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University of New South Wales
1.
AKL, Amany Mohamed Mamdouh.
Simulation Assisted Evolutionary Algorithms for Stochastic Optimization.
Degree: Engineering & Information Technology, 2019, University of New South Wales
URL: http://handle.unsw.edu.au/1959.4/64897
► Stochastic optimization is a well-known challenging research topic. As of the literature, simulation-assisted optimization is a popular approach for solving stochastic optimization problems, in which…
(more)
▼ Stochastic optimization is a well-known challenging research topic. As of the literature,
simulation-assisted optimization is a popular approach for solving
stochastic optimization problems, in which the
simulation and optimization approaches are applied independently with very little interaction between them. For it, the main challenge is to obtain high quality
stochastic solutions, by minimizing computational cost to a reasonable level. Furthermore, reliability of the solutions of such problems is a vital requirement, especially for studies under worst-case scenarios. The objective of this thesis, is to propose a number of new
simulation budget control strategies that improve the effectiveness of
Simulation-assisted Evolutionary Algorithms, and to also provide a reliable framework in the presence of
stochastic constraints. The algorithm is known as
Simulation Optimization (Sim-Opt) Algorithm. This thesis considers
Stochastic Constrained Optimization Problems (SCOPs), while Monte-Carlo
Simulation (MCS) is considered as the
simulation approach and Differential Evolution (DE) as the optimization approach. Chance Constrained Programming (CCP) is also considered as an alternative approach for handling constraints’ uncertainty for SCOPs. However, the main emphasis is to reduce the
simulation budget in the Sim-Opt approach and to provide reliable and high fidelity solutions. Firstly, a novel Computational Budget Control (CBC) scheme is designed to reduce the computational cost in the proposed
Simulation-assisted Differential Evolution (Sim-DE) algorithm, by maintaining an appropriate level of solution fidelity. Secondly, an Adaptive Segment Based Scheme (ASBS) is proposed for effective allocation of the
simulation budget in the Sim-DE algorithm. Thirdly, a new two-stage Sim-DE with Reliable CCP (RCCP) algorithm (two-stage DE-CCP/RCCP) is proposed to deal with
stochastic parameters in constraints. The performance of the proposed algorithms is compared with other state-of-the-art
simulation budget allocation techniques, by solving a modified set of IEEE-CEC’2006 test problems and a wind-thermal power system application. The experimental results reveal that the first two algorithms are able to substantially reduce the
simulation budget, with an insignificant effect on solution fidelity. While the third algorithm’s experimental results showed, that it is able to provide solutions with minimum possible infeasibility risk levels and high reliability levels.
Advisors/Committee Members: Sarker, Ruhul, Engineering & Information Technology, UNSW Canberra, UNSW, Essam, Daryl, Engineering & Information Technology, UNSW Canberra, UNSW.
Subjects/Keywords: Stochastic optimization; Simulation-assisted optimization
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APA (6th Edition):
AKL, A. M. M. (2019). Simulation Assisted Evolutionary Algorithms for Stochastic Optimization. (Doctoral Dissertation). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/64897
Chicago Manual of Style (16th Edition):
AKL, Amany Mohamed Mamdouh. “Simulation Assisted Evolutionary Algorithms for Stochastic Optimization.” 2019. Doctoral Dissertation, University of New South Wales. Accessed March 07, 2021.
http://handle.unsw.edu.au/1959.4/64897.
MLA Handbook (7th Edition):
AKL, Amany Mohamed Mamdouh. “Simulation Assisted Evolutionary Algorithms for Stochastic Optimization.” 2019. Web. 07 Mar 2021.
Vancouver:
AKL AMM. Simulation Assisted Evolutionary Algorithms for Stochastic Optimization. [Internet] [Doctoral dissertation]. University of New South Wales; 2019. [cited 2021 Mar 07].
Available from: http://handle.unsw.edu.au/1959.4/64897.
Council of Science Editors:
AKL AMM. Simulation Assisted Evolutionary Algorithms for Stochastic Optimization. [Doctoral Dissertation]. University of New South Wales; 2019. Available from: http://handle.unsw.edu.au/1959.4/64897

University of Texas – Austin
2.
Moon, Jae Sang.
Approaches to stochastic simulation of waked wind fields in wind turbine arrays.
Degree: PhD, Civil Engineering, 2016, University of Texas – Austin
URL: http://hdl.handle.net/2152/68305
► Wind turbines in a wind plant do not always experience free-stream flow fields. The flow fields inside a wind plant or wind farm, waked by…
(more)
▼ Wind turbines in a wind plant do not always experience free-stream flow fields. The flow fields inside a wind plant or wind farm, waked by upwind turbines, exhibit different dynamic characteristics. The International Electrotechnical Commission (IEC) standard 61400-1 for the design of wind turbines only considers a deterministic wake model for the design of a wind plant. This study is focused on the
stochastic modeling of waked wind fields for assessing turbine loads using a regression-based approach. The waked wind velocity field is generated using Large-Eddy
Simulation (LES).
Stochastic characteristics of the generated waked wind velocity field, including the mean and turbulence components, are analyzed. Proper orthogonal decomposition (POD) and spectral methods are proposed to develop reduced-order engineering model-based wind velocity fields as alternatives to the LES-generated waked fields. The reduced-order model-based
simulation employs either a subset of the POD eigenmodes or Fourier-based spectral
simulation with parameters derived from LES in illustrations with a wake-generating turbine. With the spectral model, wake-related spectral parameters are estimated using Multivariate Multiple Linear Regression (MMLR). To validate the simulated wind fields based on the reduced-order models, wind turbine tower and blade loads are generated using aeroelastic
simulation for a utility-scale wind turbine model and compared with those based on LES. This study also discusses the construction of a
stochastic expanded-wake model for wind turbines experiencing fully and partially waked situations. The study's overall objective is to offer efficient
stochastic approaches that are computationally tractable, when assessing the performance and loads of turbines operating in wakes. Validation studies are carried out by comparion with loads computed directly from LES wake fields.
Advisors/Committee Members: Manuel, Lance (advisor), John L. Tassoulas, John L (committee member), Novoselac, Atila (committee member), Tinney, Charles (committee member), Veers, Paul (committee member).
Subjects/Keywords: Stochastic simulation; Wake; Wind turbine
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APA ·
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MLA ·
Vancouver ·
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APA (6th Edition):
Moon, J. S. (2016). Approaches to stochastic simulation of waked wind fields in wind turbine arrays. (Doctoral Dissertation). University of Texas – Austin. Retrieved from http://hdl.handle.net/2152/68305
Chicago Manual of Style (16th Edition):
Moon, Jae Sang. “Approaches to stochastic simulation of waked wind fields in wind turbine arrays.” 2016. Doctoral Dissertation, University of Texas – Austin. Accessed March 07, 2021.
http://hdl.handle.net/2152/68305.
MLA Handbook (7th Edition):
Moon, Jae Sang. “Approaches to stochastic simulation of waked wind fields in wind turbine arrays.” 2016. Web. 07 Mar 2021.
Vancouver:
Moon JS. Approaches to stochastic simulation of waked wind fields in wind turbine arrays. [Internet] [Doctoral dissertation]. University of Texas – Austin; 2016. [cited 2021 Mar 07].
Available from: http://hdl.handle.net/2152/68305.
Council of Science Editors:
Moon JS. Approaches to stochastic simulation of waked wind fields in wind turbine arrays. [Doctoral Dissertation]. University of Texas – Austin; 2016. Available from: http://hdl.handle.net/2152/68305

George Mason University
3.
Farley, Susan.
Top- K Algorithms for SimQL: A Decision Guidance Query Language Based on Stochastic Simulation
.
Degree: 2014, George Mason University
URL: http://hdl.handle.net/1920/9073
► Many applications in diverse areas such as manufacturing systems and sustainable energy systems require making complex decision based on stochastic data. Probabilistic and statistical databases…
(more)
▼ Many applications in diverse areas such as manufacturing systems and sustainable energy systems require making complex decision based on
stochastic data. Probabilistic and statistical databases are excellent for declarative queries, but do not support more complex
stochastic processes defined through
stochastic simulation.
Stochastic simulation allows the user to create complex models to simulate an event, but does not support declarative formulation of queries and is time consuming. To support this type of application, this dissertation introduces
Simulation Query Language, SimQL, a language extends the database query language SQL with
stochastic attributes/ random variables defined by
simulation. I also propose algorithms for computing top-k answers based on partial search space exploration for continuous decision variables using regression analysis and algorithms based on enumeration heuristics for scheduling problems. I also conducted experimentation comparing the algorithms for continuous decision variables and a case study for a class of scheduling problems.
Advisors/Committee Members: Brodsky, Alexander (advisor).
Subjects/Keywords: Simulation Optimization;
Stochastic Simulation;
Top K Algorithms
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Farley, S. (2014). Top- K Algorithms for SimQL: A Decision Guidance Query Language Based on Stochastic Simulation
. (Thesis). George Mason University. Retrieved from http://hdl.handle.net/1920/9073
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Farley, Susan. “Top- K Algorithms for SimQL: A Decision Guidance Query Language Based on Stochastic Simulation
.” 2014. Thesis, George Mason University. Accessed March 07, 2021.
http://hdl.handle.net/1920/9073.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Farley, Susan. “Top- K Algorithms for SimQL: A Decision Guidance Query Language Based on Stochastic Simulation
.” 2014. Web. 07 Mar 2021.
Vancouver:
Farley S. Top- K Algorithms for SimQL: A Decision Guidance Query Language Based on Stochastic Simulation
. [Internet] [Thesis]. George Mason University; 2014. [cited 2021 Mar 07].
Available from: http://hdl.handle.net/1920/9073.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Farley S. Top- K Algorithms for SimQL: A Decision Guidance Query Language Based on Stochastic Simulation
. [Thesis]. George Mason University; 2014. Available from: http://hdl.handle.net/1920/9073
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

