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Thèses sur le sujet « Stochastic simulation algorithms »

Auteur : Grafiati

Publié le 9 mars 2023

Mis à jour le 31 juillet 2025

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1

Hu, Liujia. "Convergent algorithms in simulation optimization." Diss., Georgia Institute of Technology, 2015. http://hdl.handle.net/1853/54883.

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It is frequently the case that deterministic optimization models could be made more practical by explicitly incorporating uncertainty. The resulting stochastic optimization problems are in general more difficult to solve than their deterministic counterparts, because the objective function cannot be evaluated exactly and/or because there is no explicit relation between the objective function and the corresponding decision variables. This thesis develops random search algorithms for solving optimization problems with continuous decision variables when the objective function values can be estima

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2

Qureshi, Sumaira Ejaz. "Comparative study of simulation algorithms in mapping spaces of uncertainty /." St. Lucia, Qld, 2002. http://www.library.uq.edu.au/pdfserve.php?image=thesisabs/absthe16450.pdf.

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3

Vo, Hong Thanh. "On Efficient Algorithms for Stochastic Simulation of Biochemical Reaction Systems." Doctoral thesis, Università degli studi di Trento, 2013. https://hdl.handle.net/11572/369286.

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Computational techniques provide invaluable tools for developing a quantitative understanding the complexity of biological systems. The knowledge of the biological system under study is formalized in a precise form by a model. A simulation algorithm will realize the dynamic interactions encoded in the model. The simulation can uncover biological implications and derive further predictive experiments. Several successful approaches with different levels of detail have been introduced to deal with various biological pathways including regulatory networks, metabolic pathways and signaling pathways

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Vo, Hong Thanh. "On Efficient Algorithms for Stochastic Simulation of Biochemical Reaction Systems." Doctoral thesis, University of Trento, 2013. http://eprints-phd.biblio.unitn.it/1070/1/PhD-Thesis_vhthanh.pdf.

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Computational techniques provide invaluable tools for developing a quantitative understanding the complexity of biological systems. The knowledge of the biological system under study is formalized in a precise form by a model. A simulation algorithm will realize the dynamic interactions encoded in the model. The simulation can uncover biological implications and derive further predictive experiments. Several successful approaches with different levels of detail have been introduced to deal with various biological pathways including regulatory networks, metabolic pathways and signaling pathways

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MOSCA, ETTORE. "Membrane systems and stochastic simulation algorithms for the modelling of biological systems." Doctoral thesis, Università degli Studi di Milano-Bicocca, 2011. http://hdl.handle.net/10281/19296.

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Membrane Computing is a branch of computer science that was born after the introduction of Membrane Systems (or P systems) by a seminal paper by Gh. Paun. Membrane systems are computing devices inspired by the structure and functioning of living cells as well as from the way the cells are organized in tissues and higher order structures. The aim of membrane computing is to abstract computing ideas and models imitating these products of natural evolution. A typical membrane system is composed by a number of regions surrounded by membranes; regions contains multisets of objects (molecules) and r

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6

Xu, Guanglei. "Adiabatic processes, noise, and stochastic algorithms for quantum computing and quantum simulation." Thesis, University of Strathclyde, 2018. http://digitool.lib.strath.ac.uk:80/R/?func=dbin-jump-full&object_id=30919.

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Rapid developments in experiments provide promising platforms for realising quantum computation and quantum simulation. This, in turn, opens new possibilities for developing useful quantum algorithms and explaining complex many-body physics. The advantages of quantum computation have been demonstrated in a small range of subjects, but the potential applications of quantum algorithms for solving complex classical problems are still under investigation. Deeper understanding of complex many-body systems can lead to realising quantum simulation to study systems which are inaccessible by other mean

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7

Park, Chuljin. "Discrete optimization via simulation with stochastic constraints." Diss., Georgia Institute of Technology, 2013. http://hdl.handle.net/1853/49088.

