions undertaken in this study concern the feasibility of solving fundamental tasks in an anonymous network, subject to limitations on the resources available to the agent. The considered challenges include: exploring a graph by means of an agent with limited memory, discovery of the network topology, and attempting to meet with another agent in another network (rendezvous). The constraints imposed on the agent include the number of moves which the agent

APA, Harvard, Vancouver, ISO, and other styles

36

Schlemm, Eckhard [Verfasser], Robert [Akademischer Betreuer] Stelzer, Thomas [Akademischer Betreuer] Klein, and Abreu Carrión Víctor Manuel [Akademischer Betreuer] Pérez. "Estimation of Continuous-Time ARMA Models and Random Matrices with Dependent Entries / Eckhard Schlemm. Gutachter: Thomas Klein ; Víctor Manuel Pérez Abreu Carrión. Betreuer: Robert Stelzer." München : Universitätsbibliothek der TU München, 2011. http://d-nb.info/1019588810/34.

Full text

APA, Harvard, Vancouver, ISO, and other styles

37

Gnanaselvam, Pritheesh. "Modeling Turbulent Dispersion and Deposition of Airborne Particles in High Temperature Pipe Flows." The Ohio State University, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=osu1598016744932462.

Full text

APA, Harvard, Vancouver, ISO, and other styles

38

Terçariol, César Augusto Sangaletti. "Caminhadas deterministas parcialmente auto-repulsivas: resultados analíticos para o efeito da memória do turista na exploração de meios desordenados." Universidade de São Paulo, 2008. http://www.teses.usp.br/teses/disponiveis/59/59135/tde-18122009-153031/.

Full text

Abstract:

Considere um meio desordenado constituído por $N$ pontos cujas coordenadas são geradas aleatoriamente de maneira uniforme e independente nas arestas unitárias de um hipercubo $d$-dimensional. As probabilidades de vizinhança entre os pares de pontos deste meio são expressas através da fórmula de Cox. Um caminhante parte de um dado ponto deste meio desordenado e se movimenta obedecendo à regra determinista de ir para o ponto mais próximo que não tenha sido visitado nos últimos $\\mu$ passos. Este processo foi denominado de caminhada determinista do turista. Cada trajetória gerada por esta dinâmi

APA, Harvard, Vancouver, ISO, and other styles

39

Levernier, Nicolas. "Temps de premier passage de processus non-markoviens." Thesis, Paris 6, 2017. http://www.theses.fr/2017PA066118/document.

Full text

Abstract:

Cette thèse cherche à quantifier le temps de premier passage (FPT) d'un marcheur non-markovien sur une cible. La première partie est consacrée au calcul du temps moyen de premier passage (MFPT) pour différents processus non-markoviens confinés, pour lesquels les variables cachées sont connues. Notre méthode, qui adapte un formalisme existant, repose sur la détermination de la distribution des variables cachées au moment du FPT. Nous étendons ensuite ces idées à processus non-markoviens confinés généraux, sans introduire les variables cachées - en général inconnues. Nous montrons que le MFPT es

APA, Harvard, Vancouver, ISO, and other styles

40

Terçariol, César Augusto Sangaletti. ""Resultados analíticos para as distribuições estatísticas relacionadas à caminhada determinista do turista sem memória: efeito da dimensionalidade do sistema e modelos de campo médio"." Universidade de São Paulo, 2004. http://www.teses.usp.br/teses/disponiveis/59/59135/tde-29092005-191004/.

Full text

Abstract:

Considere um meio caracterizado por $N$ pontos cujas coordenadas são geradas aleatoriamente de maneira uniforme nas arestas unitárias de um hipercubo $d$-dimensional. Um caminhante parte de cada ponto deste meio desordenado e se movimenta obedecendo à regra determinista de ir para o ponto mais próximo que não tenha sido visitado nos últimos $mu$ passos. Este processo foi denominado de caminhada determinista do turista. Cada trajetória gerada por esta dinâmica possui uma parte inicial não-periódica de $t$ passos (transiente) e uma parte final periódica de $p$ passos (atrator). As probabilid

APA, Harvard, Vancouver, ISO, and other styles

41

Ung, Hervé. "Quasi real-time model for security of water distribution network." Thesis, Bordeaux, 2016. http://www.theses.fr/2016BORD0015/document.

Full text

Abstract:

Le but de cette thèse est de modéliser la propagation d’un contaminant au sein d’un réseau d’eau potable muni de capteurs temps réel. Elle comporte les trois axes de développement suivant: la résolution des équations de transport, celle du problème d’identification des sources de contamination et le placement des capteurs.Le transport d’un produit chimique est modélisé dans un réseau d’eau potable par l’équation de transport réaction 1-D avec l’hypothèse de mélange parfait aux noeuds. Il est proposé d’améliorer sa prédiction par l’ajout d’un modèle de mélange imparfait aux jonctions double T e

APA, Harvard, Vancouver, ISO, and other styles

42

Le, Thi Thu Hien. "Exposants de Lyapunov et potentiel aléatoire." Thesis, Brest, 2015. http://www.theses.fr/2015BRES0025/document.