University of Guelph
4.
Ahmad, Saira.
A Genetic Algorithm Approach to Exploring Simulation Parameters.
Degree: MS, Department of Computing and Information Science, 2012, University of Guelph
URL: https://atrium.lib.uoguelph.ca/xmlui/handle/10214/3996
► Simulation of animal disease spread is essential for understanding and controlling the outbreak of disease among herds of livestock (in particular cattle and poultry). Using…
(more)
▼ Simulation of animal disease spread is essential for understanding and controlling the outbreak of disease among herds of livestock (in particular cattle and poultry). Using a computerized system or simulator, animal health professionals or epidemiologists often spend many hours determining the set of input parameters that most accurately represent a disease spread or an outbreak scenario. A parameter can be a simple boolean value, or a scientific or often hypothetically derived range of real numbers. Many times, an epidemiologist chooses a value provisionally in a random fashion and repeats the simulation until a viable solution is achieved. This tedious process is inefficient and lengthy. To assist and improve this laborious practice in a concise and timely manner, a Genetic Algorithm is employed to determine a population based solution consisting of input parameters using the North American Animal Disease Spread Model (NAADSM).
Subjects/Keywords: Genetic Algorithm; animal disease spread simulator; stochastic simulation; simulation; simulation parameters
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Ahmad, S. (2012). A Genetic Algorithm Approach to Exploring Simulation Parameters. (Masters Thesis). University of Guelph. Retrieved from https://atrium.lib.uoguelph.ca/xmlui/handle/10214/3996
Chicago Manual of Style (16th Edition):
Ahmad, Saira. “A Genetic Algorithm Approach to Exploring Simulation Parameters.” 2012. Masters Thesis, University of Guelph. Accessed March 07, 2021.
https://atrium.lib.uoguelph.ca/xmlui/handle/10214/3996.
MLA Handbook (7th Edition):
Ahmad, Saira. “A Genetic Algorithm Approach to Exploring Simulation Parameters.” 2012. Web. 07 Mar 2021.
Vancouver:
Ahmad S. A Genetic Algorithm Approach to Exploring Simulation Parameters. [Internet] [Masters thesis]. University of Guelph; 2012. [cited 2021 Mar 07].
Available from: https://atrium.lib.uoguelph.ca/xmlui/handle/10214/3996.
Council of Science Editors:
Ahmad S. A Genetic Algorithm Approach to Exploring Simulation Parameters. [Masters Thesis]. University of Guelph; 2012. Available from: https://atrium.lib.uoguelph.ca/xmlui/handle/10214/3996
5.
Moraes, Alvaro.
Simulation and Statistical Inference of Stochastic Reaction Networks with Applications to Epidemic Models.
Degree: Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division, 2015, King Abdullah University of Science and Technology
URL: http://hdl.handle.net/10754/344375
► Epidemics have shaped, sometimes more than wars and natural disasters, demo- graphic aspects of human populations around the world, their health habits and their economies.…
(more)
▼ Epidemics have shaped, sometimes more than wars and natural disasters, demo- graphic aspects of human populations around the world, their health habits and their economies. Ebola and the Middle East Respiratory Syndrome (MERS) are clear and current examples of potential hazards at planetary scale.
During the spread of an epidemic disease, there are phenomena, like the sudden extinction of the epidemic, that can not be captured by deterministic models. As a consequence,
stochastic models have been proposed during the last decades. A typical forward problem in the
stochastic setting could be the approximation of the expected number of infected individuals found in one month from now. On the other hand, a typical inverse problem could be, given a discretely observed set of epidemiological data, infer the transmission rate of the epidemic or its basic reproduction number.
Markovian epidemic models are
stochastic models belonging to a wide class of pure jump processes known as
Stochastic Reaction Networks (SRNs), that are intended to describe the time evolution of interacting particle systems where one particle interacts with the others through a finite set of reaction channels. SRNs have been mainly developed to model biochemical reactions but they also have applications in neural networks, virus kinetics, and dynamics of social networks, among others.
4
This PhD thesis is focused on novel fast
simulation algorithms and statistical
inference methods for SRNs.
Our novel Multi-level Monte Carlo (MLMC) hybrid
simulation algorithms provide
accurate estimates of expected values of a given observable of SRNs at a prescribed final time. They are designed to control the global approximation error up to a user-selected accuracy and up to a certain confidence level, and with near optimal computational work. We also present novel dual-weighted residual expansions for fast estimation of weak and strong errors arising from the MLMC methodology.
Regarding the statistical inference aspect, we first mention an innovative multi- scale approach, where we introduce a deterministic systematic way of using up-scaled likelihoods for parameter estimation while the statistical fittings are done in the base model through the use of the Master Equation. In a di↵erent approach, we derive a new forward-reverse representation for simulating
stochastic bridges between con- secutive observations. This allows us to use the well-known EM Algorithm to infer the reaction rates. The forward-reverse methodology is boosted by an initial phase where, using multi-scale approximation techniques, we provide initial values for the EM Algorithm.
Advisors/Committee Members: Tempone, Raul (advisor), Knio, Omar (committee member), Bisetti, Fabrizio (committee member), Genton, Marc G. (committee member), Giles, Michael B. (committee member).
Subjects/Keywords: stochastic numerics; stochastic processes; multi-level monte carlo; stochastic reaction networks; Simulation; statistical inference
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Moraes, A. (2015). Simulation and Statistical Inference of Stochastic Reaction Networks with Applications to Epidemic Models. (Thesis). King Abdullah University of Science and Technology. Retrieved from http://hdl.handle.net/10754/344375
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Moraes, Alvaro. “Simulation and Statistical Inference of Stochastic Reaction Networks with Applications to Epidemic Models.” 2015. Thesis, King Abdullah University of Science and Technology. Accessed March 07, 2021.
http://hdl.handle.net/10754/344375.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Moraes, Alvaro. “Simulation and Statistical Inference of Stochastic Reaction Networks with Applications to Epidemic Models.” 2015. Web. 07 Mar 2021.
Vancouver:
Moraes A. Simulation and Statistical Inference of Stochastic Reaction Networks with Applications to Epidemic Models. [Internet] [Thesis]. King Abdullah University of Science and Technology; 2015. [cited 2021 Mar 07].
Available from: http://hdl.handle.net/10754/344375.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Moraes A. Simulation and Statistical Inference of Stochastic Reaction Networks with Applications to Epidemic Models. [Thesis]. King Abdullah University of Science and Technology; 2015. Available from: http://hdl.handle.net/10754/344375
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Rochester Institute of Technology
6.
Saripalli, Surya.
A Dynamic inventory optimization method applied to printer fleet management.
Degree: Industrial and Systems Engineering, 2011, Rochester Institute of Technology
URL: https://scholarworks.rit.edu/theses/5696
► Current optimization methods for inventory management of toner cartridges for printer fleets typically focus on aggregate cartridge demand. However, with the development of printer technology,…
(more)
▼ Current optimization methods for inventory management of toner cartridges for printer fleets typically focus on aggregate cartridge demand. However, with the development of printer technology, toner consumption algorithms are being developed which can accurately quantify the amount of toner that has been consumed over time, based on print job characteristics. This research introduces a dynamic inventory optimization approach for a fleet of printers over a rolling time horizon. Given, the consumption algorithm for the printer system, the cumulative toner consumed per cartridge per printer can be tracked. A forecasting method is developed which utilizes this toner consumption data for individual printers to forecast toner cartridge replacement times. Taking into account the uncertainty related to demand, demand forecast and lead time, an optimization model has been developed to determine the order placement times and order quantities to minimize the total cost
subject to a specified service level. An experimental performance evaluation has been conducted on the parameters of the dynamic inventory management algorithm. Based on the results of this evaluation, the implementation of this dynamic inventory optimization methodology could have a positive impact on printer fleet management.
Advisors/Committee Members: Kuhl, Michael.
Subjects/Keywords: Inventory management; Optimization; Printers; Simulation; Stochastic
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Saripalli, S. (2011). A Dynamic inventory optimization method applied to printer fleet management. (Thesis). Rochester Institute of Technology. Retrieved from https://scholarworks.rit.edu/theses/5696
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Saripalli, Surya. “A Dynamic inventory optimization method applied to printer fleet management.” 2011. Thesis, Rochester Institute of Technology. Accessed March 07, 2021.
https://scholarworks.rit.edu/theses/5696.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Saripalli, Surya. “A Dynamic inventory optimization method applied to printer fleet management.” 2011. Web. 07 Mar 2021.
Vancouver:
Saripalli S. A Dynamic inventory optimization method applied to printer fleet management. [Internet] [Thesis]. Rochester Institute of Technology; 2011. [cited 2021 Mar 07].
Available from: https://scholarworks.rit.edu/theses/5696.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Saripalli S. A Dynamic inventory optimization method applied to printer fleet management. [Thesis]. Rochester Institute of Technology; 2011. Available from: https://scholarworks.rit.edu/theses/5696
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Cornell University
7.
Waeber, Rolf.
Probabilistic Bisection Search For Stochastic Root-Finding.
Degree: PhD, Operations Research, 2013, Cornell University
URL: http://hdl.handle.net/1813/33929
► The goal of a stochastic root-finding algorithm is to locate a point x* such that g (x* ) = 0 for a given function g…
(more)
▼ The goal of a
stochastic root-finding algorithm is to locate a point x* such that g (x* ) = 0 for a given function g that can only be observed with noise. In this thesis we investigate the performance of the Probabilistic Bisection Algorithm (PBA), which is a one-dimensional
stochastic root-finding algorithm motivated by the wellknown bisection search method. In each step, the PBA queries the function g as to whether the root lies to the left or right of a prescribed point x. Due to observational noise, the answer to each query has probability 1 [-] p(x) of being incorrect. To account for such possibilities of incorrect observations, the algorithm updates in each iteration a probability density that represents, in some sense, one's belief about the true location of the root x* . The PBA was first introduced in Horstein (1963) under the setting where p([MIDDLE DOT]) is constant and known. While the method works extremely well in this case, very little is known to date about its theoretical properties or potential extensions beyond the current setting for p([MIDDLE DOT]). The first part of this thesis provides several key findings about the PBA where p([MIDDLE DOT]) is constant and known. Collectively, they lead to the first main conclusion that the expected absolute residuals of successive search results converge to 0 at a geometric rate. In the second part, we consider the case where p([MIDDLE DOT]) is unknown and varies with x. At each query point, the function g is evaluated repeatedly until a lower bound on the probability of obtaining a correct updating signal is achieved. We first construct a true confidence interval for x* and prove that its length converges to 0 in the number of query points. Next, we show that, provided a reasonable conjecture ˆ holds, the PBA can be used to construct a sequence of estimators (XT )T such that ˆ the expected absolute residuals E[|XT [-] x* |] converge to 0 at the rate O(T [-]1/2+[epsilon] ) for any [epsilon] > 0, where T is the number of overall function evaluations. This rate is only slightly slower than O(T [-]1/2 ), which is the well-established upper bound on the convergence rate of
stochastic root-finding problems.
Advisors/Committee Members: Henderson, Shane G. (chair), Frazier, Peter (coChair), Jarrow, Robert A. (committee member), Todd, Michael Jeremy (committee member).
Subjects/Keywords: Probabilistic Bisection; Stochastic Root-Finding; Simulation-Optimization
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Waeber, R. (2013). Probabilistic Bisection Search For Stochastic Root-Finding. (Doctoral Dissertation). Cornell University. Retrieved from http://hdl.handle.net/1813/33929
Chicago Manual of Style (16th Edition):
Waeber, Rolf. “Probabilistic Bisection Search For Stochastic Root-Finding.” 2013. Doctoral Dissertation, Cornell University. Accessed March 07, 2021.
http://hdl.handle.net/1813/33929.
MLA Handbook (7th Edition):
Waeber, Rolf. “Probabilistic Bisection Search For Stochastic Root-Finding.” 2013. Web. 07 Mar 2021.
Vancouver:
Waeber R. Probabilistic Bisection Search For Stochastic Root-Finding. [Internet] [Doctoral dissertation]. Cornell University; 2013. [cited 2021 Mar 07].
Available from: http://hdl.handle.net/1813/33929.
Council of Science Editors:
Waeber R. Probabilistic Bisection Search For Stochastic Root-Finding. [Doctoral Dissertation]. Cornell University; 2013. Available from: http://hdl.handle.net/1813/33929

Cornell University
8.
Popov, Pavel.
Advances In Particle/Finite Volume Algorithms For Turbulent Reactive Flows.
Degree: PhD, Aerospace Engineering, 2013, Cornell University
URL: http://hdl.handle.net/1813/33920
► In the field of turbulent reactive flow simulations, hybrid particle/finite volume large eddy simulation/probability density function (LES/PDF) methods have been shown to be highly accurate…
(more)
▼ In the field of turbulent reactive flow simulations, hybrid particle/finite volume large eddy
simulation/probability density function (LES/PDF) methods have been shown to be highly accurate in simulating laboratory-scale flames. Their strengths lie in the combination of the large eddy
simulation procedure's ability to resolve the large, non-universal scales of turbulence, combined with the fact that probability density function models for turbulent combustion require no closure for the highly non-linear chemistry source term. This work presents advances in such hybrid particle/finite volume LES/PDF algorithms for turbulent reactive flows. New time stepping, interpolation, and coupling schemes have been proposed with the goal of reducing particle mass consistency (PMC) error (defined as the discrepancy between particle mass density and resolved finite volume density) and overall
simulation error. The Multi-step Second-order Runge-Kutta (MRK2) integration scheme is an ODE integration scheme designed for reducing PMC errors when applied to discontinuous velocity fields. When applied to a discontinuous velocity field such as might be produced by a state-of-the art velocity interpolation scheme, MRK2 preserves the continuity of the Lagrangian position mapping and is second-order convergent in time, as opposed to a standard second-order Runge-Kutta scheme, which is only first-order convergent in time when applied to a discontinuous velocity field. The Direct Richardson p-th order (DRp) is a conceptually new family of SDE integration schemes which are weakly p-th order accurate in time, where p is an arbitrary positive integer. Unlike standard SDE integration schemes, which are based on matching appropriate terms in the Ito-Taylor expansion of the
stochastic process, the DRp schemes work via Richardson extrapolation between the probability density functions of a set of first-order accurate Euler approximations with differing time steps. In the context of the Large Eddy
Simulation/Probability Density Function (LES/PDF) code developed by the Turbulence and Combustion Group at Cornell University, a PDF to LES density coupling scheme via a transported specific volume (TSV) has been developed. While coupling approaches similar to TSV have been used previously in LES/PDF application, the present implementation is the first to allow overall second-order accuracy of the LES/PDF code in space and time. New implicit and explicit schemes for PMC error reduction schemes have been developed and tested in the context of the Sandia-Sydney bluff-body flame. Implicit PMC preservation schemes include new velocity and diffusivity interpolation algorithms, and explicit PMC error correction is achieved via a corrective velocity. While corrective velocity schemes have been used previously, the present algorithm, featuring a smoothed version of the PMC error field, is capable of maintaining the same PMC error levels with a corrective velocity of lower magnitude. Finally, the LES/PDF algorithm, developed by the Turbulence and Combustion group at…
Advisors/Committee Members: Pope, Stephen Bailey (chair), Vladimirsky, Alexander B. (committee member), Caughey, David Alan (committee member).
Subjects/Keywords: numerical algorithms; turbulent reactive flows; stochastic simulation
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Popov, P. (2013). Advances In Particle/Finite Volume Algorithms For Turbulent Reactive Flows. (Doctoral Dissertation). Cornell University. Retrieved from http://hdl.handle.net/1813/33920
Chicago Manual of Style (16th Edition):
Popov, Pavel. “Advances In Particle/Finite Volume Algorithms For Turbulent Reactive Flows.” 2013. Doctoral Dissertation, Cornell University. Accessed March 07, 2021.
http://hdl.handle.net/1813/33920.
MLA Handbook (7th Edition):
Popov, Pavel. “Advances In Particle/Finite Volume Algorithms For Turbulent Reactive Flows.” 2013. Web. 07 Mar 2021.
Vancouver:
Popov P. Advances In Particle/Finite Volume Algorithms For Turbulent Reactive Flows. [Internet] [Doctoral dissertation]. Cornell University; 2013. [cited 2021 Mar 07].
Available from: http://hdl.handle.net/1813/33920.
Council of Science Editors:
Popov P. Advances In Particle/Finite Volume Algorithms For Turbulent Reactive Flows. [Doctoral Dissertation]. Cornell University; 2013. Available from: http://hdl.handle.net/1813/33920

