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You searched for +publisher:"Brown University" +contributor:("Rozovsky, Boris"). Showing records 1 – 5 of 5 total matches.

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1. Papanicolaou, Andrew L. New Methods in Theory & Applications of Nonlinear Filtering.

Degree: PhD, Applied Mathematics, 2010, Brown University

 Hidden Markov models are used in countless signal processing problems, and the associated nonlinear filtering algorithms are used to obtain posterior distributions for the hidden… (more)

Subjects/Keywords: filtering

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APA (6th Edition):

Papanicolaou, A. L. (2010). New Methods in Theory & Applications of Nonlinear Filtering. (Doctoral Dissertation). Brown University. Retrieved from https://repository.library.brown.edu/studio/item/bdr:11376/

Chicago Manual of Style (16th Edition):

Papanicolaou, Andrew L. “New Methods in Theory & Applications of Nonlinear Filtering.” 2010. Doctoral Dissertation, Brown University. Accessed November 27, 2020. https://repository.library.brown.edu/studio/item/bdr:11376/.

MLA Handbook (7th Edition):

Papanicolaou, Andrew L. “New Methods in Theory & Applications of Nonlinear Filtering.” 2010. Web. 27 Nov 2020.

Vancouver:

Papanicolaou AL. New Methods in Theory & Applications of Nonlinear Filtering. [Internet] [Doctoral dissertation]. Brown University; 2010. [cited 2020 Nov 27]. Available from: https://repository.library.brown.edu/studio/item/bdr:11376/.

Council of Science Editors:

Papanicolaou AL. New Methods in Theory & Applications of Nonlinear Filtering. [Doctoral Dissertation]. Brown University; 2010. Available from: https://repository.library.brown.edu/studio/item/bdr:11376/

2. Choi, Minseok. Time-dependent Karhunen-Loeve type decomposition methods for SPDEs.

Degree: PhD, Applied Mathematics, 2014, Brown University

 A new hybrid methodology for the stochastic partial differential equations (SPDEs) is developed based on the dynamically-orthogonal (DO) and bi-orthogonal (BO) expansions; both approaches are… (more)

Subjects/Keywords: uncertainty quantification

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APA (6th Edition):

Choi, M. (2014). Time-dependent Karhunen-Loeve type decomposition methods for SPDEs. (Doctoral Dissertation). Brown University. Retrieved from https://repository.library.brown.edu/studio/item/bdr:386285/

Chicago Manual of Style (16th Edition):

Choi, Minseok. “Time-dependent Karhunen-Loeve type decomposition methods for SPDEs.” 2014. Doctoral Dissertation, Brown University. Accessed November 27, 2020. https://repository.library.brown.edu/studio/item/bdr:386285/.

MLA Handbook (7th Edition):

Choi, Minseok. “Time-dependent Karhunen-Loeve type decomposition methods for SPDEs.” 2014. Web. 27 Nov 2020.

Vancouver:

Choi M. Time-dependent Karhunen-Loeve type decomposition methods for SPDEs. [Internet] [Doctoral dissertation]. Brown University; 2014. [cited 2020 Nov 27]. Available from: https://repository.library.brown.edu/studio/item/bdr:386285/.

Council of Science Editors:

Choi M. Time-dependent Karhunen-Loeve type decomposition methods for SPDEs. [Doctoral Dissertation]. Brown University; 2014. Available from: https://repository.library.brown.edu/studio/item/bdr:386285/

3. Lee, Chia Ying. Effective approximations of stochastic partial differential equations based on Wiener chaos expansions and the Malliavin calculus.

Degree: PhD, Applied Mathematics, 2011, Brown University

 This thesis studies the application of the Wiener chaos expansion in the analysis of stochastic partial differential equations (SPDEs). Specifically, linear parabolic SPDEs and the… (more)

Subjects/Keywords: Wiener chaos expansion

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APA (6th Edition):

Lee, C. Y. (2011). Effective approximations of stochastic partial differential equations based on Wiener chaos expansions and the Malliavin calculus. (Doctoral Dissertation). Brown University. Retrieved from https://repository.library.brown.edu/studio/item/bdr:11267/

Chicago Manual of Style (16th Edition):

Lee, Chia Ying. “Effective approximations of stochastic partial differential equations based on Wiener chaos expansions and the Malliavin calculus.” 2011. Doctoral Dissertation, Brown University. Accessed November 27, 2020. https://repository.library.brown.edu/studio/item/bdr:11267/.