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In this thesis, we first develop a new method called penalty function with memory (PFM). PFM consists of a penalty parameter and a measure of constraint violation and it converts a discrete optimization via simulation (DOvS) problem with stochastic constraints into a series of DOvS problems without stochastic constraints. PFM determines a penalty of a visited solution based on past results of feasibility checks on the solution. Specifically, assuming a minimization problem, a penalty parameter of PFM, namely the penalty sequence, diverges to infinity for an infeasible solution but converges to

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8

Yarmolskyy, Oleksandr. "Využití distribuovaných a stochastických algoritmů v síti." Master's thesis, Vysoké učení technické v Brně. Fakulta elektrotechniky a komunikačních technologií, 2018. http://www.nusl.cz/ntk/nusl-370918.

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This thesis deals with the distributed and stochastic algorithms including testing their convergence in networks. The theoretical part briefly describes above mentioned algorithms, including their division, problems, advantages and disadvantages. Furthermore, two distributed algorithms and two stochastic algorithms are chosen. The practical part is done by comparing the speed of convergence on various network topologies in Matlab.

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Zhang, Chao Ph D. Massachusetts Institute of Technology. "Computationally efficient offline demand calibration algorithms for large-scale stochastic traffic simulation models." Thesis, Massachusetts Institute of Technology, 2018. http://hdl.handle.net/1721.1/120639.

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Thesis: Ph. D. in Transportation, Massachusetts Institute of Technology, Department of Civil and Environmental Engineering, 2018.<br>Cataloged from PDF version of thesis.<br>Includes bibliographical references (pages 168-181).<br>This thesis introduces computationally efficient, robust, and scalable calibration algorithms for large-scale stochastic transportation simulators. Unlike a traditional "black-box" calibration algorithm, a macroscopic analytical network model is embedded through a metamodel simulation-based optimization (SO) framework. The computational efficiency is achieved through

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10

Chen, Si. "Design of Energy Storage Controls Using Genetic Algorithms for Stochastic Problems." UKnowledge, 2015. http://uknowledge.uky.edu/ece_etds/80.

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A successful power system in military applications (warship, aircraft, armored vehicle etc.) must operate acceptably under a wide range of conditions involving different loading configurations; it must maintain war fighting ability and recover quickly and stably after being damaged. The introduction of energy storage for the power system of an electric warship integrated engineering plant (IEP) may increase the availability and survivability of the electrical power under these conditions. Herein, the problem of energy storage control is addressed in terms of maximizing the average performance.

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Shang, Xiaocheng. "Extended stochastic dynamics : theory, algorithms, and applications in multiscale modelling and data science." Thesis, University of Edinburgh, 2016. http://hdl.handle.net/1842/20422.

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This thesis addresses the sampling problem in a high-dimensional space, i.e., the computation of averages with respect to a defined probability density that is a function of many variables. Such sampling problems arise in many application areas, including molecular dynamics, multiscale models, and Bayesian sampling techniques used in emerging machine learning applications. Of particular interest are thermostat techniques, in the setting of a stochastic-dynamical system, that preserve the canonical Gibbs ensemble defined by an exponentiated energy function. In this thesis we explore theory, alg

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12

Egilmez, Gokhan. "Stochastic Cellular Manufacturing System Design and Control." Ohio University / OhioLINK, 2012. http://rave.ohiolink.edu/etdc/view?acc_num=ohiou1354351909.

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Hessami, Mohammad Hessam. "Modélisation multi-échelle et hybride des maladies contagieuses : vers le développement de nouveaux outils de simulation pour contrôler les épidémies." Thesis, Université Grenoble Alpes (ComUE), 2016. http://www.theses.fr/2016GREAS036/document.

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Les études théoriques en épidémiologie utilisent principalement des équations différentielles pour étudier (voire tenter de prévoir) les processus infectieux liés aux maladies contagieuses, souvent sous des hypothèses peu réalistes (ex: des populations spatialement homogènes). Cependant ces modèles ne sont pas bien adaptés pour étudier les processus épidémiologiques à différentes échelles et ils ne sont pas efficaces pour prédire correctement les épidémies. De tels modèles devraient notamment être liés à la structure sociale et spatiale des populations. Dans cette thèse, nous proposons un ense

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Boczkowski, Lucas. "Search and broadcast in stochastic environments, a biological perspective." Thesis, Sorbonne Paris Cité, 2018. http://www.theses.fr/2018USPCC044.