Cornell University
9.
Wen, Bin.
Stochastic Multiscale Modeling Of Polycrystalline Materials.
Degree: PhD, Aerospace Engineering, 2013, Cornell University
URL: http://hdl.handle.net/1813/33822
► Mechanical properties of engineering materials are sensitive to the underlying random microstructure. Quantification of mechanical property variability induced by microstructure variation is essential for the…
(more)
▼ Mechanical properties of engineering materials are sensitive to the underlying random microstructure. Quantification of mechanical property variability induced by microstructure variation is essential for the prediction of extreme properties and microstructure-sensitive design of materials. Recent advances in high throughput characterization of polycrystalline microstructures have resulted in huge data sets of microstructural descriptors and image snapshots. To utilize these large scale experimental data for computing the resulting variability of macroscopic properties, appropriate mathematical representation of microstructures is needed. By exploring the space containing all admissible microstructures that are statistically similar to the available data, one can estimate the distribution/envelope of possible properties by employing efficient
stochastic simulation methodologies along with robust physics-based deterministic simulators. The focus of this thesis is on the construction of lowdimensional representations of random microstructures and the development of efficient physics-based simulators for polycrystalline materials. By adopting appropriate
stochastic methods, such as Monte Carlo and Adaptive Sparse Grid Collocation methods, the variability of microstructure-sensitive properties of polycrystalline materials is investigated. The primary outcomes of this thesis include: • Development of data-driven reduced-order representations of microstruc- ture variations to construct the admissible space of random polycrystalline microstructures. • Development of accurate and efficient physics-based simulators for the estimation of material properties based on mesoscale microstructures. • Investigating property variability of polycrystalline materials using efficient
stochastic simulation methods in combination with the above two developments. The uncertainty quantification framework developed in this work integrates information science and materials science, and provides a new outlook to multiscale materials modeling accounting for microstructure and process uncertainties. Predictive materials modeling will accelerate the development of new materials and processes for critical applications in industry.
Advisors/Committee Members: Zabaras, Nicholas John (chair), Earls, Christopher J (committee member), Warner, Derek H. (committee member).
Subjects/Keywords: Stochastic simulation; Multiscale modeling; Polycrystalline materials
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APA (6th Edition):
Wen, B. (2013). Stochastic Multiscale Modeling Of Polycrystalline Materials. (Doctoral Dissertation). Cornell University. Retrieved from http://hdl.handle.net/1813/33822
Chicago Manual of Style (16th Edition):
Wen, Bin. “Stochastic Multiscale Modeling Of Polycrystalline Materials.” 2013. Doctoral Dissertation, Cornell University. Accessed March 07, 2021.
http://hdl.handle.net/1813/33822.
MLA Handbook (7th Edition):
Wen, Bin. “Stochastic Multiscale Modeling Of Polycrystalline Materials.” 2013. Web. 07 Mar 2021.
Vancouver:
Wen B. Stochastic Multiscale Modeling Of Polycrystalline Materials. [Internet] [Doctoral dissertation]. Cornell University; 2013. [cited 2021 Mar 07].
Available from: http://hdl.handle.net/1813/33822.
Council of Science Editors:
Wen B. Stochastic Multiscale Modeling Of Polycrystalline Materials. [Doctoral Dissertation]. Cornell University; 2013. Available from: http://hdl.handle.net/1813/33822

University of Saskatchewan
10.
Guo, Qi 1993-.
Logistic Operator Equation and the Induced Stochastic Process for Complex System Modelling.
Degree: 2018, University of Saskatchewan
URL: http://hdl.handle.net/10388/11224
► The logistic operator equation (LOE) is a type of a multidimensional system of nonlinear ordinary differential equations developed from the classical logistic equation (LE), which…
(more)
▼ The logistic operator equation (LOE) is a type of a multidimensional system of nonlinear ordinary differential equations developed from the classical logistic equation (LE), which has been devised as a theoretical model for dynamically changing complex networks. According to the choice of its constituent parameters, the LOE can display a number of essentially distinct dynamical characteristics. The connection between a specific LOE and its corresponding complex network is established by interpreting the dependent variable as an adjacency matrix of the network graph.
Preexisting studies of the LOE were based upon the Dirichlet series playing the role of an a priori Ansatz for the form of solutions. In this thesis we extend those results by replacing the Dirichlet series with the power series as well as the Fourier series. This leads to new types of solutions for the LOE and, consequently, new examples of complex network dynamics. The solutions are studied via rigorous theoretical calculations as well as via MATLAB and Cytoscape simulations.
In addition, the LOE model admits a natural randomization that transforms a deterministic dynamical solution into a
stochastic process. A large part of this work is devoted to the study of
stochastic processes of this type. In particular, we have been able to demonstrate that in some special cases the given
stochastic model is equivalent to a multi-dimensional
stochastic differential equation (SDE). However, the general case is extremely hard to tackle and open questions still abound. To illustrate what is involved we calculate certain expectations related to the general LOE-based
stochastic process. This approach may be compared to the study of weak solutions of classical SDE via the Fokker-Plank equation.
The study of the LOE and LOE-based
stochastic processes is a new direction in Complex Network Theory.
Advisors/Committee Members: Sowa, Artur, Spiteri, Raymond, Khan, Shahedul, Wu, Fangxiang.
Subjects/Keywords: Complex networks; Operator equation; Stochastic process; Simulation
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Guo, Q. 1. (2018). Logistic Operator Equation and the Induced Stochastic Process for Complex System Modelling. (Thesis). University of Saskatchewan. Retrieved from http://hdl.handle.net/10388/11224
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Guo, Qi 1993-. “Logistic Operator Equation and the Induced Stochastic Process for Complex System Modelling.” 2018. Thesis, University of Saskatchewan. Accessed March 07, 2021.
http://hdl.handle.net/10388/11224.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Guo, Qi 1993-. “Logistic Operator Equation and the Induced Stochastic Process for Complex System Modelling.” 2018. Web. 07 Mar 2021.
Vancouver:
Guo Q1. Logistic Operator Equation and the Induced Stochastic Process for Complex System Modelling. [Internet] [Thesis]. University of Saskatchewan; 2018. [cited 2021 Mar 07].
Available from: http://hdl.handle.net/10388/11224.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Guo Q1. Logistic Operator Equation and the Induced Stochastic Process for Complex System Modelling. [Thesis]. University of Saskatchewan; 2018. Available from: http://hdl.handle.net/10388/11224
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Delft University of Technology
11.
Ashirgade, Shriram (author).
A Particle-based Approach for Stochastic Modelling of Waves in the Near-shore Region.
Degree: 2019, Delft University of Technology
URL: http://resolver.tudelft.nl/uuid:89ae611d-cf7b-4911-adee-58cbdfccff94
► Processes occurring in the near-shore region operates on a small spatial and temporal scale. Simulations of these processes have long posed challenges for computational science,…
(more)
▼ Processes occurring in the near-shore region operates on a small spatial and temporal scale. Simulations of these processes have long posed challenges for computational science, and to have accurate representations require a higher resolution. This results in computationally expensive models. This project aimed to investigate the possibility of a new stochastic model, simulate these processes with higher computational efficiency, and estimate the energy density and spectral properties of waves in the near-shore region. The gist of the particle model is to discretize the energy flux into several packets of finite energy, propagating in the domain, and governed by the equations derived from the wave dynamics. These particles correspond to a particular wave component at a particular location and, therefore, are defined by these wave properties. The equations of particle motion are derived from the wave dynamics by treating energy density as probability density and the energy balance equation as a Fokker-Planck equation while the energy dissipation is modelled with exponential decay of particle energy with a location-dependent rate. An iterative approach is taken to accommodate the dissipation processes resulting from the wave interactions. These particles were treated as independent to create prospects of asynchronous computation and providing the scope of computational optimization. The phenomena of shoaling, refraction, bottom friction, and depth-induced surf breaking are included in the implementation for both monochromatic waves and irregular waves described by a two-dimensional wave spectrum. The model is tested for its performance and accuracy by comparing with the estimations from other existing models. The ability to provide control over processes in computations made SWAN a perfect candidate as a benchmark. The results showed a high degree of accuracy on comparison while the computational time was of the same order or lower to that of the SWAN model for most of the cases with a great scope of improvement. It was also observed that high computational efficiency could be achieved by sacrificing little accuracy. Additional dominant processes were identified affecting the accuracy in certain conditions by comparing the model with lab measurement data. Non-linear wave-wave interactions play an important role in the evolution of the spectrum, while diffraction becomes dominant for the flow over a shoal in two-dimension. These processes are considered as future scope of the project. The results show that with a stochastic model, it is possible to simulate real-life situations and does need further development to include additional processes and make the model computationally robust.
Applied Mathematics
Advisors/Committee Members: Verlaan, Martin (mentor), Reniers, Ad (graduation committee), Heemink, Arnold (graduation committee), van der Lugt, Marlies (graduation committee), Groeneweg, Jacco (graduation committee), Delft University of Technology (degree granting institution).
Subjects/Keywords: Wave modeling; Stochastic Simulation; Near-shore; Particles
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Ashirgade, S. (. (2019). A Particle-based Approach for Stochastic Modelling of Waves in the Near-shore Region. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:89ae611d-cf7b-4911-adee-58cbdfccff94
Chicago Manual of Style (16th Edition):
Ashirgade, Shriram (author). “A Particle-based Approach for Stochastic Modelling of Waves in the Near-shore Region.” 2019. Masters Thesis, Delft University of Technology. Accessed March 07, 2021.
http://resolver.tudelft.nl/uuid:89ae611d-cf7b-4911-adee-58cbdfccff94.
MLA Handbook (7th Edition):
Ashirgade, Shriram (author). “A Particle-based Approach for Stochastic Modelling of Waves in the Near-shore Region.” 2019. Web. 07 Mar 2021.
Vancouver:
Ashirgade S(. A Particle-based Approach for Stochastic Modelling of Waves in the Near-shore Region. [Internet] [Masters thesis]. Delft University of Technology; 2019. [cited 2021 Mar 07].
Available from: http://resolver.tudelft.nl/uuid:89ae611d-cf7b-4911-adee-58cbdfccff94.
Council of Science Editors:
Ashirgade S(. A Particle-based Approach for Stochastic Modelling of Waves in the Near-shore Region. [Masters Thesis]. Delft University of Technology; 2019. Available from: http://resolver.tudelft.nl/uuid:89ae611d-cf7b-4911-adee-58cbdfccff94

Macquarie University
12.
Gretz, Friedrich.
Semantics and loop invariant synthesis for probabilistic programs.
Degree: 2015, Macquarie University
URL: http://hdl.handle.net/1959.14/1051765
► "A thesis submitted in fulfilment of the requirements for the degree of Doctor of Philosophy in the Department of Computing, Faculty of Science and Engineering,…
(more)
▼ "A thesis submitted in fulfilment of the requirements for the degree of Doctor of Philosophy in the Department of Computing, Faculty of Science and Engineering, Macquarie University".
"2014".
Bibliography: pages 75-82.
1. Introduction – 2. Linking operational and denotational semantics – 3. Conditional probabilities and expectations – 4. Automated analysis – Chapter 5. Conclusion and future work – Appendices.
In this thesis we consider sequential probabilistic programs. Such programs are a means to model randomised algorithms in computer science. They facilitate the formal analysis of performance and correctness of algorithms or security aspects of protocols. We develop an operational semantics for probabilistic programs and show it to be equivalent to the expectation transformer semantics due to McIver and Morgan. This connection between the two kinds of semantics provides a deeper understanding of the behaviour of probabilistic programs and is instrumental to transfer results between communities that use transition systems such as Markov decision processes to reason about probabilistic behaviour and communities that focus on deductive verification techniques based on expectation transformers. As a next step, we add the concept of observations and extend both semantics to facilitate the calculation of expectations which are conditioned on the fact that no observation is violated during the program's execution. Our main contribution here is to explore issues that arise with non-terminating, non-deterministic or infeasible programs and provide semantics that are generally applicable. Additionally, we discuss several program transformation to facilitate the understanding of conditioning in probabilistic programming. In the last part of the thesis we turn our attention to the automated verification of probabilistic programs. We are interested in automating inductive verification techniques. As usual the main obstacle in program analysis are loops which require either the calculation of fixed points or the generation of inductive invariants for their analysis. This task, which is already hard for standard, i.e. non-probabilistic, programs, becomes even more challenging as our reasoning becomes quantitative. We focus on a technique to generate quantitative loop invariants from user defined templates. This approach is implemented in a software tool called Prinsys and evaluated on several examples.
1 online resource (x, 85 pages) illustrations (some coloured)
Advisors/Committee Members: Macquarie University. Department of Computing.
Subjects/Keywords: Probabilities – Computer simulation; Stochastic analysis; Computer algorithms
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Gretz, F. (2015). Semantics and loop invariant synthesis for probabilistic programs. (Doctoral Dissertation). Macquarie University. Retrieved from http://hdl.handle.net/1959.14/1051765
Chicago Manual of Style (16th Edition):
Gretz, Friedrich. “Semantics and loop invariant synthesis for probabilistic programs.” 2015. Doctoral Dissertation, Macquarie University. Accessed March 07, 2021.
http://hdl.handle.net/1959.14/1051765.
MLA Handbook (7th Edition):
Gretz, Friedrich. “Semantics and loop invariant synthesis for probabilistic programs.” 2015. Web. 07 Mar 2021.
Vancouver:
Gretz F. Semantics and loop invariant synthesis for probabilistic programs. [Internet] [Doctoral dissertation]. Macquarie University; 2015. [cited 2021 Mar 07].
Available from: http://hdl.handle.net/1959.14/1051765.
Council of Science Editors:
Gretz F. Semantics and loop invariant synthesis for probabilistic programs. [Doctoral Dissertation]. Macquarie University; 2015. Available from: http://hdl.handle.net/1959.14/1051765

