Search for dissertations about: "additive noise"

Showing result 6 - 10 of 80 swedish dissertations containing the words additive noise.

  2. 6. Finite element approximation of the deterministic and the stochastic Cahn-Hilliard equation

    Author : Ali Mesforush; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; finite element; a priori error estimate; stochastic integral; mild solution; dual weighted residuals; a posteriori error estimate; additive noise; Wiener process; Cahn-Hilliard equation; existence; regularity; Lya- punov functional; stochastic convolution; Lya- punov functional;

    Abstract : This thesis consists of three papers on numerical approximation of the Cahn-Hilliard equation. The main part of the work is concerned with the Cahn-Hilliard equation perturbed by noise, also known as the Cahn-Hilliard-Cook equation. READ MORE

  4. 7. Quantization of Random Processes and Related Statistical Problems

    Author : Mykola Shykula; Oleg Seleznjev; Patrik Rydén; Igor Rychlik; Umeå universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; scalar quantization; random process; rate; distortion; additive noise model; run-length encoding; compression; sample estimate; asymptotical normality; Mathematical statistics; Matematisk statistik;

    Abstract : In this thesis we study a scalar uniform and non-uniform quantization of random processes (or signals) in average case setting. Quantization (or discretization) of a signal is a standard task in all nalog/digital devices (e.g., digital recorders, remote sensors etc. READ MORE

  5. 8. Control and Communication with Signal-to-Noise Ratio Constraints

    Author : Erik Johannesson; Institutionen för reglerteknik; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Real-time coding; SNR; Causal coding; AWN channel; AWGN channel; Remote source; Networked control; Control over channel; Convex optimization; Wiener filter;

    Abstract : This thesis is about two problems in the intersection of communication and control theory. Their common feature is that they involve communication over an additive white noise channel with a signal-to-noise ratio (SNR) constraint. The first problem concerns the transmission of a real-valued signal from a partially observed Markov source. READ MORE

  6. 9. Variational Methods for Moments of Solutions to Stochastic Differential Equations

    Author : Kristin Kirchner; Chalmers tekniska högskola; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Additive and multiplicative noise; Stochastic partial differential equation; Projective and injective tensor product space; Hilbert tensor product space; Space-time variational problem; Petrov-Galerkin discretization; Stochastic ordinary differential equation;

    Abstract : Numerical methods for stochastic differential equations typically estimate moments of the solution from sampled paths. Instead, we pursue the approach proposed by A. Lang, S. Larsson, and Ch. READ MORE

  7. 10. Numerical Approximation of Solutions to Stochastic Partial Differential Equations and Their Moments

    Author : Kristin Kirchner; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Petrov– Galerkin discretizations; Strong and weak convergence; Fractional operators; Finite element methods; Space-time variational problems; Tensor product spaces; Stochastic partial differential equations; White noise; Petrov– Galerkin discretizations;

    Abstract : The first part of this thesis focusses on the numerical approximation of the first two moments of solutions to parabolic stochastic partial differential equations (SPDEs) with additive or multiplicative noise. More precisely, in Paper I an earlier result (A. Lang, S. Larsson, and Ch. READ MORE