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Cette thèse s’articule autour de deux séries de travaux motivés par des expériences sur des fourmis. Bien qu’inspirés par labiologie, les modèles que nous développons utilisent une terminologie et une approche typique de l’informatique théorique.Le premier modèle s’inspire du transport collaboratif de nourriture au sein de l’espèce P. Longicornis. Certains aspectsfondamentaux du processus peuvent être décrits par un problème de recherche sur un graphe en présence d’un certain typed’indications bruitées à chaque noeud. Ces indications représentent de courtes traces de phéromones déposées devant

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Ittiwattana, Waraporn. "A Method for Simulation Optimization with Applications in Robust Process Design and Locating Supply Chain Operations." The Ohio State University, 2002. http://rave.ohiolink.edu/etdc/view?acc_num=osu1030366020.

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Costa, Jardel da Silva. "Minimização do potencial de Lennard-Jones via otimização global." Universidade do Estado do Rio de Janeiro, 2010. http://www.bdtd.uerj.br/tde_busca/arquivo.php?codArquivo=1604.

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior<br>Devido à sua importância, o chamado problema de Lennard-Jones tem atraído pesquisadores de diversos campos da ciência pura e aplicada. Tal problema resume-se em achar as coordenadas de um sistema no espaço Euclidiano tridimensional, as quais correspondem a um mínimo de um potencial de energia. Esse problema desempenha um papel de fundamental importância na determinação da estabilidade de moléculas em arranjos altamente ramificados, como das proteínas. A principal dificuldade para resolver o problema de Lennard-Jones decorre do fato

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Dalgedaitė, Dainė. "Stochastinio modeliavimo algoritmai ieškant talpiausio geometrinių figūrų pakavimo." Master's thesis, Lithuanian Academic Libraries Network (LABT), 2007. http://vddb.library.lt/obj/LT-eLABa-0001:E.02~2007~D_20070816_172150-44944.

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Darbe trumpai apžvelgtos figūrų pakavimo ištakos, aprašyti keli figūrų pakavimui naudojami stochastinio modeliavimo algoritmai. Išnagrinėtas perturbacijos metodas, sukurtos dvi šiuo metodu vienetiniame kvadrate vienodus apskritimus pakuojan��ios programos, detaliai aprašyti jų algoritmai. Eksperimentiškai ištirtos programų galimybės: kiekviena programa po 30 kartų buvo pakuojami n apskritimų, kur 3 ≤ n ≤ 15 ir n = 25, 50, 75, 100. Buvo fiksuojami ir apibendrinami pakavimų rezultatai. Pastarieji lyginti tarpusavy ir kartu su Violetos Sabonienės magistriniame darbe ,,Biliardinio modeliavimo algo

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Xu, Zhouyi. "Stochastic Modeling and Simulation of Gene Networks." Scholarly Repository, 2010. http://scholarlyrepository.miami.edu/oa_dissertations/645.

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Recent research in experimental and computational biology has revealed the necessity of using stochastic modeling and simulation to investigate the functionality and dynamics of gene networks. However, there is no sophisticated stochastic modeling techniques and efficient stochastic simulation algorithms (SSA) for analyzing and simulating gene networks. Therefore, the objective of this research is to design highly efficient and accurate SSAs, to develop stochastic models for certain real gene networks and to apply stochastic simulation to investigate such gene networks. To achieve this object

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Geltz, Brad. "Handling External Events Efficiently in Gillespie's Stochastic Simulation Algorithm." VCU Scholars Compass, 2010. http://scholarscompass.vcu.edu/etd/168.

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Gillespie's Stochastic Simulation Algorithm (SSA) provides an elegant simulation approach for simulating models composed of coupled chemical reactions. Although this approach can be used to describe a wide variety biological, chemical, and ecological systems, often systems have external behaviors that are difficult or impossible to characterize using chemical reactions alone. This work extends the applicability of the SSA by adding mechanisms for the inclusion of external events and external triggers. We define events as changes that occur in the system at a specified time while triggers

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Picot, Romain. "Amélioration de la fiabilité numérique de codes de calcul industriels." Electronic Thesis or Diss., Sorbonne université, 2018. http://www.theses.fr/2018SORUS242.