Virginia Tech
13.
Liu, Weigang.
A Gillespie-Type Algorithm for Particle Based Stochastic Model on Lattice.
Degree: MS, Computer Science, 2019, Virginia Tech
URL: http://hdl.handle.net/10919/96455
► Computer simulation has been developed for almost one century. Stochastic lattice model, which follows the physics concept of lattice, is defined as a kind of…
(more)
▼ Computer
simulation has been developed for almost one century.
Stochastic lattice model, which follows the physics concept of lattice, is defined as a kind of system in which individual entities live on grids and demonstrate certain random behaviors according to certain specific rules. It is mainly studied using computer simulations. The most widely used
simulation method to for
stochastic lattice systems is the StochSim algorithm, which just randomly pick an entity and then determine its behavior based on a set of specific random rules. Our goal is to develop new
simulation methods so that it is more convenient to simulate and analyze
stochastic lattice system. In this thesis I propose another type of
simulation methods for the
stochastic lattice model using totally different concepts and procedures. I developed a
simulation package and applied it to two different examples using both methods, and then conducted a series of numerical experiment to compare their performance. I conclude that they are roughly equivalent and our new method performs better than the old one in certain special cases.
Advisors/Committee Members: Cao, Yang (committeechair), Onufriev, Alexey (committee member), Cheng, Shengfeng (committee member).
Subjects/Keywords: Gillespie algorithm; stochastic simulation; lattice model
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Liu, W. (2019). A Gillespie-Type Algorithm for Particle Based Stochastic Model on Lattice. (Masters Thesis). Virginia Tech. Retrieved from http://hdl.handle.net/10919/96455
Chicago Manual of Style (16th Edition):
Liu, Weigang. “A Gillespie-Type Algorithm for Particle Based Stochastic Model on Lattice.” 2019. Masters Thesis, Virginia Tech. Accessed March 07, 2021.
http://hdl.handle.net/10919/96455.
MLA Handbook (7th Edition):
Liu, Weigang. “A Gillespie-Type Algorithm for Particle Based Stochastic Model on Lattice.” 2019. Web. 07 Mar 2021.
Vancouver:
Liu W. A Gillespie-Type Algorithm for Particle Based Stochastic Model on Lattice. [Internet] [Masters thesis]. Virginia Tech; 2019. [cited 2021 Mar 07].
Available from: http://hdl.handle.net/10919/96455.
Council of Science Editors:
Liu W. A Gillespie-Type Algorithm for Particle Based Stochastic Model on Lattice. [Masters Thesis]. Virginia Tech; 2019. Available from: http://hdl.handle.net/10919/96455

University of New South Wales
14.
Pei, Yang.
An investigation of methodologies for stochastic simulation of helicopter accidents under autorotation scenarios.
Degree: Mechanical & Manufacturing Engineering, 2016, University of New South Wales
URL: http://handle.unsw.edu.au/1959.4/56911
;
https://unsworks.unsw.edu.au/fapi/datastream/unsworks:42023/SOURCE02?view=true
► Traditionally investigation into helicopter accidents has focused heavily on building complex, deterministic FE models and attempting to validate them with a small number of full…
(more)
▼ Traditionally investigation into helicopter accidents has focused heavily on building complex, deterministic FE models and attempting to validate them with a small number of full size crash tests. One of the major drawbacks of this methodology is that it does not address the dissimilarity of loads generated in nominally identical crashes. To take into account inherent uncertainties in the helicopter crashes, the classic deterministic approach has been replaced in this work by
simulation using
stochastic algorithms. The chaotic nature, due to complexity in helicopter accidents, requires a much more robust
simulation framework to capture a broad spectrum of potential crash scenarios.The thesis aims to investigate helicopter accidents resulting from engine failure by using
stochastic simulation methods. An innovative, hierarchical block structure for a
stochastic simulation is developed for investigating the variability in a full crash event reduced to two phases: flight emergency
simulation and structure crash
simulation. Non-parametric analysis is performed on the
stochastic injury responses which attempt to predict the severity of the occupant’s injuries caused by helicopter accidents. The modelling framework establishes correlations between the critical parameters prior to helicopter accidents and possible occupant injury metrics. To achieve this aim, various
stochastic algorithms are performed throughout the
stochastic framework for the typical helicopter accidents. An investigation into helicopter accidents after engine failure is investigated by simulating auto-rotational flight within a range of sampled pre-event flight conditions to establish the correlation between initial flight parameters and the impact response. The structural crash
simulation uses impact loads randomly selected from within the boundary of the flight
simulation results to determine accelerations at the seat position. The potential injury is predicted by the stochastically generated acceleration peak-values the human body is subjected to and is evaluated by the resulting robust solution based on a computational geometry algorithm.A highly flexible, hierarchical,
stochastic simulation framework has been established for investigating helicopter accidents. It has been demonstrated for the case of complete engine failure during flight leading to autorotation. The significance of this approach is the resulting combination of a complete crash event into a single framework which can be robustly analysed to study the limits of occupant harm. This work will lead to strategies for minimizing occupant harm and maximizing survivability for a wide range of helicopter accident scenarios by both structural modification and flight procedural changes. Some techniques supporting the
stochastic analysis are successfully used offering the possibility of projecting the methodology into other engineering domains.
Advisors/Committee Members: Page, John, Mechanical & Manufacturing Engineering, Faculty of Engineering, UNSW, Pearce, Garth, Mechanical & Manufacturing Engineering, Faculty of Engineering, UNSW.
Subjects/Keywords: Non-parametric analysis; Stochastic simulation; Helicopter accident
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APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Pei, Y. (2016). An investigation of methodologies for stochastic simulation of helicopter accidents under autorotation scenarios. (Doctoral Dissertation). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/56911 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:42023/SOURCE02?view=true
Chicago Manual of Style (16th Edition):
Pei, Yang. “An investigation of methodologies for stochastic simulation of helicopter accidents under autorotation scenarios.” 2016. Doctoral Dissertation, University of New South Wales. Accessed March 07, 2021.
http://handle.unsw.edu.au/1959.4/56911 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:42023/SOURCE02?view=true.
MLA Handbook (7th Edition):
Pei, Yang. “An investigation of methodologies for stochastic simulation of helicopter accidents under autorotation scenarios.” 2016. Web. 07 Mar 2021.
Vancouver:
Pei Y. An investigation of methodologies for stochastic simulation of helicopter accidents under autorotation scenarios. [Internet] [Doctoral dissertation]. University of New South Wales; 2016. [cited 2021 Mar 07].
Available from: http://handle.unsw.edu.au/1959.4/56911 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:42023/SOURCE02?view=true.
Council of Science Editors:
Pei Y. An investigation of methodologies for stochastic simulation of helicopter accidents under autorotation scenarios. [Doctoral Dissertation]. University of New South Wales; 2016. Available from: http://handle.unsw.edu.au/1959.4/56911 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:42023/SOURCE02?view=true

Virginia Tech
15.
Chen, Minghan.
Stochastic Modeling and Simulation of Multiscale Biochemical Systems.
Degree: PhD, Computer Science and Applications, 2019, Virginia Tech
URL: http://hdl.handle.net/10919/90898
► Modeling and simulation of biochemical networks faces numerous challenges as biochemical networks are discovered with increased complexity and unknown mechanisms. With improvement in experimental techniques,…
(more)
▼ Modeling and
simulation of biochemical networks faces numerous challenges as biochemical networks are discovered with increased complexity and unknown mechanisms. With improvement in experimental techniques, biologists are able to quantify genes and proteins and their dynamics in a single cell, which calls for quantitative
stochastic models, or numerical models based on probability distributions, for gene and protein networks at cellular levels that match well with the data and account for randomness. This dissertation studies a
stochastic model in space and time of a bacterium’s life cycle— Caulobacter. A two-dimensional model based on a natural pattern mechanism is investigated to illustrate the changes in space and time of a key protein population. However,
stochastic simulations are often complicated by the expensive computational cost for large and sophisticated biochemical networks. The hybrid
stochastic simulation algorithm is a combination of traditional deterministic models, or analytical models with a single output for a given input, and
stochastic models. The hybrid method can significantly improve the efficiency of
stochastic simulations for biochemical networks that contain both species populations and reaction rates with widely varying magnitude. The populations of some species may become negative in the
simulation under some circumstances. This dissertation investigates negative population estimates from the hybrid method, proposes several remedies, and tests them with several cases including a realistic biological system. As a key factor that affects the quality of biological models, parameter estimation in
stochastic models is challenging because the amount of observed data must be large enough to obtain valid results. To optimize system parameters, the quasi-Newton algorithm for
stochastic optimization (QNSTOP) was studied and applied to a
stochastic (budding) yeast life cycle model by matching different distributions between simulated results and observed data. Furthermore, to reduce model complexity, this dissertation simplifies the fundamental molecular binding mechanism by the
stochastic Hill equation model with optimized system parameters. Considering that many parameter vectors generate similar system dynamics and results, this dissertation proposes a general α-β-γ rule to return an acceptable parameter region of the
stochastic Hill equation based on QNSTOP. Different optimization strategies are explored targeting different features of the observed data.
Advisors/Committee Members: Cao, Young (committeechair), Watson, Layne T. (committeechair), Tyson, John J. (committee member), Kang, Hye Won (committee member), Sandu, Adrian (committee member).
Subjects/Keywords: Caulobacter cell cycle model; hybrid stochastic simulation algorithm; stochastic parameter optimization
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APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Chen, M. (2019). Stochastic Modeling and Simulation of Multiscale Biochemical Systems. (Doctoral Dissertation). Virginia Tech. Retrieved from http://hdl.handle.net/10919/90898
Chicago Manual of Style (16th Edition):
Chen, Minghan. “Stochastic Modeling and Simulation of Multiscale Biochemical Systems.” 2019. Doctoral Dissertation, Virginia Tech. Accessed March 07, 2021.
http://hdl.handle.net/10919/90898.
MLA Handbook (7th Edition):
Chen, Minghan. “Stochastic Modeling and Simulation of Multiscale Biochemical Systems.” 2019. Web. 07 Mar 2021.
Vancouver:
Chen M. Stochastic Modeling and Simulation of Multiscale Biochemical Systems. [Internet] [Doctoral dissertation]. Virginia Tech; 2019. [cited 2021 Mar 07].
Available from: http://hdl.handle.net/10919/90898.
Council of Science Editors:
Chen M. Stochastic Modeling and Simulation of Multiscale Biochemical Systems. [Doctoral Dissertation]. Virginia Tech; 2019. Available from: http://hdl.handle.net/10919/90898

University of Illinois – Urbana-Champaign
16.
Chen, Xu.
Techniques for stochastic simulation of complex electromagnetic and circuit systems with uncertainties.
Degree: PhD, Electrical & Computer Engr, 2018, University of Illinois – Urbana-Champaign
URL: http://hdl.handle.net/2142/101666
► This thesis presents a set of tools and methodologies that perform fast stochastic characterization and simulation of uncertainties in electromagnetic and circuit systems. Background information…
(more)
▼ This thesis presents a set of tools and methodologies that perform fast
stochastic characterization and
simulation of uncertainties in electromagnetic and circuit systems. Background information on polynomial chaos and fast
stochastic numerical techniques is reviewed, and discussion is offered on comparison of different approaches to
stochastic simulations. The formulation for
Stochastic LIM, a
Stochastic Galerkin Method-based time-domain circuit solver, is presented, and some
simulation results are shown comparing the new solver to Monte Carlo techniques using a commercial circuit solver. The simulator is then used to simulate several transmission line problems, including single- and multi-conductor, crosstalk, and coupled-line on a printed circuit board substrate with fiber-weave effect.
Stochastic Collocation technique is discussed as a method to characterize multi-level electromagnetic-circuit simulations. A method to use Monte Carlo integration to evaluate interpolation residual is presented. The effectiveness of the proposed method is demonstrated with a high-order problem of electromagnetic waves causing interference on a printed circuit board inside a vehicle with apertures. The effectiveness of the multi-level analysis methodology is demonstrated using eye diagram opening as cost function. Additionally, a wavelet-based
Stochastic Collocation technique is introduced to solve circuit problems with resonant behavior. Finally, we discuss the overall work presented in this thesis and discuss several future research directions to extend the results presented here.
Advisors/Committee Members: Cangellaris, Andreas C. (advisor), Cangellaris, Andreas C. (Committee Chair), Schutt-Ainé, José E. (committee member), Başar, Tamer (committee member), Ravaioli, Umberto (committee member).
Subjects/Keywords: stochastic; modeling; simulation; latency insertion method; circuit simulation; packaging; uncertainty quantification; stochastic galerkin method; stochastic collocation; monte carlo
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Chen, X. (2018). Techniques for stochastic simulation of complex electromagnetic and circuit systems with uncertainties. (Doctoral Dissertation). University of Illinois – Urbana-Champaign. Retrieved from http://hdl.handle.net/2142/101666
Chicago Manual of Style (16th Edition):
Chen, Xu. “Techniques for stochastic simulation of complex electromagnetic and circuit systems with uncertainties.” 2018. Doctoral Dissertation, University of Illinois – Urbana-Champaign. Accessed March 07, 2021.
http://hdl.handle.net/2142/101666.
MLA Handbook (7th Edition):
Chen, Xu. “Techniques for stochastic simulation of complex electromagnetic and circuit systems with uncertainties.” 2018. Web. 07 Mar 2021.
Vancouver:
Chen X. Techniques for stochastic simulation of complex electromagnetic and circuit systems with uncertainties. [Internet] [Doctoral dissertation]. University of Illinois – Urbana-Champaign; 2018. [cited 2021 Mar 07].
Available from: http://hdl.handle.net/2142/101666.
Council of Science Editors:
Chen X. Techniques for stochastic simulation of complex electromagnetic and circuit systems with uncertainties. [Doctoral Dissertation]. University of Illinois – Urbana-Champaign; 2018. Available from: http://hdl.handle.net/2142/101666

