ELEMENTS OF STOCHASTIC CALCULUS VIA REGULARISATION A la mémoire de Paul-André Meyer

MASTER MATHEMATIQUE DE LA MODELISATION UNITE CALCUL HAUTE PERFORMANCE ANALYSE NUMERIQUE ET EQUATIONS AUX DERIVEES PARTIELLES METHODES DE RECHERCHE DE VALEURS PROPRES PAR DECOMPOSITION DE DOMAINES Mémoire de DEA

Un problème d'approximation matricielle : quelle est la matrice bistochastique la plus proche d'une matrice donnée ?

We are interested in the following work in the doubly stochastic matrix nearness problem. Instances of this problems occurs in differents fields: aggregation of preferences in operational research, calculus of variations and shape optimisation, etc. We propose here a direct study via the projection theorem and a numerical resolution inspired by the alternating projections algorithm of Boyle-Dyk...

Brownian Motion and Stochastic Calculus

This note is about Doob decomposition and the basics of Square integrable martingales Contents 1 Doob-Meyer Decomposition 1 2 Square Integrable Martingales 4 Brownian Motion and Stochastic Calculus Continuout Time Submartingales Usually it’s su¢ ce to only discuss submartingales by symmetry in de…nition and techniques are the same. 1 Doob-Meyer Decomposition Doob-meyer decomposition clears the ...

Selective Isolation and Screening of Actinobacteria Strains Producing Lignocellulolytic Enzymes Using Olive Pomace as Substrate

Background: Olive pomace, as the main by-product of the olive oil industry, is recently recycled as fermentation substrate for enzyme production.Objectives: Actinobacteria isolates were separated from an Algerian soil under olive pomace cultivation and were evaluated for their lignocellulolytic enzymes production.Materials and Methods: Isolates of Actinobacteria were separated from ...

The Effects of Different SDE Calculus on Dynamics of Nano-Aerosols Motion in Two Phase Flow Systems

Langevin equation for a nano-particle suspended in a laminar fluid flow was analytically studied. The Brownian motion generated from molecular bombardment was taken as a Wiener stochastic process and approximated by a Gaussian white noise. Euler-Maruyama method was used to solve the Langevin equation numerically. The accuracy of Brownian simulation was checked by performing a series of simulati...