19 resultados para Stochastic target problem
First order k-th moment finite element analysis of nonlinear operator equations with stochastic data
Resumo:
We develop and analyze a class of efficient Galerkin approximation methods for uncertainty quantification of nonlinear operator equations. The algorithms are based on sparse Galerkin discretizations of tensorized linearizations at nominal parameters. Specifically, we consider abstract, nonlinear, parametric operator equations J(\alpha ,u)=0 for random input \alpha (\omega ) with almost sure realizations in a neighborhood of a nominal input parameter \alpha _0. Under some structural assumptions on the parameter dependence, we prove existence and uniqueness of a random solution, u(\omega ) = S(\alpha (\omega )). We derive a multilinear, tensorized operator equation for the deterministic computation of k-th order statistical moments of the random solution's fluctuations u(\omega ) - S(\alpha _0). We introduce and analyse sparse tensor Galerkin discretization schemes for the efficient, deterministic computation of the k-th statistical moment equation. We prove a shift theorem for the k-point correlation equation in anisotropic smoothness scales and deduce that sparse tensor Galerkin discretizations of this equation converge in accuracy vs. complexity which equals, up to logarithmic terms, that of the Galerkin discretization of a single instance of the mean field problem. We illustrate the abstract theory for nonstationary diffusion problems in random domains.
Resumo:
Let X be a locally compact Polish space. A random measure on X is a probability measure on the space of all (nonnegative) Radon measures on X. Denote by K(X) the cone of all Radon measures η on X which are of the form η =
Resumo:
We establish a general framework for a class of multidimensional stochastic processes over [0,1] under which with probability one, the signature (the collection of iterated path integrals in the sense of rough paths) is well-defined and determines the sample paths of the process up to reparametrization. In particular, by using the Malliavin calculus we show that our method applies to a class of Gaussian processes including fractional Brownian motion with Hurst parameter H>1/4, the Ornstein–Uhlenbeck process and the Brownian bridge.
Resumo:
Evolved resistance to fungicides is a major problem limiting our ability to control agricultural, medical and veterinary pathogens and is frequently associated with substitutions in the amino acid sequence of the target protein. The convention for describing amino-acid substitutions is to cite the wild type amino acid, the codon number and the new amino acid, using the one letter amino acid code. It has frequently been observed that orthologous amino acid mutations have been selected in different species by fungicides from the same mode of action class, but the amino acids have different numbers. These differences in numbering arise from the different lengths of the proteins in each species. The purpose of the current paper is to propose a system for unifying the labelling of amino acids in fungicide target proteins. To do this we have produced alignments between fungicide target proteins of relevant species fitted to a well-studied “archetype” species. Orthologous amino acids in all species are then assigned numerical “labels” based on the position of the amino acid in the archetype protein.