University of Arizona
17.
Zhou, Zhihong.
Multistage Stochastic Decomposition and its Applications
.
Degree: 2012, University of Arizona
URL: http://hdl.handle.net/10150/222892
► In this dissertation, we focus on developing sampling-based algorithms for solving stochastic linear programs. The work covers both two stage and multistage versions of stochastic…
(more)
▼ In this dissertation, we focus on developing sampling-based algorithms for solving
stochastic linear programs. The work covers both two stage and multistage versions of
stochastic linear programs. In particular, we first study the two stage
stochastic decomposition (SD) algorithm and present some extensions associated with SD. Specifically, we study two issues: a) are there conditions under which the regularized version of SD generates a unique solution? and b) in cases where a user is willing to sacrifice optimality, is there a way to modify the SD algorithm so that a user can trade-off solution times with solution quality? Moreover, we present our preliminary approach to address these questions. Secondly, we investigate the multistage
stochastic linear programs and propose a new approach to solving multistage
stochastic decision models in the presence of constraints. The motivation for proposing the multistage
stochastic decomposition algorithm is to handle large scale multistage
stochastic linear programs. In our setting, the deterministic equivalent problems of the multistage
stochastic linear program are too large to be solved exactly. Therefore, we seek an asymptotically optimum solution by simulating the SD algorithmic process, which was originally designed for two-stage
stochastic linear programs (SLPs). More importantly, when SD is implemented in a time-staged manner, the algorithm begins to take the flavor of a
simulation leading to what we refer to as optimization
simulation. As for multistage
stochastic decomposition, there are a couple of advantages that deserve mention. One of the benefits is that it can work directly with sample paths, and this feature makes the new algorithm much easier to be integrated within a
simulation. Moreover, compared with other sampling-based algorithms for multistage
stochastic programming, we also overcome certain limitations, such as a stage-wise independence assumption.
Advisors/Committee Members: Sen, Suvrajeet (advisor), Bayraksan, Guzin (advisor), Son, Young Jun (committeemember), Lin, Wei Hua (committeemember), Sen, Suvrajeet (committeemember), Bayraksan, Guzin (committeemember).
Subjects/Keywords: Optimization Simulation;
Stage-wise Independence;
Stochastic Decomposition;
Stochastic Dual Dynamic Programming;
Systems & Industrial Engineering;
Multistage Stochastic Decomposition;
Multistage Stochastic Program
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APA ·
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MLA ·
Vancouver ·
CSE |
Export
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APA (6th Edition):
Zhou, Z. (2012). Multistage Stochastic Decomposition and its Applications
. (Doctoral Dissertation). University of Arizona. Retrieved from http://hdl.handle.net/10150/222892
Chicago Manual of Style (16th Edition):
Zhou, Zhihong. “Multistage Stochastic Decomposition and its Applications
.” 2012. Doctoral Dissertation, University of Arizona. Accessed March 07, 2021.
http://hdl.handle.net/10150/222892.
MLA Handbook (7th Edition):
Zhou, Zhihong. “Multistage Stochastic Decomposition and its Applications
.” 2012. Web. 07 Mar 2021.
Vancouver:
Zhou Z. Multistage Stochastic Decomposition and its Applications
. [Internet] [Doctoral dissertation]. University of Arizona; 2012. [cited 2021 Mar 07].
Available from: http://hdl.handle.net/10150/222892.
Council of Science Editors:
Zhou Z. Multistage Stochastic Decomposition and its Applications
. [Doctoral Dissertation]. University of Arizona; 2012. Available from: http://hdl.handle.net/10150/222892

Cranfield University
18.
Mesogitis, Tassos.
Stochastic simulation of the cure of advanced composites.
Degree: PhD, 2015, Cranfield University
URL: http://dspace.lib.cranfield.ac.uk/handle/1826/9216
► This study focuses on the development of a stochastic simulation methodology to study the effects of cure kinetics uncertainty, in plane fibre misalignment and boundary…
(more)
▼ This study focuses on the development of a stochastic simulation methodology to
study the effects of cure kinetics uncertainty, in plane fibre misalignment and
boundary conditions uncertainty on the cure process of composite materials.
Differential Scanning Calorimetry was used to characterise cure kinetics variability of
a commercial epoxy resin used in aerospace applications. It was found that cure
kinetics uncertainty is associated with variations in the initial degree of cure,
activation energy and reaction order. Image analysis was employed to characterise
in plane fibre misalignment in a carbon fibre ±45º non-crimp fabric. The experimental
results showed that variability in tow orientation was significant with a standard
deviation of about 1.2º. A set of experiments using an infusion set-up was carried
out to quantify boundary conditions uncertainty related to tool temperature, ambient
temperature and surface heat transfer coefficient using thermocouples (tool/ambient
temperature) and heat flux sensors (surface heat transfer coefficient). It was
concluded that boundary conditions uncertainty can show considerable short term
and long term variability. Conventional Monte Carlo and Probabilistic Collocation
Method were integrated with a thermo-mechanical cure simulation model in order to
investigate the effect of cure kinetics, fibre misalignment and boundary conditions
variability on process outcome. The cure model was developed and implemented
using a finite element model incorporating appropriate material sub-models of cure
kinetics, specific heat capacity, thermal conductivity, moduli, thermal expansion and
cure shrinkage. The effect of cure kinetics uncertainty on the temperature overshoot
of a thick carbon fibre epoxy flat panel was investigated using the two stochastic
simulation schemes. The stochastic simulation results showed that variability in cure
kinetics can introduce a significant scatter in temperature overshoot, presenting a
coefficient of variation of about 30%. Furthermore, it was shown that the collocation
method can offer an efficient solution with significantly lower computational cost
compared to Monte Carlo at comparable accuracy. Stochastic simulation of the cure
of an angle shaped carbon fibre-epoxy component within the Monte Carlo scheme
showed that fibre misalignment can cause considerable variability in the process
outcome. The coefficient of variation of maximum residual stress can reach up to
approximately 2% (standard deviation of 1 MPa) whilst qualitative and quantitative
variations in final distortion of the cured part occur with the standard deviation in twist
and corner angle reaching values of 0.4 º and 0.05º respectively. Simulation of the
cure of a thin carbon fibre-epoxy panel within the Monte Carlo scheme indicated that
surface heat transfer and tool temperature variability dominate variability in cure time,
resulting in a coefficient of variation of about 22%. In addition to Monte Carlo, the
effect of surface heat transfer coefficient…
Subjects/Keywords: Stochastic Simulation; Cure simulation; Uncertainty; Monte Carlo; Probabilistic Collocation Method; Statistics
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Mesogitis, T. (2015). Stochastic simulation of the cure of advanced composites. (Doctoral Dissertation). Cranfield University. Retrieved from http://dspace.lib.cranfield.ac.uk/handle/1826/9216
Chicago Manual of Style (16th Edition):
Mesogitis, Tassos. “Stochastic simulation of the cure of advanced composites.” 2015. Doctoral Dissertation, Cranfield University. Accessed March 07, 2021.
http://dspace.lib.cranfield.ac.uk/handle/1826/9216.
MLA Handbook (7th Edition):
Mesogitis, Tassos. “Stochastic simulation of the cure of advanced composites.” 2015. Web. 07 Mar 2021.
Vancouver:
Mesogitis T. Stochastic simulation of the cure of advanced composites. [Internet] [Doctoral dissertation]. Cranfield University; 2015. [cited 2021 Mar 07].
Available from: http://dspace.lib.cranfield.ac.uk/handle/1826/9216.
Council of Science Editors:
Mesogitis T. Stochastic simulation of the cure of advanced composites. [Doctoral Dissertation]. Cranfield University; 2015. Available from: http://dspace.lib.cranfield.ac.uk/handle/1826/9216
19.
Aupetit, Benjamin.
Calcul d'indicateurs de sûreté de fonctionnement de modèles AltaRica 3.0 par simulation stochastique : Assessment of reliability indicators of AltaRica 3.0 models by stochastic simulation.
Degree: Docteur es, Informatique, 2020, université Paris-Saclay
URL: http://www.theses.fr/2020UPASC004
► Dans un contexte de conception d'un système critique complexe, les études de sûreté de fonctionnement permettent de faire des choix de solutions techniques.Le langage de…
(more)
▼ Dans un contexte de conception d'un système critique complexe, les études de sûreté de fonctionnement permettent de faire des choix de solutions techniques.Le langage de modélisation choisi doit avoir un pouvoir d'expression suffisant pour représenter les différents comportements envisagés : dans ces travaux, AltaRica 3.0 est utilisé.Mais le calcul d'indicateurs de sûreté de fonctionnement sur des modèles complexes est alors difficile : une solution est l'utilisation de la simulation stochastique pour les estimer.Il est alors nécessaire pour l'analyste de décrire quels sont les indicateurs qu'il souhaite estimer, et quelles sont leurs relations avec le modèle : un ensemble de mesures, couvrant les besoins classiques en sûreté de fonctionnement, est proposé.La qualité des estimations est liée au nombre de mesures, et donc à la performance de l'outil logiciel de simulateur stochastique : des améliorations de la simulation stochastique de modèles AltaRica 3.0 ont été implémentées dans l'outil de la plateforme OpenAltaRica.L'utilisation d'outils de calcul logiciel dans un contexte de certification doit faire l'objet d'une évaluation sur leur qualité : une méthodologie d'évaluation de simulateurs stochastiques de sûreté de fonctionnement, non limitée à AltaRica 3.0, est présentée.Enfin, une étude de cas d'un système mécatronique complexe permet de présenter les possibilités de la simulation stochastique et du langage AltaRica 3.0 pour une étude de sûreté de fonctionnement de cette classe de systèmes.
Safety assessment of a critical and complex system allows choices of technical solutions.The chosen modelling language for those assessments must have sufficient power of expression to represent the different behaviours envisaged: AltaRica 3.0 is here used.But computation of dependability indicators on complex models is then difficult: stochastic simulation is a solution, but only allow to estimate values.It is then necessary for the analyst to describe which indicators he wishes to estimate, and what their relations with the model are: a set of measures, covering the conventional needs in dependability, is proposed.The estimation quality is related to the number of measurements, and therefore to the performances of the stochastic simulator software tool: improvements of stochastic simulation of AltaRica 3.0 models have been implemented in the tool of the OpenAltaRica platform.The use of software computation tools in a certification context must be evaluated on their quality: a stochastic simulator reliability evaluation methodology, not limited to AltaRica 3.0, is presented.Finally, a case study of a complex mechatronic system presents the possibilities of stochastic simulation and AltaRica 3.0 for a safety study of this class of systems.
Advisors/Committee Members: Rauzy, Antoine (thesis director), Roussel, Jean-Marc (thesis director).
Subjects/Keywords: AltaRica; MBSA; Simulation stochastique; AltaRica; MBSA; Stochastic simulation
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Aupetit, B. (2020). Calcul d'indicateurs de sûreté de fonctionnement de modèles AltaRica 3.0 par simulation stochastique : Assessment of reliability indicators of AltaRica 3.0 models by stochastic simulation. (Doctoral Dissertation). université Paris-Saclay. Retrieved from http://www.theses.fr/2020UPASC004
Chicago Manual of Style (16th Edition):
Aupetit, Benjamin. “Calcul d'indicateurs de sûreté de fonctionnement de modèles AltaRica 3.0 par simulation stochastique : Assessment of reliability indicators of AltaRica 3.0 models by stochastic simulation.” 2020. Doctoral Dissertation, université Paris-Saclay. Accessed March 07, 2021.
http://www.theses.fr/2020UPASC004.
MLA Handbook (7th Edition):
Aupetit, Benjamin. “Calcul d'indicateurs de sûreté de fonctionnement de modèles AltaRica 3.0 par simulation stochastique : Assessment of reliability indicators of AltaRica 3.0 models by stochastic simulation.” 2020. Web. 07 Mar 2021.
Vancouver:
Aupetit B. Calcul d'indicateurs de sûreté de fonctionnement de modèles AltaRica 3.0 par simulation stochastique : Assessment of reliability indicators of AltaRica 3.0 models by stochastic simulation. [Internet] [Doctoral dissertation]. université Paris-Saclay; 2020. [cited 2021 Mar 07].
Available from: http://www.theses.fr/2020UPASC004.
Council of Science Editors:
Aupetit B. Calcul d'indicateurs de sûreté de fonctionnement de modèles AltaRica 3.0 par simulation stochastique : Assessment of reliability indicators of AltaRica 3.0 models by stochastic simulation. [Doctoral Dissertation]. université Paris-Saclay; 2020. Available from: http://www.theses.fr/2020UPASC004
20.
Nussle, Thomas.
Theoretical and computational studies of the thermomechanics of magnetic materials : Thermo-mécanique dynamique à grande échelle des matériaux magnétiques.
Degree: Docteur es, Physique, 2019, Université François-Rabelais de Tours
URL: http://www.theses.fr/2019TOUR4007
► Le magnétisme est l'un des plus anciens phénomènes rapportés de l'histoire des sciences naturelles et probablement l'un des plus fascinants. Véritable manifestation macroscopique de la…
(more)
▼ Le magnétisme est l'un des plus anciens phénomènes rapportés de l'histoire des sciences naturelles et probablement l'un des plus fascinants. Véritable manifestation macroscopique de la physique quantique, il subit en s'y couplant, l'influence de nombreux réservoirs énergétiques et statistiques, dont ceux de la thermique et de la mécanique.En remarquant qu'un moment magnétique élémentaire est un objet composite formé grâce à des variables anticommutantes inobservables, on peut engendrer une dynamique Hamiltonienne couplant ce degré de liberté à ceux provenant des autres réservoirs, eux-mêmes décrits par la dynamique de variables aléatoires.La première étape est d'étudier la dynamique d'un moment magnétique, vu comme un spin classique dans de tels bains. A cette fin on considère un bain magnétique afin d'évaluer la possibilité de mimer les effets de couplage entre moments magnétique ainsi que le couplage magnétoélastique par un tel modèle effectif.Par la suite, nous montrons que la précession d'un spin classique peut être modélisée par une dynamique de Nambu qui facilite la description de la nature, additive ou multiplicative, des couplages stochastiques. La dynamique ainsi produite est d'abord étudiée numériquement de façon stochastique en moyennant les différentes réalisations obtenues; ensuite un modèle déterministe sur la hiérarchie des moments statistiques est établi puis fermé afin de développer une méthode à la fois plus rapide mais également déterministe de déduction des propriétés magnétiques.Finalement, pour illustrer la pertinence tangible de toutes ces notions, nous construisons une dynamique étendue de particules ``fictives'' portant à la fois un moment magnétique et une déformation mécanique locaux exprimant la magnétoélasticité, d'une part dans une approche Lagrangienne puis Hamiltonienne. Pour chacune des deux approches nous étudierons la dynamique du retournement ultra-rapide d'aimantation pour NiO, oxyde antiferromagnétique prototype, sous sollicitations mécanique et électrique.Le formalisme, exposé ici, aussi bien conceptuel qu’informatique, ne sert pas, seulement, comme un exemple de l’état de l’art, mais permet une description des propriétés des milieux magnétiques, qui est fondamentale aussi bien pour la conception de nouveaux matériaux, que comme modèle pour aborder d’autres questions portant sur l’interaction entre bruit et variables dynamiques, plus généralement.
One of the utmost interesting properties of matter is magnetism. This property, which is a macroscopic consequence of quantum physics, is subjected and couples to several reservoirs. Among them, two are most relevant, namely the thermal and mechanical reservoirs. We build a Hamiltonian model for the coupling between – classical – magnetism and elasticity, which relies on the – underlying – anticommuting nature of spin, so as to describe the coupled dynamics of these degrees of freedom.The first step is to study the behavior of the classical spin – or magnetic moment – when coupled to different – stochastic – baths. First a…
Advisors/Committee Members: Nicolis, Stamatios (thesis director).
Subjects/Keywords: Magnétoélasticité; Simulation; Stochastique; Spin; Magnétostriction; Magnetoelasticity; Magnetostriction; Simulation; Spin; Stochastic
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Nussle, T. (2019). Theoretical and computational studies of the thermomechanics of magnetic materials : Thermo-mécanique dynamique à grande échelle des matériaux magnétiques. (Doctoral Dissertation). Université François-Rabelais de Tours. Retrieved from http://www.theses.fr/2019TOUR4007
Chicago Manual of Style (16th Edition):
Nussle, Thomas. “Theoretical and computational studies of the thermomechanics of magnetic materials : Thermo-mécanique dynamique à grande échelle des matériaux magnétiques.” 2019. Doctoral Dissertation, Université François-Rabelais de Tours. Accessed March 07, 2021.
http://www.theses.fr/2019TOUR4007.
MLA Handbook (7th Edition):
Nussle, Thomas. “Theoretical and computational studies of the thermomechanics of magnetic materials : Thermo-mécanique dynamique à grande échelle des matériaux magnétiques.” 2019. Web. 07 Mar 2021.
Vancouver:
Nussle T. Theoretical and computational studies of the thermomechanics of magnetic materials : Thermo-mécanique dynamique à grande échelle des matériaux magnétiques. [Internet] [Doctoral dissertation]. Université François-Rabelais de Tours; 2019. [cited 2021 Mar 07].
Available from: http://www.theses.fr/2019TOUR4007.
Council of Science Editors:
Nussle T. Theoretical and computational studies of the thermomechanics of magnetic materials : Thermo-mécanique dynamique à grande échelle des matériaux magnétiques. [Doctoral Dissertation]. Université François-Rabelais de Tours; 2019. Available from: http://www.theses.fr/2019TOUR4007

