About: Diffusion with an reflecting and Absorbing Level Set Boundary

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About: Diffusion with an reflecting and Absorbing Level Set Boundary - A Simulation Study Goto Sponge NotDistinct Permalink

An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	A map on the n-dimensional Eucleidian space is considered. Diffusion given by an n-dimensional stochastic differential equation dX=b(X)dt+ s(X)dB is constructed to stay in region K=[x:f(x) less or equal c] forever in a way that the boundary S=[x:f(x)=c] is either absorbing or reflecting. The purpose of the paper is to provide easy to apply conditions on the coefficients b(x) and s(x) with the aim to exhibit simulations of the diffusion with the above properties. A map on the n-dimensional Eucleidian space is considered. Diffusion given by an n-dimensional stochastic differential equation dX=b(X)dt+ s(X)dB is constructed to stay in region K=[x:f(x) less or equal c] forever in a way that the boundary S=[x:f(x)=c] is either absorbing or reflecting. The purpose of the paper is to provide easy to apply conditions on the coefficients b(x) and s(x) with the aim to exhibit simulations of the diffusion with the above properties. (en)
Title	Diffusion with an reflecting and Absorbing Level Set Boundary - A Simulation Study Diffusion with an reflecting and Absorbing Level Set Boundary - A Simulation Study (en)
skos:prefLabel	Diffusion with an reflecting and Absorbing Level Set Boundary - A Simulation Study Diffusion with an reflecting and Absorbing Level Set Boundary - A Simulation Study (en)
skos:notation	RIV/00216208:11320/10:10051756!RIV11-MSM-11320___
http://linked.open...avai/riv/aktivita	Z
http://linked.open...avai/riv/aktivity	Z(MSM0021620839)
http://linked.open...iv/cisloPeriodika	10
http://linked.open...vai/riv/dodaniDat	2011
http://linked.open...aciTvurceVysledku	Štěpán, Josef
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Univerzita Karlova v Praze / Matematicko-fyzikální fakulta
http://linked.open...dnocenehoVysledku	254420
http://linked.open...ai/riv/idVysledku	RIV/00216208:11320/10:10051756
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	Simulations; Stochastic Differencial Equations; Diffusion (en)
http://linked.open.../riv/klicoveSlovo	Diffusion Simulations Stochastic Differencial Equations
http://linked.open...odStatuVydavatele	CZ - Česká republika
http://linked.open...ontrolniKodProRIV	[C520E6015A6E]
http://linked.open...i/riv/nazevZdroje	Acta Universitatis Carolinae - Mathematica et Physica
http://linked.open...in/vavai/riv/obor	BA
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	2 (xsd:int)
http://linked.open...UplatneniVysledku	2010
http://linked.open...v/svazekPeriodika	51
http://linked.open...iv/tvurceVysledku	Štěpán, Josef Staněk, Jakub
http://linked.open...n/vavai/riv/zamer	Metody moderní matematiky a jejich aplikace
issn	0001-7140
number of pages	14 (xsd:int)
http://localhost/t...ganizacniJednotka	11320

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