Sökning: "stochastic modelling"

Visar resultat 1 - 5 av 79 uppsatser innehållade orden stochastic modelling.

  1. 1. On the Modelling of Stochastic Gradient Descent with Stochastic Differential Equations

    Master-uppsats, Uppsala universitet/Analys och partiella differentialekvationer

    Författare :Martin Leino; [2023]
    Nyckelord :stochastic gradient descent; stochastic differential equations; statistical machine learning;

    Sammanfattning : Stochastic gradient descent (SGD) is arguably the most important algorithm used in optimization problems for large-scale machine learning. Its behaviour has been studied extensively from the viewpoint of mathematical analysis and probability theory; it is widely held that in the limit where the learning rate in the algorithm tends to zero, a specific stochastic differential equation becomes an adequate model of the dynamics of the algorithm. LÄS MER

  3. 2. Moving in the dark : Mathematics of complex pedestrian flows

    Magister-uppsats, Karlstads universitet/Fakulteten för hälsa, natur- och teknikvetenskap (from 2013)

    Författare :Meghashyam Veluvali; [2023]
    Nyckelord :Mathematical modelling of pedestrian dynamics; stochastic systems; evacuation time; random walk method; parabolic equation; finite difference method;

    Sammanfattning : The field of mathematical modelling for pedestrian dynamics has attracted significant scientific attention, with various models proposed from perspectives such as kinetic theory, statistical mechanics, game theory and partial differential equations. Often such investigations are seen as being a part of a new branch of study in the domain of applied physics, called sociophysics. LÄS MER

  4. 3. Probability Based Path Planning of Unmanned Ground Vehicles for Autonomous Surveillance : Through World Decomposition and Modelling of Target Distribution

    Master-uppsats, Linköpings universitet/Reglerteknik

    Författare :Per Liljeström; [2022]
    Nyckelord :Probability based path planning; Unmanned ground vehicles; UGV; Autonomous surveillance; Cell decomposition; Spatial partitioning; Target distribution modeling; Decay function; Last-seen function; Stochastic processes; Markov chain; Markov process; Markov planner;

    Sammanfattning : The interest in autonomous surveillance has increased due to advances in autonomous systems and sensor theory. This thesis is a preliminary study of the cooperation between UGVs and stationary sensors when monitoring a dedicated area. The primary focus is the path planning of a UGV for different initial intrusion alarms. Cell decomposition, i. LÄS MER

  5. 4. Quantum mechanical modelling and electrochemical stability of sodium based glassy electrolyte for all-solid-state batteries

    Kandidat-uppsats, KTH/Materialvetenskap

    Författare :Carolina Falk; Linnéa Johansson; [2022]
    Nyckelord :Quantum mechanical modelling; solid state batteries; solid electrolyte; glassy electrolyte; density functional theory; electrochemical stability; Kvantmekanisk modellering; solida batterier; fast elektrolyt; elektrokemisk stabilitet;

    Sammanfattning : Increasing energy demand draws attention to new materials for improving current energy storage technologies. Particular interest is directed at solid state batteries and glass Na3ClO electrolyte is a promising candidate. LÄS MER

  7. 5. Risk Assessment of International Mixed Asset Portfolio with Vine Copulas

    Kandidat-uppsats, Linköpings universitet/Tillämpad matematik; Linköpings universitet/Tekniska fakulteten

    Författare :Axel Nilsson; [2022]
    Nyckelord :Vine Copulas; Extreme Value Theory; Financial Risk Management; Vine Copulas; Extremvärdesteori; Finansiell riskhantering;

    Sammanfattning : This thesis gives an example of assessing the risk of a financial portfolio with international assets, where the assets may be of different classes, by the use of Monte Carlo simulation and Extreme Value Theory. The simulation uses univariate modelling, models of the assets’ returns as stochastic processes, as well as vine copulas to create dependency between the variables. LÄS MER