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De nombreux travaux sont consacrés à la performance des simulations numériques, or il est important de tenir compte aussi de l'impact des erreurs d'arrondi sur les résultats produits. Ces erreurs d'arrondi peuvent être estimées grâce à l'Arithmétique Stochastique Discrète (ASD), implantée dans la bibliothèque CADNA. Les algorithmes compensés permettent d'améliorer la précision des résultats, sans changer le type numérique utilisé. Ils ont été conçus pour être généralement exécutés en arrondi au plus près. Nous avons établi des bornes d'erreur pour ces algorithmes en arrondi dirigé et montré qu

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21

Chen, Minghan. "Stochastic Modeling and Simulation of Multiscale Biochemical Systems." Diss., Virginia Tech, 2019. http://hdl.handle.net/10919/90898.

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Numerous challenges arise in modeling and simulation as biochemical networks are discovered with increasing complexities and unknown mechanisms. With the improvement in experimental techniques, biologists are able to quantify genes and proteins and their dynamics in a single cell, which calls for quantitative stochastic models for gene and protein networks at cellular levels that match well with the data and account for cellular noise. This dissertation studies a stochastic spatiotemporal model of the Caulobacter crescentus cell cycle. A two-dimensional model based on a Turing mechanism is in

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22

Wang, Shuo. "Analysis and Application of Haseltine and Rawlings's Hybrid Stochastic Simulation Algorithm." Diss., Virginia Tech, 2016. http://hdl.handle.net/10919/82717.

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Stochastic effects in cellular systems are usually modeled and simulated with Gillespie's stochastic simulation algorithm (SSA), which follows the same theoretical derivation as the chemical master equation (CME), but the low efficiency of SSA limits its application to large chemical networks. To improve efficiency of stochastic simulations, Haseltine and Rawlings proposed a hybrid of ODE and SSA algorithm, which combines ordinary differential equations (ODEs) for traditional deterministic models and SSA for stochastic models. In this dissertation, accuracy analysis, efficient implementation

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23

Liu, Weigang. "A Gillespie-Type Algorithm for Particle Based Stochastic Model on Lattice." Thesis, Virginia Tech, 2019. http://hdl.handle.net/10919/96455.

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In this thesis, I propose a general stochastic simulation algorithm for particle based lattice model using the concepts of Gillespie's stochastic simulation algorithm, which was originally designed for well-stirred systems. I describe the details about this method and analyze its complexity compared with the StochSim algorithm, another simulation algorithm originally proposed to simulate stochastic lattice model. I compare the performance of both algorithms with application to two different examples: the May-Leonard model and Ziff-Gulari-Barshad model. Comparison between the simulation result

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Vagne, Quentin. "Stochastic models of intra-cellular organization : from non-equilibrium clustering of membrane proteins to the dynamics of cellular organelles." Thesis, Sorbonne Paris Cité, 2016. http://www.theses.fr/2016USPCC205/document.

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Cette thèse a pour sujet la biologie cellulaire, et plus particulièrement l'organisation interne des cellules eucaryotes. Bien que les différents acteurs régissant cette organisation aient été en grande partie identifiées, on ignore encore comment une architecture si complexe et dynamique peut émerger de simples interactions entres molécules. Un des objectifs des différentes études présentées dans cette thèse est de construire un cadre théorique permettant d'appréhender cette auto-organisation. Pour cela, nous étudions des problèmes spécifiques à différentes échelles allant du nanomètre (dynam

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Charlebois, Daniel A. "An algorithm for the stochastic simulation of gene expression and cell population dynamics." Thesis, University of Ottawa (Canada), 2010. http://hdl.handle.net/10393/28755.