Delft University of Technology
21.
Corstanje, Marc (author).
Likelihood-based Inference on Nonlinear spaces: Using Diffusion Processes on Riemannian Manifolds.
Degree: 2019, Delft University of Technology
URL: http://resolver.tudelft.nl/uuid:7a7fad85-d29d-414e-a254-7b864c4e5042
► When data in higher dimensions with a certain constraint on it, say a set of locations on a sphere, is encountered, some classical statistical analysis…
(more)
▼ When data in higher dimensions with a certain constraint on it, say a set of locations on a sphere, is encountered, some classical statistical analysis methods fail, as the data no longer assumes its values in a linear space. In this thesis we consider such datasets and aim to do likelihood-based inference on the center of the data. To model the nonlinearity, we consider the data to be a set of points on a Riemannian manifold. The general approach in this thesis comes from the classical result where the center can be repre- sented as the maximum likelihood estimator for the true mean of the dataset. To model an underlying distribution we will model the data as observations of realizations of Brownian motion on the manifold observed at a fixed time and use the transition density of the Brownian motion to construct a likelihood. The likelihood can then be approximated using diffusion bridges. This thesis thus first focuses on differential geometry as well as Itô and Stratonovich calculus. After that, we will introduce methods to construct a likelihood for the center of the dataset on a manifold before using simulated diffusion bridges to approximate this likelihood. We finish the thesis with some numerical experiments in Julia that demonstrate the results on the sphere.
Applied Mathematics
Advisors/Committee Members: van der Meulen, Frank (mentor), Delft University of Technology (degree granting institution).
Subjects/Keywords: Diffusion Process; Riemannian manifold; Diffusion Bridge; Stochastic Differential Equations; Stochastic Simulation; Geometric Statistics
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Corstanje, M. (. (2019). Likelihood-based Inference on Nonlinear spaces: Using Diffusion Processes on Riemannian Manifolds. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:7a7fad85-d29d-414e-a254-7b864c4e5042
Chicago Manual of Style (16th Edition):
Corstanje, Marc (author). “Likelihood-based Inference on Nonlinear spaces: Using Diffusion Processes on Riemannian Manifolds.” 2019. Masters Thesis, Delft University of Technology. Accessed March 07, 2021.
http://resolver.tudelft.nl/uuid:7a7fad85-d29d-414e-a254-7b864c4e5042.
MLA Handbook (7th Edition):
Corstanje, Marc (author). “Likelihood-based Inference on Nonlinear spaces: Using Diffusion Processes on Riemannian Manifolds.” 2019. Web. 07 Mar 2021.
Vancouver:
Corstanje M(. Likelihood-based Inference on Nonlinear spaces: Using Diffusion Processes on Riemannian Manifolds. [Internet] [Masters thesis]. Delft University of Technology; 2019. [cited 2021 Mar 07].
Available from: http://resolver.tudelft.nl/uuid:7a7fad85-d29d-414e-a254-7b864c4e5042.
Council of Science Editors:
Corstanje M(. Likelihood-based Inference on Nonlinear spaces: Using Diffusion Processes on Riemannian Manifolds. [Masters Thesis]. Delft University of Technology; 2019. Available from: http://resolver.tudelft.nl/uuid:7a7fad85-d29d-414e-a254-7b864c4e5042

University of Illinois – Urbana-Champaign
22.
Michelotti, Matthew.
Binning for efficient stochastic particle simulations.
Degree: MS, 0112, 2013, University of Illinois – Urbana-Champaign
URL: http://hdl.handle.net/2142/42127
► Gillespie's Stochastic Simulation Algorithm (SSA) is an exact procedure for simulating the evolution of a collection of discrete, interacting entities, such as coalescing aerosol particles…
(more)
▼ Gillespie's
Stochastic Simulation Algorithm (SSA) is an exact procedure for simulating the evolution of a collection of discrete, interacting entities, such as coalescing aerosol particles or reacting chemical species. The high computational cost of SSA has motivated the development of more efficient variants, such as Tau-Leaping, which sacrifices the exactness of SSA. For models whose interacting entities can be characterized by a continuous parameter, such as a measure of size for aerosol particles, we analyze strategies for accelerating these algorithms by aggregating particles of similar size into bins. We show that for such models an appropriate binning strategy can dramatically enhance efficiency, and in particular can make SSA computationally competitive without sacrificing exactness. We formulate binned versions of both the SSA and Tau-Leaping algorithms and analyze and demonstrate their performance.
Advisors/Committee Members: Heath, Michael T. (advisor), West, Matthew (advisor).
Subjects/Keywords: stochastic; Markov process; coalescence; atmospheric aerosol; stochastic simulation algorithm; tau leaping; particle resolved
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Michelotti, M. (2013). Binning for efficient stochastic particle simulations. (Thesis). University of Illinois – Urbana-Champaign. Retrieved from http://hdl.handle.net/2142/42127
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Michelotti, Matthew. “Binning for efficient stochastic particle simulations.” 2013. Thesis, University of Illinois – Urbana-Champaign. Accessed March 07, 2021.
http://hdl.handle.net/2142/42127.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Michelotti, Matthew. “Binning for efficient stochastic particle simulations.” 2013. Web. 07 Mar 2021.
Vancouver:
Michelotti M. Binning for efficient stochastic particle simulations. [Internet] [Thesis]. University of Illinois – Urbana-Champaign; 2013. [cited 2021 Mar 07].
Available from: http://hdl.handle.net/2142/42127.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Michelotti M. Binning for efficient stochastic particle simulations. [Thesis]. University of Illinois – Urbana-Champaign; 2013. Available from: http://hdl.handle.net/2142/42127
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

University of Southern California
23.
Wu, Teng.
A stochastic employment problem.
Degree: PhD, Industrial and Systems Engineering, 2013, University of Southern California
URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/245624/rec/370
► This dissertation studied a Stochastic Assignment Problem, called “A Stochastic Employment Problem(SEP)”. There are n boxes having quota S =(S₁...Sn), that is box i needs…
(more)
▼ This dissertation studied a
Stochastic Assignment
Problem, called “A
Stochastic Employment Problem(SEP)”. There are n
boxes having quota S =(S₁...Sn), that is box i needs Si balls, i =
1. . . n. Balls arrive sequentially,with each one having a binary
vector X = (X₁, X₂...Xn) attached, with the interpretation being
that if Xᵢ = 1 this ball is eligible to be put in box i, i = 1. . .
n. When a ball arrives, its vector is revealed and the ball is put
in one box for which it is eligible. Assuming the vectors are
independent and identically distributed among the successive balls,
this problem continues until there are at least Si balls in box i,
for all i. The SEP could be applied to an organizational employment
decision problem, with the interpretation being that the boxes are
the types of jobs and the balls are the job seekers, with Si
implying the number of type i jobs and X indicating which jobs a
seeker is qualified to take. ❧ Variations of the
Stochastic
Employment Problem were considered. Such as, balls arrive according
to a renewal process and each box has a lifetime under a specified
distribution. Thus the SEP could be considered as a
stochastic
control problem associated with a single server queuing system.
Therefore it could be applied to channel/processor scheduling in
telecommunication/computer industry. For example, in a time slotted
network, n users share one channel with user i having Si packets to
transmit i = 1. . . n, and X indicating which users are connected
hence able to transmit. The SEP could also be applied to an organ
transplant decision problem, with the box lifetime being a
patient’s lifetime and the ball vector indicating which patients an
arriving organ fits.
Advisors/Committee Members: Ross, Sheldon M. (Committee Chair), Huang, Qiang (Committee Member), Zhang, Jianfeng (Committee Member), Dessouky, Maged M. (Committee Member), Toriello, Alejandro (Committee Member).
Subjects/Keywords: stochastic; assignment problem; sequential decision process; dynamic programming; simulation; optimization; applied probability modeling; stochastic dominance
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Wu, T. (2013). A stochastic employment problem. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/245624/rec/370
Chicago Manual of Style (16th Edition):
Wu, Teng. “A stochastic employment problem.” 2013. Doctoral Dissertation, University of Southern California. Accessed March 07, 2021.
http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/245624/rec/370.
MLA Handbook (7th Edition):
Wu, Teng. “A stochastic employment problem.” 2013. Web. 07 Mar 2021.
Vancouver:
Wu T. A stochastic employment problem. [Internet] [Doctoral dissertation]. University of Southern California; 2013. [cited 2021 Mar 07].
Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/245624/rec/370.
Council of Science Editors:
Wu T. A stochastic employment problem. [Doctoral Dissertation]. University of Southern California; 2013. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/245624/rec/370

