✦ LIBER ✦

Numerical solution to a stochastic interception problem

✍ Scribed by Reuter, Gerhard W.

Publisher: John Wiley and Sons
Year: 1994
Tongue: English
Weight: 231 KB
Volume: 10
Category: Article
ISSN: 1069-8299
DOI: 10.1002/cnm.1640101106

No coin nor oath required. For personal study only.

✦ Synopsis

A finite difference scheme is derived to solve for the probability density that a moving point, whose velocity is continually perturbed by Gaussian white noise, reaches a given target within a given time period. The numerical scheme is applied to the problem of finding the probability that two moving spheres collide.

📜 SIMILAR VOLUMES

NUMERICAL SOLUTIONS OF LINEAR MIXED BOUN

NUMERICAL SOLUTIONS OF LINEAR MIXED BOUNDARY VALUE PROBLEMS USING STOCHASTIC REPRESENTATIONS

✍ JEAN-PAUL MORILLON 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 192 KB 👁 2 views

The application of Itô's formula induces some probabilistic representations of solutions of deterministic linear problems with boundary conditions of Dirichlet, Neumann, Fourier and mixed types. These representations are used to establish some easily implementable algorithms which compute an approxi

Numerical solution to a two-dimensional

Numerical solution to a two-dimensional inverse heat conduction problem

✍ H. R. Busby; D. M. Trujillo 📂 Article 📅 1985 🏛 John Wiley and Sons 🌐 English ⚖ 439 KB 👁 1 views

Numerical solution to a one-dimensional

Numerical solution to a one-dimensional thermoplastic problem with unilateral constraint

✍ Lei Zhao; Zhi-zhong Sun; Jian-ming Liu 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 182 KB

A numerical solution to the matrix ℋ2/ℋ∞

A numerical solution to the matrix ℋ2/ℋ∞ optimal control problem

✍ G. D. Halikias; I. M. Jaimoukha; D. A. Wilson 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 158 KB 👁 1 views

In this paper a numerical solution is obtained to the problem of minimizing an H -type cost subject to an H -norm constraint. The method employed is based on the convex alternating projection algorithm and generalizes a recent technique to the multivariable case. The solution is derived in terms of

A Numerical solution of multiobjective c

A Numerical solution of multiobjective control problems

✍ Zhongzhi Hu; S. E. Salcudean; P. D. Loewen 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 125 KB 👁 2 views

This paper presents a numerical solution of the multiobjective control system design problem for SISO systems. An approximation for the free transfer function in the Q-parametrization is proposed to obtain low-order controllers. The solution procedures are illustrated, some computational issues are

A numerical approximation to the solutio

A numerical approximation to the solution of an inverse heat conduction problem

✍ Hossein Azari; Shuhua Zhang 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 268 KB

## Abstract The aim of this article is to study the parabolic inverse problem of determination of the leading coefficient in the heat equation with an extra condition at the terminal. After introducing a new variable, we reformulate the problem as a nonclassical parabolic equation along with the in