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Over the past few years, it has been increasingly recognized that stochastic mechanisms play a key role in the dynamics of biological systems. Genetic networks are one example where molecular-level fluctuations are of particular importance. Here stochasticity in the expression of gene products can result in genetically identical cells in the same environment displaying significant variation in biochemical or physical attributes. This variation can influence individual and population-level fitness. In this thesis we first explore the background required to obtain analytical solutions and perfor

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NOBILE, MARCO SALVATORE. "Evolutionary Inference of Biological Systems Accelerated on Graphics Processing Units." Doctoral thesis, Università degli Studi di Milano-Bicocca, 2015. http://hdl.handle.net/10281/75434.

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In silico analysis of biological systems represents a valuable alternative and complementary approach to experimental research. Computational methodologies, indeed, allow to mimic some conditions of cellular processes that might be difficult to dissect by exploiting traditional laboratory techniques, therefore potentially achieving a thorough comprehension of the molecular mechanisms that rule the functioning of cells and organisms. In spite of the benefits that it can bring about in biology, the computational approach still has two main limitations: first, there is often a lack of adequate kn

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Monzon, Eduardo. "An Algorithm to Recognize Multi-Stable Behavior From an Ensemble of Stochastic Simulation Runs." DigitalCommons@USU, 2013. https://digitalcommons.usu.edu/etd/2035.

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Synthetic biological designers are demanding tools to help with the design and verifica- tion process of new biological models. Some of the most common tools available aggregate multiple simulation results into one “clean” trajectory that hopefully is representative of the system’s behavior. However, for systems exhibiting multiple stable states, these techniques fail to show all the possible trajectories of the system. This work introduces a method capable of detecting the presence of more than one “typical” trajectory in a system, which can also be integrated with other available simulation

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Boulianne, Laurier. "An algorithm and VLSI architecture for a stochastic particle based biological simulator." Thesis, McGill University, 2011. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=96690.

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With the recent progress in both computer technology and systems biology, it is now possible to simulate and visualise biological systems virtually. It is expected that realistic in silico simulations will enhance our understanding of biological processes and will promote the development of effective therapeutic treatments. Realistic biochemical simulators aim to improve our understanding of biological processes that could not be, otherwise, properly understood in experimental studies. This situation calls for increasingly accurate simulators that take into account not only the stochastic natu

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Eid, Abdelrahman. "Stochastic simulations for graphs and machine learning." Thesis, Lille 1, 2020. http://www.theses.fr/2020LIL1I018.

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Bien qu’il ne soit pas pratique d’étudier la population dans de nombreux domaines et applications, l’échantillonnage est une méthode nécessaire permettant d’inférer l’information.Cette thèse est consacrée au développement des algorithmes d’échantillonnage probabiliste pour déduire l’ensemble de la population lorsqu’elle est trop grande ou impossible à obtenir.Les techniques Monte Carlo par chaîne de markov (MCMC) sont l’un des outils les plus importants pour l’échantillonnage à partir de distributions de probabilités surtout lorsque ces distributions ont des constantes de normalisation diffici

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Trávníček, Jan. "Tvorba spolehlivostních modelů pro pokročilé číslicové systémy." Master's thesis, Vysoké učení technické v Brně. Fakulta informačních technologií, 2013. http://www.nusl.cz/ntk/nusl-236226.

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This thesis deals with the systems reliability. At First, there is discussed the concept of reliability itself and its indicators, which can specifically express reliability. The second chapter describes the different kinds of reliability models for simple and complex systems. It further describes the basic methods for construction of reliability models. The fourth chapter is devoted to a very important Markov models. Markov models are very powerful and complex model for calculating the reliability of advanced systems. Their suitability is explained here for recovered systems, which may contai

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Phi, Tien Cuong. "Décomposition de Kalikow pour des processus de comptage à intensité stochastique." Thesis, Université Côte d'Azur, 2022. http://www.theses.fr/2022COAZ4029.