University of Lethbridge
24.
University of Lethbridge. Faculty of Arts and Science.
Delayed stochastic modelling of prokaryotic transcription with abortive initiation
.
Degree: 2017, University of Lethbridge
URL: http://hdl.handle.net/10133/4806
► A quantitative model for gene transcription should treat two main features: stochastic fluctuations due to low copy numbers, and time delays resulting from the lengthy…
(more)
▼ A quantitative model for gene transcription should treat two main features: stochastic fluctuations due to low copy numbers, and time delays resulting from the lengthy sequence of reactions that form the transcription process. Bratsun et al. (PNAS, 102(41):14593-14598, 2005) proposed an algorithm by which we can include both of these features. I have studied a delay stochastic model for RNA transcription including abortive initiation. This study focused on the parametric dependence of the mean stationary RNA concentration and of the rise time, i.e. the characteristic time taken to achieve the stationary concentrations. The mean RNA concentration depends on initiation, elongation, polymerase arrest and RNA degradation rates including delays associated with clearance of promoter and polymerase arrest. Rise time depends on initiation, polymerase arrest, termination and RNA degradation rates. I have developed an analytic theory of rise time based on the delayed mass-action formalism to validate the simulation results.
Subjects/Keywords: abortive initiation;
delay stochastic simulation model;
prokaryotic transcription;
rise time;
RNA polymerase arrest;
stochastic simulations
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APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Science, U. o. L. F. o. A. a. (2017). Delayed stochastic modelling of prokaryotic transcription with abortive initiation
. (Thesis). University of Lethbridge. Retrieved from http://hdl.handle.net/10133/4806
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Science, University of Lethbridge. Faculty of Arts and. “Delayed stochastic modelling of prokaryotic transcription with abortive initiation
.” 2017. Thesis, University of Lethbridge. Accessed March 07, 2021.
http://hdl.handle.net/10133/4806.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Science, University of Lethbridge. Faculty of Arts and. “Delayed stochastic modelling of prokaryotic transcription with abortive initiation
.” 2017. Web. 07 Mar 2021.
Vancouver:
Science UoLFoAa. Delayed stochastic modelling of prokaryotic transcription with abortive initiation
. [Internet] [Thesis]. University of Lethbridge; 2017. [cited 2021 Mar 07].
Available from: http://hdl.handle.net/10133/4806.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Science UoLFoAa. Delayed stochastic modelling of prokaryotic transcription with abortive initiation
. [Thesis]. University of Lethbridge; 2017. Available from: http://hdl.handle.net/10133/4806
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Virginia Tech
25.
Ahn, Tae-Hyuk.
Computational Techniques for the Analysis of Large Scale Biological Systems.
Degree: PhD, Computer Science, 2016, Virginia Tech
URL: http://hdl.handle.net/10919/77162
► An accelerated pace of discovery in biological sciences is made possible by a new generation of computational biology and bioinformatics tools. In this dissertation we…
(more)
▼ An accelerated pace of discovery in biological sciences is made possible by a new generation of computational biology and bioinformatics tools. In this dissertation we develop novel computational, analytical, and high performance
simulation techniques for biological problems, with applications to the yeast cell division cycle, and to the RNA-Sequencing of the yellow fever mosquito.
Cell cycle system evolves
stochastic effects when there are a small number of molecules react each other. Consequently, the
stochastic effects of the cell cycle are important, and the evolution of cells is best described statistically.
Stochastic simulation algorithm (SSA), the standard
stochastic method for chemical kinetics, is often slow because it accounts for every individual reaction event. This work develops a
stochastic version of a deterministic cell cycle model, in order to capture the
stochastic aspects of the evolution of the budding yeast wild-type and mutant strain cells. In order to efficiently run large ensembles to compute statistics of cell evolution, the dissertation investigates parallel
simulation strategies, and presents a new probabilistic framework to analyze the performance of dynamic load balancing algorithms. This work also proposes new accelerated
stochastic simulation algorithms based on a fully implicit approach and on
stochastic Taylor expansions.
Next Generation RNA-Sequencing, a high-throughput technology to sequence cDNA in order to get information about a sample's RNA content, is becoming an efficient genomic approach to uncover new genes and to study gene expression and alternative splicing. This dissertation develops efficient algorithms and strategies to find new genes in Aedes aegypti, which is the most important vector of dengue fever and yellow fever. We report the discovery of a large number of new gene transcripts, and the identification and characterization of genes that showed male-biased expression profiles. This basic information may open important avenues to control mosquito borne infectious diseases.
Advisors/Committee Members: Sandu, Adrian (committeechair), Zhang, Liqing (committee member), Tu, Zhijian Jake (committee member), Baumann, William T. (committee member), Shaffer, Clifford A. (committee member).
Subjects/Keywords: Stochastic simulation algorithm (SSA); Parallel load balancing; Cell cycle; RNA-Sequencing; Stochastic differential equations (SDEs)
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Ahn, T. (2016). Computational Techniques for the Analysis of Large Scale Biological Systems. (Doctoral Dissertation). Virginia Tech. Retrieved from http://hdl.handle.net/10919/77162
Chicago Manual of Style (16th Edition):
Ahn, Tae-Hyuk. “Computational Techniques for the Analysis of Large Scale Biological Systems.” 2016. Doctoral Dissertation, Virginia Tech. Accessed March 07, 2021.
http://hdl.handle.net/10919/77162.
MLA Handbook (7th Edition):
Ahn, Tae-Hyuk. “Computational Techniques for the Analysis of Large Scale Biological Systems.” 2016. Web. 07 Mar 2021.
Vancouver:
Ahn T. Computational Techniques for the Analysis of Large Scale Biological Systems. [Internet] [Doctoral dissertation]. Virginia Tech; 2016. [cited 2021 Mar 07].
Available from: http://hdl.handle.net/10919/77162.
Council of Science Editors:
Ahn T. Computational Techniques for the Analysis of Large Scale Biological Systems. [Doctoral Dissertation]. Virginia Tech; 2016. Available from: http://hdl.handle.net/10919/77162

University of Miami
26.
Xu, Zhouyi.
Stochastic Modeling and Simulation of Gene Networks.
Degree: PhD, Electrical and Computer Engineering (Engineering), 2010, University of Miami
URL: https://scholarlyrepository.miami.edu/oa_dissertations/645
► Recent research in experimental and computational biology has revealed the necessity of using stochastic modeling and simulation to investigate the functionality and dynamics of…
(more)
▼ Recent research in experimental and computational biology has revealed the necessity of using
stochastic modeling and
simulation to investigate the functionality and dynamics of gene networks. However, there is no sophisticated
stochastic modeling techniques and efficient
stochastic simulation algorithms (SSA) for analyzing and simulating gene networks. Therefore, the objective of this research is to design highly efficient and accurate SSAs, to develop
stochastic models for certain real gene networks and to apply
stochastic simulation to investigate such gene networks. To achieve this objective, we developed several novel efficient and accurate SSAs. We also proposed two
stochastic models for the circadian system of Drosophila and simulated the dynamics of the system. The K-leap method constrains the total number of reactions in one leap to a properly chosen number thereby improving
simulation accuracy. Since the exact SSA is a special case of the K-leap method when K=1, the K-leap method can naturally change from the exact SSA to an approximate leap method during
simulation if necessary. The hybrid tau/K-leap and the modified K-leap methods are particularly suitable for simulating gene networks where certain reactant molecular species have a small number of molecules. Although the existing tau-leap methods can significantly speed up
stochastic simulation of certain gene networks, the mean of the number of firings of each reaction channel is not equal to the true mean. Therefore, all existing tau-leap methods produce biased results, which limit
simulation accuracy and speed. Our unbiased tau-leap methods remove the bias in
simulation results that exist in all current leap SSAs and therefore significantly improve
simulation accuracy without sacrificing speed. In order to efficiently estimate the probability of rare events in gene networks, we applied the importance sampling technique to the next reaction method (NRM) of the SSA and developed a weighted NRM (wNRM). We further developed a systematic method for selecting the values of importance sampling parameters. Applying our parameter selection method to the wSSA and the wNRM, we get an improved wSSA (iwSSA) and an improved wNRM (iwNRM), which can provide substantial improvement over the wSSA in terms of
simulation efficiency and accuracy. We also develop a detailed and a reduced
stochastic model for circadian rhythm in Drosophila and employ our SSA to simulate circadian oscillations. Our simulations showed that both models could produce sustained oscillations and that the oscillation is robust to noise in the sense that there is very little variability in oscillation period although there are significant random fluctuations in oscillation peeks. Moreover, although average time delays are essential to
simulation of oscillation, random changes in time delays within certain range around fixed average time delay cause little variability in the oscillation period. Our
simulation results also showed that both models are robust to parameter variations and that…
Advisors/Committee Members: Xiaodong Cai, James W. Modestino, Akmal Younis, Dimitris Papamichail, Kamal Premaratne.
Subjects/Keywords: Circadian Rhythm; Importance Sampling; Weighted Stochastic Simulation Algorithm; Unbiased Tau-leap Method; K-leap Method; Stochastic Simulation Algorithm
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Xu, Z. (2010). Stochastic Modeling and Simulation of Gene Networks. (Doctoral Dissertation). University of Miami. Retrieved from https://scholarlyrepository.miami.edu/oa_dissertations/645
Chicago Manual of Style (16th Edition):
Xu, Zhouyi. “Stochastic Modeling and Simulation of Gene Networks.” 2010. Doctoral Dissertation, University of Miami. Accessed March 07, 2021.
https://scholarlyrepository.miami.edu/oa_dissertations/645.
MLA Handbook (7th Edition):
Xu, Zhouyi. “Stochastic Modeling and Simulation of Gene Networks.” 2010. Web. 07 Mar 2021.
Vancouver:
Xu Z. Stochastic Modeling and Simulation of Gene Networks. [Internet] [Doctoral dissertation]. University of Miami; 2010. [cited 2021 Mar 07].
Available from: https://scholarlyrepository.miami.edu/oa_dissertations/645.
Council of Science Editors:
Xu Z. Stochastic Modeling and Simulation of Gene Networks. [Doctoral Dissertation]. University of Miami; 2010. Available from: https://scholarlyrepository.miami.edu/oa_dissertations/645
27.
Zhao, Xudong.
Simulation mésoscopique pour le transport d'électrolytes asymétriques en taille et en charge : Mesoscopic simulation of transport of asymmetric electrolyte in solution.
Degree: Docteur es, Chimie physique et Chimie Analytique, 2016, Université Pierre et Marie Curie – Paris VI
URL: http://www.theses.fr/2016PA066420
► L'objectif de cette thèse est d'étendre le champ d'application d'une méthode de simulation mésoscopique, appelée " Stochastic Rotation Dynamics " (SRD), au cas des électrolytes…
(more)
▼ L'objectif de cette thèse est d'étendre le champ d'application d'une méthode de simulation mésoscopique, appelée " Stochastic Rotation Dynamics " (SRD), au cas des électrolytes asymétriques en taille et en charge, tels que les suspensions de nanoparticules chargées. La modélisation de ces systèmes est difficile d'une part à cause des interactions à longue portée entre les solutés (interactions électrostatiques et hydrodynamiques), et d'autre part à cause de la différence entre les échelles de taille et de temps des espèces chargées. Nous avons adapté les algorithmes existants et développé de nouveaux algorithmes afin d'étudier les propriétés dynamiques des solutés tels que l'autodiffusion et la conductivité électrique, en gardant avec un bon compromis entre la précision et l'efficacité. Ce travail est financé par le projet ANR « Celadyct ».
The objective of this thesis is to extend the scope of the mesoscopic simulation technique called “Stochastic Rotation Dynamics” (SRD), for asymmetric electrolytes, such as suspensions of charged nanoparticles. The modeling of these systems is difficult, firstly because of long-range interactions between solutes (electrostatic and hydrodynamic interactions), and secondly due to the difference between the size and time scales of charged species. We have adapted the existing algorithms, and developed new ones in order to study the dynamic properties of solutes, such as self-diffusion and electrical conductivity, keeping up with a good compromise between accuracy and efficiency. This work is funded by the ANR project "Celadyct".
Advisors/Committee Members: Dahirel, Vincent (thesis director), Jardat, Marie (thesis director).
Subjects/Keywords: Simulation mésoscopique; Nanoparticule chargée; Diffusion; Interaction hydrodynamique; Electrolytes asymétriques; Stochastic rotation dynamics; Mesoscopic simulation; Stochastic rotation dynamics; Charged nanoparticles; 541.3
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Zhao, X. (2016). Simulation mésoscopique pour le transport d'électrolytes asymétriques en taille et en charge : Mesoscopic simulation of transport of asymmetric electrolyte in solution. (Doctoral Dissertation). Université Pierre et Marie Curie – Paris VI. Retrieved from http://www.theses.fr/2016PA066420
Chicago Manual of Style (16th Edition):
Zhao, Xudong. “Simulation mésoscopique pour le transport d'électrolytes asymétriques en taille et en charge : Mesoscopic simulation of transport of asymmetric electrolyte in solution.” 2016. Doctoral Dissertation, Université Pierre et Marie Curie – Paris VI. Accessed March 07, 2021.
http://www.theses.fr/2016PA066420.
MLA Handbook (7th Edition):
Zhao, Xudong. “Simulation mésoscopique pour le transport d'électrolytes asymétriques en taille et en charge : Mesoscopic simulation of transport of asymmetric electrolyte in solution.” 2016. Web. 07 Mar 2021.
Vancouver:
Zhao X. Simulation mésoscopique pour le transport d'électrolytes asymétriques en taille et en charge : Mesoscopic simulation of transport of asymmetric electrolyte in solution. [Internet] [Doctoral dissertation]. Université Pierre et Marie Curie – Paris VI; 2016. [cited 2021 Mar 07].
Available from: http://www.theses.fr/2016PA066420.
Council of Science Editors:
Zhao X. Simulation mésoscopique pour le transport d'électrolytes asymétriques en taille et en charge : Mesoscopic simulation of transport of asymmetric electrolyte in solution. [Doctoral Dissertation]. Université Pierre et Marie Curie – Paris VI; 2016. Available from: http://www.theses.fr/2016PA066420

