Branching Stochastic Processes: History, Theory, Applications

Косто В. Митов - Разклоняващите се стохастични процеси са модели на популационната динамика на обекти, които имат случайно време на живот и произвеждат потомци в съответствие с дадени вероятностни закони. Типични примери са ядрените реакции, клетъчната пролиферация, биологичното размножаване, някои химични реакции, икономически и финансови явления. В този обзор сме се опитали да представим съвсем накратко някои от най-важните моменти и факти от историята, теорията и приложенията на разклоняващите се процеси.

Mathematical Models of Domain Ontologies

* This paper was made according to the program No 14 of fundamental scientific research of the Presidium of the Russian Academy of Sciences, the project "Intellectual Systems Based on Multilevel Domain Models".

Branching Stochastic Processes: Regulation, Regeneration, Estimation, Applications

2000 Mathematics Subject Classification: 60J80.

A Generalized Quasi-Likelihood Estimator for Nonstationary Stochastic Processes−Asymptotic Properties and Examples

2010 Mathematics Subject Classification: 62F12, 62M05, 62M09, 62M10, 60G42.

A New Class of Processes for Formalizing and Generalizing Individual-Based Models: The Semi-Semi-Markov Processes

2000 Mathematics Subject Classification: 60K15, 60K20, 60G20,60J75, 60J80, 60J85, 60-08, 90B15.

Discrete Models of Time-Fractional Diffusion in a Potential Well

Mathematics Subject Classification: 26A33, 45K05, 60J60, 60G50, 65N06, 80-99.

Some Properties of Mittag-Leffler Functions and Matrix-Variate Analogues: A Statistical Perspective

Mathematical Subject Classification 2010:26A33, 33E99, 15A52, 62E15.

A Mathematical Apparatus for Domain Ontology Simulation. Logical Relationship Systems

* This paper was made according to the program of fundamental scientific research of the Presidium of the Russian Academy of Sciences «Mathematical simulation and intellectual systems», the project "Theoretical foundation of the intellectual systems based on ontologies for intellectual support of scientific researches".

Mathematical Modeling and Simulation of Radial Temperature Profile of Strontium Bromide Lasers

For metal and metal halide vapor lasers excited by high frequency pulsed discharge, the thermal effect mainly caused by the radial temperature distribution is of considerable importance for stable laser operation and improvement of laser output characteristics. A short survey of the obtained analytical and numerical-analytical mathematical models of the temperature profile in a high-powered He-SrBr2 laser is presented. The models are described by the steady-state heat conduction equation with mixed type nonlinear boundary conditions for the arbitrary form of the volume power density. A complete model of radial heat flow between the two tubes is established for precise calculating the inner wall temperature. The models are applied for simulating temperature profiles for newly designed laser. The author’s software prototype LasSim is used for carrying out the mathematical models and simulations.

Monte Carlo Algorithm for Solving Integral Equations with Polynomial Non-Linearity. Parallel Implementation

An iterative Monte Carlo algorithm for evaluating linear functionals of the solution of integral equations with polynomial non-linearity is proposed and studied. The method uses a simulation of branching stochastic processes. It is proved that the mathematical expectation of the introduced random variable is equal to a linear functional of the solution. The algorithm uses the so-called almost optimal density function. Numerical examples are considered. Parallel implementation of the algorithm is also realized using the package ATHAPASCAN as an environment for parallel realization.The computational results demonstrate high parallel efficiency of the presented algorithm and give a good solution when almost optimal density function is used as a transition density.

A Stochastic Approach for Investigation Ultrafast Phenomena in Semiconductors

2002 Mathematics Subject Classification: 65C05

Optimization Problem in a Class of Linear System. Application to Multiple Drug Administration

2000 Mathematics Subject Classification: 62H15, 62P10.

Stability of the Inventory-Backorder Process in the (R; S) Inventory/Production Model

2000 Mathematics Subject Classification: 60G52, 90B30.