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L'objectif de cette thèse est de construire des algorithmes capables de simuler l'activité d'un réseau de neurones. L'activité du réseau de neurones peut être modélisée par le train de spikes de chaque neurone, qui sont représentés par un processus ponctuel multivarié. La plupart des approches connues pour simuler des processus ponctuels rencontrent des difficultés lorsque le réseau sous-jacent est de grande taille.Dans cette thèse, nous proposons de nouveaux algorithmes utilisant un nouveau type de décomposition de Kalikow. En particulier, nous présentons un algorithme permettant de simuler l

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Gao, Guangyue. "A Stochastic Model for The Transmission Dynamics of Toxoplasma Gondii." Thesis, Virginia Tech, 2016. http://hdl.handle.net/10919/78106.

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Toxoplasma gondii (T. gondii) is an intracellular protozoan parasite. The parasite can infect all warm-blooded vertebrates. Up to 30% of the world's human population carry a Toxoplasma infection. However, the transmission dynamics of T. gondii has not been well understood, although a lot of mathematical models have been built. In this thesis, we adopt a complex life cycle model developed by Turner et al. and extend their work to include diffusion of hosts. Most of researches focus on the deterministic models. However, some scientists have reported that deterministic models sometimes are inaccu

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Togawa, Kanali Verfasser], Antonello [Akademischer Betreuer] [Monti, and Albert [Akademischer Betreuer] Moser. "Stochastics based methods enabling testing of grid related algorithms through simulation / Kanali Togawa ; Antonello Monti, Albert Moser." Aachen : Universitätsbibliothek der RWTH Aachen, 2015. http://d-nb.info/1130792269/34.

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Togawa, Kanali [Verfasser], Antonello [Akademischer Betreuer] Monti, and Albert [Akademischer Betreuer] Moser. "Stochastics based methods enabling testing of grid related algorithms through simulation / Kanali Togawa ; Antonello Monti, Albert Moser." Aachen : Universitätsbibliothek der RWTH Aachen, 2015. http://nbn-resolving.de/urn:nbn:de:hbz:82-rwth-2015-038861.

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Ananthanpillai, Balaji. "Stochastic Simulation of the Phage Lambda System and the Bioluminescence System Using the Next Reaction Method." University of Cincinnati / OhioLINK, 2009. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1259080814.

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Bachouch, Achref. "Numerical Computations for Backward Doubly Stochastic Differential Equations and Nonlinear Stochastic PDEs." Thesis, Le Mans, 2014. http://www.theses.fr/2014LEMA1034/document.

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L’objectif de cette thèse est l’étude d’un schéma numérique pour l’approximation des solutions d’équations différentielles doublement stochastiques rétrogrades (EDDSR). Durant les deux dernières décennies, plusieurs méthodes ont été proposées afin de permettre la résolution numérique des équations différentielles stochastiques rétrogrades standards. Dans cette thèse, on propose une extension de l’une de ces méthodes au cas doublement stochastique. Notre méthode numérique nous permet d’attaquer une large gamme d’équations aux dérivées partielles stochastiques (EDPS) nonlinéaires. Ceci est possi

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Ahn, Tae-Hyuk. "Computational Techniques for the Analysis of Large Scale Biological Systems." Diss., Virginia Tech, 2012. http://hdl.handle.net/10919/77162.

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An accelerated pace of discovery in biological sciences is made possible by a new generation of computational biology and bioinformatics tools. In this dissertation we develop novel computational, analytical, and high performance simulation techniques for biological problems, with applications to the yeast cell division cycle, and to the RNA-Sequencing of the yellow fever mosquito. Cell cycle system evolves stochastic effects when there are a small number of molecules react each other. Consequently, the stochastic effects of the cell cycle are important, and the evolution of cells is best desc

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Toft, Albin. "Particle-based Parameter Inference in Stochastic Volatility Models: Batch vs. Online." Thesis, KTH, Matematisk statistik, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-252313.

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This thesis focuses on comparing an online parameter estimator to an offline estimator, both based on the PaRIS-algorithm, when estimating parameter values for a stochastic volatility model. By modeling the stochastic volatility model as a hidden Markov model, estimators based on particle filters can be implemented in order to estimate the unknown parameters of the model. The results from this thesis implies that the proposed online estimator could be considered as a superior method to the offline counterpart. The results are however somewhat inconclusive, and further research regarding the su

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MAJ, CARLO. "Sensitivity analysis for computational models of biochemical systems." Doctoral thesis, Università degli Studi di Milano-Bicocca, 2014. http://hdl.handle.net/10281/50494.

