关于Semigroups of Linear Operators and Applications to Partial Differential Equations的两个注解

Initial-value ordinary differential equation solution via variable order Adams method (SIVA/DIVA) package is collection of subroutines for solution of nonstiff ordinary differential equations. There are versions for single-precision and double-precision arithmetic. Requires fewer evaluations of derivatives than other variable-order Adams predictor/ corrector methods. Option for direct integration of second-order equations makes integration of trajectory problems significantly more efficient. Written in FORTRAN 77.

Solving Ordinary Differential Equations

Stochastic differential equations and diffusion processes

13. 벼잎선충의 약제처리 방법별 방제 효과

Rough path analysis provides a fresh perspective on Ito's important theory of stochastic differential equations. Key theorems of modern stochastic analysis (existence and limit theorems for stochastic flows, Freidlin-Wentzell theory, the Stroock-Varadhan support description) can be obtained with dramatic simplifications. Classical approximation results and their limitations (Wong-Zakai, McShane's counterexample) receive 'obvious' rough path explanations. Evidence is building that rough paths will play an important role in the future analysis of stochastic partial differential equations and the authors include some first results in this direction. They also emphasize interactions with other parts of mathematics, including Caratheodory geometry, Dirichlet forms and Malliavin calculus. Based on successful courses at the graduate level, this up-to-date introduction presents the theory of rough paths and its applications to stochastic analysis. Examples, explanations and exercises make the book accessible to graduate students and researchers from a variety of fields.

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Multidimensional Stochastic Processes as Rough Paths

The double porosity model allows to compute the pressure at a macroscopic scale in a fractured porous media, but requires the computation of some exchange coefficient characterizing the passage of the fluid from and to the porous media (the matrix) and the fractures. This coefficient may be numerically computed by some Monte Carlo method, by evaluating the time a Brownian particle spend in the matrix and the fissures. Although we simulate some stochastic process, the approach presented here does not use approximation by random walks, and then does not require any discretiz- ation. In this first part, we are interested only by the particles in the matrix. A first approximation of the exchange coefficient may then be computed.

A Monte Carlo Method without Grid to Compute the Exchange Coefficient in the Double Porosity Model Part I : From the Matrix to the Fissures

This milestone 50th volume of the "Seminaire de Probabilites" pays tribute with a series of memorial texts to one of its former editors, Jacques Azema, who passed away in January. The founders of the "Seminaire de Strasbourg", which included Jacques Azema, probably had no idea of the possible longevity and success of the process they initiated in 1967. Continuing in this long tradition, this volume contains contributions on state-of-art research on Brownian filtrations, stochastic differential equations and their applications, regularity structures, quantum diffusion, interlacing diffusions, mod-O convergence, Markov soup, stochastic billiards and other current streams of research.

Séminaire de Probabilités L

The aim of this paper is to introduce a new Monte Carlo method based on importance sampling techniques for the simulation of stochastic differential equations. The main idea is to combine random walk on squares or rectangles methods with importance sampling techniques. The first interest of this approach is that the weights can be easily computed from the density of the one-dimensional Brownian motion. Compared to the Euler scheme this method allows one to obtain a more accurate approximation of diffusions when one has to consider complex boundary conditions. The method provides also an interesting alternative to performing variance reduction techniques and simulating rare events.

Simulation of diffusions by means of importance sampling paradigm

The double porosity model allows to compute the pressure at a macroscopic scale in a fractured porous media, but requires the computation of some exchange coefficient characterizing the passage of the fluid from and to the porous media (the matrix) and the fractures We propose a new Monte Carlo method to estimate this coefficient Here we give an overview of Campillo et al [l, 2]

/pdf/a-monte-carlo-method-to-compute-the-exchange-coefficient-in-34gsxh53p7.pdf

A Monte Carlo method to compute the exchange coefficient in the double porosity model

Les courants marins a proximite d'une cote controlent le transport de sediment et son evolution. Or leur estimation par des instruments sur site est difficile et couteuse. Les systemes de teledetection reposant sur des observations constituent une alternative prometteuse lorsque la mousse derivante laissee apres le passage de vagues deferlantes est visible. Pourtant, seules quelques methodes ont ete proposees a ce jour dans la litterature. Dans cet article, nous decrivons deux nouvelles methodes : l'une basee sur les images videos considerees dans leur globalite et l'autre basee sur des timestacks le long de la cote. La premiere approche est une extension de la methode Particle Image Velocimetry (PIV). La seconde approche produit une estimation de la composante parallele a la cote des courants de surface en utilisant la transformee de Radon sur des series temporelles de donnees en une dimension. Cette derniere necessite moins de donnees. Les videos utilisees dans cet article proviennent d'une campagne menee sur la zone de l'embouchure de Mataquito dans la region de Maule au Chili. Elles font partie d'une etude sur l'evolution cotiere de la zone de Mataquito apres le tsunami chilien de 2010. Une comparaison a ete egalement realisee avec les mesures d'un courantometre prises lors de la campagne du Truc Vert de 2008 en Aquitaine, France. Elle a eu lieu lors d'une tempete qui a provoque l'evolution d'une barre sableuse.

/pdf/detection-de-courants-marins-cotiers-a-partir-de-sequences-3ooowy5if0.pdf

Antoine Lejay

Papers

A Monte Carlo Method without Grid to Compute the Exchange Coefficient in the Double Porosity Model Part I : From the Matrix to the Fissures

Séminaire de Probabilités L

Simulation of diffusions by means of importance sampling paradigm

A Monte Carlo method to compute the exchange coefficient in the double porosity model

Détection de courants marins côtiers à partir de séquences vidéo