Special issue on stochastic difference equations

Approximation of stochastic advection diffusion equations with finite difference scheme

In this paper, a high-order and conditionally stable stochastic difference scheme is proposed for the numerical solution of $rm Ithat{o}$ stochastic advection diffusion equation with one dimensional white noise process. We applied a finite difference approximation of fourth-order for discretizing space spatial derivative of this equation. The main properties of deterministic difference schemes,...

Special Issue

Semi-linear Stochastic Difference Equations

We consider in this paper a class of vector valued processes that have the form Yn+1 = An(Yn)+ Bn. Bn is assumed to be stationary ergodic and An is assumed to have a divisibility property. This class includes linear stochastic difference equations as well as multi-type branching processes (with a discrete or with a continuous state space). We derive explicit expressions for the probability dist...

Special Issue on Structured and Infinite Systems of Linear Equations

Special Issue on Structured and Infinite Systems of Linear Equations Patrick Dewilde a , Vadim Olshevsky b, Ali H. Sayed c aDIMES, Delft University of Technology, P.O. Box 5031, 2600 GA Delft, The Netherlands bDepartment of Mathematics and Computer Science, Georgia State University, University Plaza, Atlanta, GA 30303, USA cRm 44-123A Engr. IV Bldg, Department of Electrical Engineering, Univers...

Special Issue on Artificial Intelligence IJACSA Special Issue Guest Editor

The main aim of this study is to develop part-of-speech tagger for Afaan Oromo language. After reviewing literatures on Afaan Oromo grammars and identifying tagset and word categories, the study adopted Hidden Markov Model (HMM) approach and has implemented unigram and bigram models of Viterbi algorithm. Unigram model is used to understand word ambiguity in the language, while bigram model is u...