On approximation of solutions of multidimensional SDE's with reflecting boundary conditions
نویسندگان
چکیده
منابع مشابه
Diffusion Approximation of Transport Processes with General Reflecting Boundary Conditions
Diffusion approximations are obtained for time-homogeneous linear transport models with reflecting boundary conditions. The collision kernel is not required to satisfy any balance condition and the scattering kernel on the boundary is general enough to include all examples of boundary conditions known to the authors (with conservation of the number of particles) and, in addition, to model the D...
متن کاملReflecting boundary conditions for interferometry by multidimensional deconvolution.
In an acoustical context, interferometry takes advantage of existing (ambient) wavefield recordings by turning receivers into so-called "virtual sources." The medium's response to these virtual sources can be harnessed to image that medium. Most interferometric applications, however, suffer from the fact that the retrieved virtual-source responses deviate from the true medium responses. The acc...
متن کاملthe effect of taftan pozzolan on the compressive strength of concrete in the environmental conditions of oman sea (chabahar port)
cement is an essential ingredient in the concrete buildings. for production of cement considerable amount of fossil fuel and electrical energy is consumed. on the other hand for generating one tone of portland cement, nearly one ton of carbon dioxide is released. it shows that 7 percent of the total released carbon dioxide in the world relates to the cement industry. considering ecological issu...
Existence of positive solutions for fourth-order boundary value problems with three- point boundary conditions
In this work, by employing the Krasnosel'skii fixed point theorem, we study the existence of positive solutions of a three-point boundary value problem for the following fourth-order differential equation begin{eqnarray*} left { begin{array}{ll} u^{(4)}(t) -f(t,u(t),u^{prime prime }(t))=0 hspace{1cm} 0 leq t leq 1, & u(0) = u(1)=0, hspace{1cm} alpha u^{prime prime }(0) - beta u^{prime prime pri...
متن کاملA stochastic approximation scheme and convergence theorem for particle interactions with perfectly reflecting boundary conditions
We prove the existence of a solution to an equation governing the number density within a compact domain of a discrete particle system for a prescribed class of particle interactions taking into account the effects of the diffusion and drift of the set of particles. Each particle carries a number of internal coordinates which may evolve continuously in time, determined by what we will refer to ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 1994
ISSN: 0304-4149
DOI: 10.1016/0304-4149(94)90118-x