in this paper, we propose a new method for solving the stochastic advection-diffusion equation of ito type. in this work, we use a compact finite difference approximation for discretizing spatial derivatives of the mentioned equation and semi-implicit milstein scheme for the resulting linear stochastic system of differential equation. the main purpose of this paper is the stability investigatio...

the probable lack of some arcs and nodes in the stochastic networks is considered in this paper, and its effect is shown as the arrival probability from a given source node to a given sink node. a discrete time markov chain with an absorbing state is established in a directed acyclic network. then, the probability of transition from the initial state to the absorbing state is computed. it is as...

since the emergence of power market, the target of power generating utilities has mainly switched from cost minimization to revenue maximization. they dispatch their power energy generation units in the uncertain environment of power market. as a result, multi-stage stochastic programming has been applied widely by many power generating agents as a suitable tool for dealing with self-scheduling...

this paper presents an approach for solving a nonlinear stochastic differential equations (nsdes) using a new basis functions (nbfs). these functions and their operational matrices areused for representing matrix form of the nbfs. with using this method in combination with the collocation method, the nsdes are reduced a stochastic nonlinear system of equations and unknowns. then, the error anal...

in this paper, we present the numerical solution of ordinary dierential equations (or sdes), from each order especially second-order with time-varying and gaussian random coecients. we indicate a complete analysis for second-order equations in special case of scalar linear second-order equations (damped harmonic oscillators with additive or multi- plicative noises). making stochastic dierent...

background: the incidence of rudimentary heterotopic uterine horn pregnancy varies from 1:76,000 to 1:140,000. however the incidence of twin pregnancy i.e. intrauterine pregnancy in unicornuate uterus and its associated rudimentary horn pregnancy is estimated to be around 1 in 10 million gestations. case: here, we present 19 year old pramigravida women with acute haemoperitoneum with diagnosis ...

In this current study a generalized super-efficiency model is first proposed for ranking extreme efficient decision making units (DMUs) in stochastic data envelopment analysis (DEA) and then, a deterministic (crisp) equivalent form of the stochastic generalized super-efficiency model is presented. It is shown that this deterministic model can be converted to a quadratic programming model. So fa...

  Data envelopment analysis (DEA) is a nonparametric approach to evaluate theefficiency of decision making units (DMU) using mathematical programmingtechniques. Almost, all of the previous researches in stochastic DEA have been usedthe stochastic data when the inputs and outputs are normally distributed. But, thisassumption may not be true in practice. Therefore, using a normal distribution wi...

we propose to use a mathematical method based on stochastic comparisons of markov chains in order to derive performance indice bounds‎. ‎the main goal of this paper is to investigate various monotonicity properties of a single server retrial queue with first-come-first-served (fcfs) orbit and general retrial times using the stochastic ordering techniques‎.