Search for dissertations about: "stochastic convolution"

Showing result 1 - 5 of 7 swedish dissertations containing the words stochastic convolution.

  2. 1. 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. 2. Noise Convolution Models: Fluids in Stochastic Motion, Non-Gaussian Tempo-Spatial Fields, and a Notion of Tilting

    Author : Jörg Wegener; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; generalized Laplace; shallow water equations; asymmetry; noise convolution models; tempo-spatial fields; non-Gaussian model;

    Abstract : The primary topic of this thesis is a class of tempo-spatial models which are rather flexible in a distributional sense. They prove quite successful in modeling (temporal) dependence structures and go beyond the limitation of Gaussian models, thus allowing for heavy tails and skewness. READ MORE

  5. 3. Stochastic Models Involving Second Order Lévy Motions

    Author : Jonas Wallin; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : This thesis is based on five papers (A-E) treating estimation methods for unbounded densities, random fields generated by Lévy processes, behavior of Lévy processes at level crossings, and a Markov random field mixtures of multivariate Gaussian fields. In Paper A we propose an estimator of the location parameter for a density that is unbounded at the mode. READ MORE

  6. 4. Discrete Stochastic Time-Frequency Analysis and Cepstrum Estimation

    Author : Johan Sandberg; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; ambiguity domain; time-frequency analysis; time-frequency representations; covariance function; non-stationary random processes; Speaker recognition; MFCC; cepstrum;

    Abstract : The theory of stochastic time-frequency analysis of non-stationary random processes has mostly been developed for processes in continuous time. In practice however, random processes are observed, processed, and interpreted at a finite set of time points. READ MORE

  7. 5. Non-Uniform Sampling in Statistical Signal Processing

    Author : Frida Eng; Fredrik Gustafsson; Paulo Ferreira; Linköpings universitet; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; signal processing; sampling; stochastic analysis; frequency transform; Automatic control; Reglerteknik;

    Abstract : Non-uniform sampling comes natural in many applications, due to for example imperfect sensors, mismatched clocks or event-triggered phenomena. Examples can be found in automotive industry and data communication as well as medicine and astronomy. READ MORE