Full text

Abstract:

Dans le cadre de cette thèse, nous nous intéressons à ”l’exposant de Lyapu-nov” pour deux modèles en milieu aléatoire : la marche aléatoire en potentiel aléatoire, le mouvement brownien en potentiel poissonnien.Dans la première partie de la thèse (chapitre II), on étudie une marche aléatoire dans un potentiel aléatoire donné par une famille de variables aléa¬toires i.i.d. non-négatives. La continuité des exposants de Lyapunov par rap¬port à la loi du potentiel est démontrée dans le cas transient, c’est-à-dire en dimension d ≥ 3 ou en dimension 2 pour un potentiel borné inférieurement. On pours

APA, Harvard, Vancouver, ISO, and other styles

43

Bodin, Jacques. "Transport de solutés dans des réseaux de fractures discrets : nouvelle approche Lagrangienne dans le domaine des temps." Paris 6, 2001. http://www.theses.fr/2001PA066394.

Full text

APA, Harvard, Vancouver, ISO, and other styles

44

Guerre, Emmanuel. "Méthode non paramétriques d'analyse des séries temporelles multivariées : estimation de mesures de dépendances." Paris 6, 1993. http://www.theses.fr/1993PA066110.

Full text

Abstract:

Dans un premier chapitre, on presente differentes hypotheses permettant, si elles sont verifiees, d'obtenir de meilleures vitesses de convergence pour des estimateurs utilisant ces proprietes. Les deux chapitres suivants s'interessent a l'estimation de mesures caracterisant ces hypotheses de dependance: on etudie la convergence presque sure et la loi limite d'estimateurs non parametriques de contrastes de kullback. Le dernier chapitre s'interesse a un probleme different, de choix de modeles. On propose des tests pour determiner si une marche aleatoire est de type geometrique ou arithmetique

APA, Harvard, Vancouver, ISO, and other styles

45

Ho, Fu-Hsuan. "Aspects algorithmiques du modèle continu à énergie aléatoire." Electronic Thesis or Diss., Toulouse 3, 2023. http://www.theses.fr/2023TOU30184.

Full text

Abstract:

Cette thèse explore les perspectives algorithmiques de la marche aléatoire branchante et du modèle continu d'énergie aléatoire (CREM). Nous nous intéressons notamment à la construction d'algorithmes en temps polynomial capables d'échan¬tillonner la mesure de Gibbs du modèle avec une grande probabilité, et à identifier le régime de dureté, qui consiste en toute température inverse bêta telle que de tels algorithmes en temps polynomial n'existent pas. Dans le Chapitre 1, nous fournissons un aperçu historique des modèles et moti¬vons les problèmes algorithmiques étudiés. Nous donnons également un

APA, Harvard, Vancouver, ISO, and other styles

46

Cheng, Teddy Man Lai. "Application of filtering theory for optimum strategies in stock market investment." Thesis, Queensland University of Technology, 1997.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

47

Cupertino, Thiago Henrique. "Machine learning via dynamical processes on complex networks." Universidade de São Paulo, 2013. http://www.teses.usp.br/teses/disponiveis/55/55134/tde-25032014-154520/.

Full text

Abstract:

Extracting useful knowledge from data sets is a key concept in modern information systems. Consequently, the need of efficient techniques to extract the desired knowledge has been growing over time. Machine learning is a research field dedicated to the development of techniques capable of enabling a machine to \"learn\" from data. Many techniques have been proposed so far, but there are still issues to be unveiled specially in interdisciplinary research. In this thesis, we explore the advantages of network data representation to develop machine learning techniques based on dynamical processes

APA, Harvard, Vancouver, ISO, and other styles

48

Bicout, Dominique. "Diffusion multiple de la lumière dans des écoulements." Grenoble 1, 1992. http://www.theses.fr/1992GRE10192.

Full text

Abstract:

Ce manuscrit presente une etude theorique et experimentale sur la possibilite d'etendre la spectroscopie de diffusion multiple de la lumiere aux ecoulements laminaires et stationnaires, et notamment a l'etude des instabilites dans les ecoulements. Cette etude porte sur l'analyse de la fonction de correlations temporelle de l'intensite diffusee. En regime de diffusion multiple, la fonction de correlation temporelle c#1(t) est sensible au module des gradients de vitesse et non a la vitesse moyenne de l'ecoulement. Cette fonction de correlation est caracterisee par le temps 1/kl* en reflexion, et

APA, Harvard, Vancouver, ISO, and other styles

49

Peña, Monferrer Carlos. "Computational fluid dynamics multiscale modelling of bubbly flow. A critical study and new developments on volume of fluid, discrete element and two-fluid methods." Doctoral thesis, Universitat Politècnica de València, 2017. http://hdl.handle.net/10251/90493.

Full text

Abstract:

The study and modelling of two-phase flow, even the simplest ones such as the bubbly flow, remains a challenge that requires exploring the physical phenomena from different spatial and temporal resolution levels. CFD (Computational Fluid Dynamics) is a widespread and promising tool for modelling, but nowadays, there is no single approach or method to predict the dynamics of these systems at the different resolution levels providing enough precision of the results. The inherent difficulties of the events occurring in this flow, mainly those related with the interface between phases, makes that

APA, Harvard, Vancouver, ISO, and other styles

50

Yeh, Ming-Kai, and 葉銘凱. "The study of using continuous time random walk model in contaminant transport modeling." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/76223852580153147071.

Full text

Abstract:

碩士<br>國立成功大學<br>資源工程學系碩博士班<br>95<br>Due to the heterogeneities of physical and chemical properties of porous media, the plumes of contamination are often shown non-Gaussian behaviors. We proposed a numerical model to simulate non-Gaussian distribution by using the continuous time random walk(CTRW) method. The parameters required in the CTRW model are defined by fitting results of CTRW and these of traditional advection-dispersion model. The proposed model is applied to Borden site. Results show that CTRW well describes the non-Gaussian behavior of solute transport and is a better model to s

APA, Harvard, Vancouver, ISO, and other styles

We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!