MLA Handbook (7th Edition):

Lee, Chia Ying. “Effective approximations of stochastic partial differential equations based on Wiener chaos expansions and the Malliavin calculus.” 2011. Web. 27 Nov 2020.

Vancouver:

Lee CY. Effective approximations of stochastic partial differential equations based on Wiener chaos expansions and the Malliavin calculus. [Internet] [Doctoral dissertation]. Brown University; 2011. [cited 2020 Nov 27]. Available from: https://repository.library.brown.edu/studio/item/bdr:11267/.

Council of Science Editors:

Lee CY. Effective approximations of stochastic partial differential equations based on Wiener chaos expansions and the Malliavin calculus. [Doctoral Dissertation]. Brown University; 2011. Available from: https://repository.library.brown.edu/studio/item/bdr:11267/

4. Cho, Heyrim. High-Dimensional Response-Excitation PDF Methods for Uncertainty Quantification and Stochastic Modeling.

Degree: PhD, Applied Mathematics, 2015, Brown University

 The probability density approach based on the response-excitation theory is developed for stochastic simulations of non-Markovian systems. This approach provides the complete probabilistic configuration of… (more)

Subjects/Keywords: Uncertainty quantification

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APA (6th Edition):

Cho, H. (2015). High-Dimensional Response-Excitation PDF Methods for Uncertainty Quantification and Stochastic Modeling. (Doctoral Dissertation). Brown University. Retrieved from https://repository.library.brown.edu/studio/item/bdr:419509/

Chicago Manual of Style (16th Edition):

Cho, Heyrim. “High-Dimensional Response-Excitation PDF Methods for Uncertainty Quantification and Stochastic Modeling.” 2015. Doctoral Dissertation, Brown University. Accessed November 27, 2020. https://repository.library.brown.edu/studio/item/bdr:419509/.

MLA Handbook (7th Edition):

Cho, Heyrim. “High-Dimensional Response-Excitation PDF Methods for Uncertainty Quantification and Stochastic Modeling.” 2015. Web. 27 Nov 2020.

Vancouver:

Cho H. High-Dimensional Response-Excitation PDF Methods for Uncertainty Quantification and Stochastic Modeling. [Internet] [Doctoral dissertation]. Brown University; 2015. [cited 2020 Nov 27]. Available from: https://repository.library.brown.edu/studio/item/bdr:419509/.

Council of Science Editors:

Cho H. High-Dimensional Response-Excitation PDF Methods for Uncertainty Quantification and Stochastic Modeling. [Doctoral Dissertation]. Brown University; 2015. Available from: https://repository.library.brown.edu/studio/item/bdr:419509/

5. Srinivasan, Ravi. Closure and complete integrability in Burgers turbulence.

Degree: PhD, Applied Mathematics, 2009, Brown University

 Burgers turbulence (1-D inviscid Burgers equation with random initial data) is a fundamental non-equilibrium model of stochastic coalescence. In this work we demonstrate that at… (more)

Subjects/Keywords: Burgers turbulence

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Srinivasan, R. (2009). Closure and complete integrability in Burgers turbulence. (Doctoral Dissertation). Brown University. Retrieved from https://repository.library.brown.edu/studio/item/bdr:158/

Chicago Manual of Style (16th Edition):

Srinivasan, Ravi. “Closure and complete integrability in Burgers turbulence.” 2009. Doctoral Dissertation, Brown University. Accessed November 27, 2020. https://repository.library.brown.edu/studio/item/bdr:158/.

MLA Handbook (7th Edition):

Srinivasan, Ravi. “Closure and complete integrability in Burgers turbulence.” 2009. Web. 27 Nov 2020.

Vancouver:

Srinivasan R. Closure and complete integrability in Burgers turbulence. [Internet] [Doctoral dissertation]. Brown University; 2009. [cited 2020 Nov 27]. Available from: https://repository.library.brown.edu/studio/item/bdr:158/.

Council of Science Editors:

Srinivasan R. Closure and complete integrability in Burgers turbulence. [Doctoral Dissertation]. Brown University; 2009. Available from: https://repository.library.brown.edu/studio/item/bdr:158/

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