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Systems biology is an integrated area of science which aims at the analysis of biochemical systems using an holistic perspective. In this context, sensitivity analysis, a technique studying how the output variation of a computational model can be associated to its input state plays a pivotal role. In the thesis it is described how to properly apply the different sensitivity analysis techniques according to the specific case study (i.e., continuous deterministic rather than discrete stochastic output). Moreover, we explicitly consider aspects that have been often neglected in the analysis of co

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Botha, Marthinus Ignatius. "Modelling and simulation framework incorporating redundancy and failure probabilities for evaluation of a modular automated main distribution frame." Diss., University of Pretoria, 2013. http://hdl.handle.net/2263/33345.

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Maintaining and operating manual main distribution frames is labour-intensive. As a result, Automated Main Distribution Frames (AMDFs) have been developed to alleviate the task of maintaining subscriber loops. Commercial AMDFs are currently employed in telephone exchanges in some parts of the world. However, the most significant factors limiting their widespread adoption are costeffective scalability and reliability. Therefore, an impelling incentive is provided to create a simulation framework in order to explore typical implementations and scenarios. Such a framework will allow the eva

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Reutenauer, Victor. "Algorithmes stochastiques pour la gestion du risque et l'indexation de bases de données de média." Thesis, Université Côte d'Azur (ComUE), 2017. http://www.theses.fr/2017AZUR4018/document.

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Cette thèse s’intéresse à différents problèmes de contrôle et d’optimisation dont il n’existe à ce jour que des solutions approchées. D’une part nous nous intéressons à des techniques visant à réduire ou supprimer les approximations pour obtenir des solutions plus précises voire exactes. D’autre part nous développons de nouvelles méthodes d’approximation pour traiter plus rapidement des problèmes à plus grande échelle. Nous étudions des méthodes numériques de simulation d’équation différentielle stochastique et d’amélioration de calculs d’espérance. Nous mettons en œuvre des techniques de type

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Zhang, Jingwei. "Numerical Methods for the Chemical Master Equation." Diss., Virginia Tech, 2009. http://hdl.handle.net/10919/30018.

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The chemical master equation, formulated on the Markov assumption of underlying chemical kinetics, offers an accurate stochastic description of general chemical reaction systems on the mesoscopic scale. The chemical master equation is especially useful when formulating mathematical models of gene regulatory networks and protein-protein interaction networks, where the numbers of molecules of most species are around tens or hundreds. However, solving the master equation directly suffers from the so called "curse of dimensionality" issue. This thesis first tries to study the numerical properties

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Tychonievich, Luther A. "Simulation and Visualization of Environments with Multidimensional Time." Diss., CLICK HERE for online access, 2008. http://contentdm.lib.byu.edu/ETD/image/etd2266.pdf.

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Cerqueira, Andressa. "Statistical inference on random graphs and networks." Universidade de São Paulo, 2018. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-04042018-094802/.

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In this thesis we study two probabilistic models defined on graphs: the Stochastic Block model and the Exponential Random Graph. Therefore, this thesis is divided in two parts. In the first part, we introduce the Krichevsky-Trofimov estimator for the number of communities in the Stochastic Block Model and prove its eventual almost sure convergence to the underlying number of communities, without assuming a known upper bound on that quantity. In the second part of this thesis we address the perfect simulation problem for the Exponential random graph model. We propose an algorithm based on the C

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Sbaï, Mohamed. "Modélisation de la dépendance et simulation de processus en finance." Thesis, Paris Est, 2009. http://www.theses.fr/2009PEST1046/document.

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La première partie de cette thèse est consacrée aux méthodes numériques pour la simulation de processus aléatoires définis par des équations différentielles stochastiques (EDS). Nous commençons par l’étude de l’algorithme de Beskos et al. [13] qui permet de simuler exactement les trajectoires d’un processus solution d’une EDS en dimension 1. Nous en proposons une extension à des fins de calcul exact d’espérances et nous étudions l’application de ces idées à l’évaluation du prix d’options asiatiques dans le modèle de Black & Scholes. Nous nous intéressons ensuite aux schémas numériques. Dan

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Shabala, Alexander. "Mathematical modelling of oncolytic virotherapy." Thesis, University of Oxford, 2013. http://ora.ox.ac.uk/objects/uuid:cca2c9bc-cbd4-4651-9b59-8a4dea7245d1.