University of Maryland
28.
Chau, Marie.
Stochastic Simulation: New Stochastic Approximation Methods and Sensitivity Analyses.
Degree: Applied Mathematics and Scientific Computation, 2015, University of Maryland
URL: http://hdl.handle.net/1903/16707
► In this dissertation, we propose two new types of stochastic approximation (SA) methods and study the sensitivity of SA and of a stochastic gradient method…
(more)
▼ In this dissertation, we propose two new types of
stochastic approximation (SA) methods and study the sensitivity of SA and of a
stochastic gradient method to various input parameters. First, we summarize the most common
stochastic gradient estimation techniques, both direct and indirect, as well as the two classical SA algorithms, Robbins-Monro (RM) and Kiefer-Wolfowitz (KW), followed by some well-known modifications to the step size, output, gradient, and projection operator.
Second, we introduce two new
stochastic gradient methods in SA for univariate and multivariate
stochastic optimization problems. Under a setting where both direct and indirect gradients are available, our new SA algorithms estimate the gradient using a hybrid estimator, which is a convex combination of a symmetric finite difference-type gradient estimate and an average of two associated direct gradient estimates. We derive variance minimizing weights that lead to desirable theoretical properties and prove convergence of the SA algorithms.
Next, we study the finite-time performance of the KW algorithm and its sensitivity to the step size parameter, along with two of its adaptive variants, namely Kesten's rule and scale-and-shifted KW (SSKW). We conduct a sensitivity analysis of KW and explore the tightness of an mean-squared error (MSE) bound for quadratic functions, a relevant issue for determining how long to run an SA algorithm. Then, we propose two new adaptive step size sequences inspired by both Kesten's rule and SSKW, which address some of their weaknesses. Instead of us- ing one step size sequence, our adaptive step size is based on two deterministic sequences, and the step size used in the current iteration depends on the perceived proximity of the current iterate to the optimum. In addition, we introduce a method to adaptively adjust the two deterministic sequences.
Lastly, we investigate the performance of a modified pathwise gradient estimation method that is applied to financial options with discontinuous payoffs, and in particular, used to estimate the Greeks, which measure the rate of change of (financial) derivative prices with respect to underlying market parameters and are central to financial risk management. The newly proposed kernel estimator relies on a smoothing bandwidth parameter. We explore the accuracy of the Greeks with varying bandwidths and investigate the sensitivity of a proposed iterative scheme that generates an estimate of the optimal bandwidth.
Advisors/Committee Members: Fu, Michael C. (advisor).
Subjects/Keywords: Operations research; Applied mathematics; Monte Carlo Simulation; Sensitivity Analysis; Simulation Optimization; Stochastic Approximation; Stochastic Gradient Estimation
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Chau, M. (2015). Stochastic Simulation: New Stochastic Approximation Methods and Sensitivity Analyses. (Thesis). University of Maryland. Retrieved from http://hdl.handle.net/1903/16707
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Chau, Marie. “Stochastic Simulation: New Stochastic Approximation Methods and Sensitivity Analyses.” 2015. Thesis, University of Maryland. Accessed March 07, 2021.
http://hdl.handle.net/1903/16707.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Chau, Marie. “Stochastic Simulation: New Stochastic Approximation Methods and Sensitivity Analyses.” 2015. Web. 07 Mar 2021.
Vancouver:
Chau M. Stochastic Simulation: New Stochastic Approximation Methods and Sensitivity Analyses. [Internet] [Thesis]. University of Maryland; 2015. [cited 2021 Mar 07].
Available from: http://hdl.handle.net/1903/16707.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Chau M. Stochastic Simulation: New Stochastic Approximation Methods and Sensitivity Analyses. [Thesis]. University of Maryland; 2015. Available from: http://hdl.handle.net/1903/16707
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
29.
Chen, Sheng.
Stochastic simulation of near-surface atmospheric forcings for distributed hydrology : Simulation stochastique des forçages atmosphériques utiles aux modèles hydrologiques spatialisés.
Degree: Docteur es, Sciences de la Terre et de l'Univers et de l'Environnement, 2018, Université Grenoble Alpes (ComUE)
URL: http://www.theses.fr/2018GREAU005
► Ce travail de thèse propose de nouveaux concepts et outils pour des activités de simulation stochastique du temps ciblant les besoins spécifiques de l'hydrologie. Nous…
(more)
▼ Ce travail de thèse propose de nouveaux concepts et outils pour des activités de simulation stochastique du temps ciblant les besoins spécifiques de l'hydrologie. Nous avons utilisé une zone climatique contrastée dans le sud-est de la France, les Cévennes-Vivarais, qui est très attractive pour les aléas hydrologiques et les changements climatiques.Notre point de vue est que les caractéristiques physiques (humidité du sol, débit) liées aux préoccupations quotidiennes sont directement liées à la variabilité atmosphérique à l'échelle des bassins. Pour la modélisation de multi-variable, la covariabilité avec les précipitations est d'abord considérée.La première étape du thèse est dédiée à la prise en compte de l'hétérogénéité de la précipitation au sein du simulateur de pluie SAMPO [Leblois et Creutin, 2013]. Nous regroupons les pas de temps dans les types de pluie qui sont organisés dans le temps. Deux approches sont testées pour la simulation: un modèle semi-markovienne et un modèle de ré-échantillonnage pour la séquence des types de pluie historiques. Grâce au regroupement, toutes sortes de précipitations sont desservies par un type de pluie spécifique. Dans une zone plus vaste, où l'hypothèse d'homogénéité climatique n'est plus valide, une coordination doit être introduite entre les séquences de types de pluie sur les sous-zones délimitées, en formant à plus grande échelle.Nous avons d'abord étudié une coordination de modèle de Markov, en appliquant des durées de séjour observées par un algorithme glouton. Cet approche respecte les accumulations de longue durée et la variabilité interannuelle, mais les valeurs extrêmes de précipitation sont trop faibles. En revanche, le ré-échantillonnage est plus facile à mettre en œuvre et donne un comportement satisfaisant pour la variabilité à court terme. Cependant, il manque une variabilité inter-annuelle. Les deux accès souffrent de la délimitation stricte des zones homogènes et des types de précipitations homogènes.Pour ces raisons, une approche complètement différente est également envisagée, où les pluies totales sont modélisées conjointement en utilisant la copule, puis désagrégés sur la petite échelle en utilisant une simulation conditionnelle géostatistique.Enfin, la technique de la copule est utilisée pour relier les autres variables météorologiques (température, rayonnement solaire, humidité, vitesse du vent) aux précipitations. Puisque la modélisation multivariée vise à être pilotée par la simulation des précipitations, la copule doit être exécutée en mode conditionnel. La boîte à outils réalisée a déjà été utilisée dans des explorations scientifiques, elle est maintenant disponible pour tester aux applications réelles. En tant qu'approche pilotée par les données, elle est également adaptable à d'autres conditions climatiques.
This PhD work proposes new concepts and tools for stochastic weather simulation activities targeting the specific needs of hydrology. We used, as a demonstration, a climatically contrasted area in the South-East of France, Cévennes-Vivarais,…
Advisors/Committee Members: Leblois, Etienne (thesis director), Anquetin, Sandrine (thesis director).
Subjects/Keywords: Simulation stochastique; Modélisation atmosphérique; Pluie spatialisée; Stochastic simulation; Atmospheric modeling; Spatial rainfall; 550
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Chen, S. (2018). Stochastic simulation of near-surface atmospheric forcings for distributed hydrology : Simulation stochastique des forçages atmosphériques utiles aux modèles hydrologiques spatialisés. (Doctoral Dissertation). Université Grenoble Alpes (ComUE). Retrieved from http://www.theses.fr/2018GREAU005
Chicago Manual of Style (16th Edition):
Chen, Sheng. “Stochastic simulation of near-surface atmospheric forcings for distributed hydrology : Simulation stochastique des forçages atmosphériques utiles aux modèles hydrologiques spatialisés.” 2018. Doctoral Dissertation, Université Grenoble Alpes (ComUE). Accessed March 07, 2021.
http://www.theses.fr/2018GREAU005.
MLA Handbook (7th Edition):
Chen, Sheng. “Stochastic simulation of near-surface atmospheric forcings for distributed hydrology : Simulation stochastique des forçages atmosphériques utiles aux modèles hydrologiques spatialisés.” 2018. Web. 07 Mar 2021.
Vancouver:
Chen S. Stochastic simulation of near-surface atmospheric forcings for distributed hydrology : Simulation stochastique des forçages atmosphériques utiles aux modèles hydrologiques spatialisés. [Internet] [Doctoral dissertation]. Université Grenoble Alpes (ComUE); 2018. [cited 2021 Mar 07].
Available from: http://www.theses.fr/2018GREAU005.
Council of Science Editors:
Chen S. Stochastic simulation of near-surface atmospheric forcings for distributed hydrology : Simulation stochastique des forçages atmosphériques utiles aux modèles hydrologiques spatialisés. [Doctoral Dissertation]. Université Grenoble Alpes (ComUE); 2018. Available from: http://www.theses.fr/2018GREAU005
30.
Henrion, Vincent.
Approche pseudo-génétique pour la simulation stochastique de la géométrie 3D de réseaux fracturés et karstiques : Genetic-like approach for 3D stochastic modeling of fractrue and karst networks.
Degree: Docteur es, Géosciences, 2011, Lorraine INP
URL: http://www.theses.fr/2011INPL046N
► Les réseaux de fractures et les karsts constituent des discontinuités au sein de la roche qui affectent considérablement les écoulements de fluides, ce qui engendre…
(more)
▼ Les réseaux de fractures et les karsts constituent des discontinuités au sein de la roche qui affectent considérablement les écoulements de fluides, ce qui engendre des problèmes spécifiques dans divers domaines des géosciences. La problématique générale consiste à déterminer les caractéristiques géométriques et hydrauliques des réseaux de fractures ou de karsts. La caractérisation et la modélisation de ces structures se heurtent cependant à leur complexité géométrique et à leur distribution spatiale hétérogène. De plus, les observations et données directes concernant aussi bien les fractures et karsts que leur encaissant rocheux restent largement insuffisantes pour décrire avec certitudes leurs caractéristiques. Pour ces raisons, la modélisation de réseaux de fractures ou de karsts est le plus souvent réalisée dans un cadre probabiliste. Des simulations stochastiques de type objet ou pixel sont généralement mise en œuvre pour générer des modèles 3D de fractures ou karsts. Cependant les mécanismes sur lesquels repose ce type d'approche ne permet pas de reproduire toutes la complexité de ces objets naturels et fournit des modèles manquant de réalisme géologique.Dans ces travaux de thèse, nous proposons d'aborder la problématique de la modélisation des fractures et des karsts suivant une approche pseudo-génétique. Il s'agit de contraindre le processus de simulation stochastique de fractures et karsts par des règles géométriques et heuristiques qui imitent les processus physiques gouvernant leur formation. Deux méthodes poursuivant cet objectif ont été développées, l'une adressant la simulation des fractures et la seconde celle des karsts. Les modèles ainsi générés exposent des caractéristiques similaires à celles des réseaux de fractures et karsts naturels.
Fractures and karstic networks are known to significantly affect flow paths and therefore raise specific issues in a wide variety of geoscience fields. The common question beyond these problems isto determine whether there is a network of fractures and/or karstic conduits and if yes what are itsgeometrical and hydraulic characteristics. Characterization and modeling of these features is a challenge for it usually displays complex geometries and heterogeneous spatial distribution. Moreover, in most cases, neither fracture and karst nor their host environment can be observed or described with certainty at all scales and location of relevance. For these reasons, fractures and karstic networks are usually integrated into 3D geological model through a probabilistic framework. Stochastic object- or pixel-based simulations are commonly performed to generate 3D models of fractures and karst but failed to reproduce the whole complexity of these natural objects and 3D models often lack geological realism.To address the issues related to fracture and karst modeling, we present two genetic-like approaches. The motivation of this work is to constrain the stochastic simulation of fractures and karsts by geometrical and heuristic rules which mimic the physical processes…
Advisors/Committee Members: Royer, Jean-Jacques (thesis director), Caumon, Guillaume (thesis director).
Subjects/Keywords: Fracture; Karsts; Géomodélisation; Simulation stochastique; Processus génétique; Fracture; Karst; Geomodeling; Stochastic simulation; Genetical process; 550
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Henrion, V. (2011). Approche pseudo-génétique pour la simulation stochastique de la géométrie 3D de réseaux fracturés et karstiques : Genetic-like approach for 3D stochastic modeling of fractrue and karst networks. (Doctoral Dissertation). Lorraine INP. Retrieved from http://www.theses.fr/2011INPL046N
Chicago Manual of Style (16th Edition):
Henrion, Vincent. “Approche pseudo-génétique pour la simulation stochastique de la géométrie 3D de réseaux fracturés et karstiques : Genetic-like approach for 3D stochastic modeling of fractrue and karst networks.” 2011. Doctoral Dissertation, Lorraine INP. Accessed March 07, 2021.
http://www.theses.fr/2011INPL046N.
MLA Handbook (7th Edition):
Henrion, Vincent. “Approche pseudo-génétique pour la simulation stochastique de la géométrie 3D de réseaux fracturés et karstiques : Genetic-like approach for 3D stochastic modeling of fractrue and karst networks.” 2011. Web. 07 Mar 2021.
Vancouver:
Henrion V. Approche pseudo-génétique pour la simulation stochastique de la géométrie 3D de réseaux fracturés et karstiques : Genetic-like approach for 3D stochastic modeling of fractrue and karst networks. [Internet] [Doctoral dissertation]. Lorraine INP; 2011. [cited 2021 Mar 07].
Available from: http://www.theses.fr/2011INPL046N.
Council of Science Editors:
Henrion V. Approche pseudo-génétique pour la simulation stochastique de la géométrie 3D de réseaux fracturés et karstiques : Genetic-like approach for 3D stochastic modeling of fractrue and karst networks. [Doctoral Dissertation]. Lorraine INP; 2011. Available from: http://www.theses.fr/2011INPL046N
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