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This thesis is concerned with mathematical modelling of oncolytic virotherapy: the use of genetically modified viruses to selectively spread, replicate and destroy cancerous cells in solid tumours. Traditional spatially-dependent modelling approaches have previously assumed that virus spread is due to viral diffusion in solid tumours, and also neglect the time delay introduced by the lytic cycle for viral replication within host cells. A deterministic, age-structured reaction-diffusion model is developed for the spatially-dependent interactions of uninfected cells, infected cells and virus par

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Charlebois, Daniel. "Computational Investigations of Noise-mediated Cell Population Dynamics." Thèse, Université d'Ottawa / University of Ottawa, 2013. http://hdl.handle.net/10393/30339.

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Fluctuations, or "noise", can play a key role in determining the behaviour of living systems. The molecular-level fluctuations that occur in genetic networks are of particular importance. Here, noisy gene expression can result in genetically identical cells displaying significant variation in phenotype, even in identical environments. This variation can act as a basis for natural selection and provide a fitness benefit to cell populations under stress. This thesis focuses on the development of new conceptual knowledge about how gene expression noise and gene network topology influence drug re

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Silva, Camillo de Lellis Falcão da. "Novos algoritmos de simulação estocástica com atraso para redes gênicas." Universidade Federal de Juiz de Fora (UFJF), 2014. https://repositorio.ufjf.br/jspui/handle/ufjf/4828.

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Submitted by Renata Lopes (renatasil82@gmail.com) on 2017-06-06T13:42:32Z No. of bitstreams: 1 camillodelellisfalcaodasilva.pdf: 1420414 bytes, checksum: f38c14f74131ea594b1e105fbfdb1619 (MD5)<br>Approved for entry into archive by Adriana Oliveira (adriana.oliveira@ufjf.edu.br) on 2017-06-06T14:07:56Z (GMT) No. of bitstreams: 1 camillodelellisfalcaodasilva.pdf: 1420414 bytes, checksum: f38c14f74131ea594b1e105fbfdb1619 (MD5)<br>Made available in DSpace on 2017-06-06T14:07:56Z (GMT). No. of bitstreams: 1 camillodelellisfalcaodasilva.pdf: 1420414 bytes, checksum: f38c14f74131ea594b1e105fbfdb1

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Toledo, Augusto Andres Torres. "Desenho de polígonos e sequenciamento de blocos de minério para planejamento de curto prazo procurando estacionarização dos teores." reponame:Biblioteca Digital de Teses e Dissertações da UFRGS, 2018. http://hdl.handle.net/10183/180128.

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O planejamento de curto prazo em minas a céu aberto exige a definição de poligonais, que representam os sucessivos avanços de lavra. As poligonais, tradicionalmente, são desenhadas em um processo laborioso na tentativa de delinear como minério em qualidade e quantidade de acordo com os limites determinados. O minério delimitado deve apresentar a menor variabilidade em qualidade possível, com o objetivo de maximizar a recuperação na usina de processamento. Essa dissertação visa desenvolver um fluxo do trabalho para definir poligonais de curto prazo de forma automática, além disso, sequenciar to

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Trimeloni, Thomas. "Accelerating Finite State Projection through General Purpose Graphics Processing." VCU Scholars Compass, 2011. http://scholarscompass.vcu.edu/etd/175.

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The finite state projection algorithm provides modelers a new way of directly solving the chemical master equation. The algorithm utilizes the matrix exponential function, and so the algorithm’s performance suffers when it is applied to large problems. Other work has been done to reduce the size of the exponentiation through mathematical simplifications, but efficiently exponentiating a large matrix has not been explored. This work explores implementing the finite state projection algorithm on several different high-performance computing platforms as a means of efficiently calculating the matr

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