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Technique Narrative
373
views
197
downloads
0
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1-030-RandomPerturbation-TechniqueNarrative
After a brief historical view of this problem, we will demonstrate the derivation of first order linear differential equations with random perturbations.
random perturbation
Brownian motion
Langevin equation
Riemann-Steiltjes integral
Wiener process
Ito's calculus
Modeling Scenario
306
views
232
downloads
0
comments
1-027-StochasticProcesses-ModelingScenario
We build the infinite set of first order differential equations for modeling a stochastic process, the so-called birth and death equations. We will only need to use integrating factor solution strategy or DSolve in Mathematica for success.
Variance
Mean
stochastic
random
operations research
industrial engineering
Poisson process
traffic
Modeling Scenario
453
views
180
downloads
0
comments
1-039-StochasticPopModels-ModelingScenario
We develop strategies for creating a population model using some simple probabilistic assumptions. These assumptions lead to a system of differential equations for the probability that a system is in state (or population size) n at time t.
Probability
population dynamics
Variance
Mean
stochastic
deterministic
Modeling Scenario
402
views
500
downloads
0
comments
1-047a-CondensationOptimization-ModelingScenario
We seek to optimize a condensation process which is modeled by a simulation using the random motion of 200 particles in a 50 by 50 square in which a particle bounces off the two vertical and top walls and condenses on the bottom wall.
simulation
data
optimization
energy
condensation
best fit
cost
sum of scquare errors
Modeling Scenario
326
views
151
downloads
0
comments
1-001c-PopulationDecayThenSome-ModelingScenario
You will be modeling the following situation: 100 people are in a hotel. Each day, each person has a random chance of 50% of leaving the hotel. No new people enter the hotel.
simulation
occupancy
population
hotel
Modeling Scenario
262
views
122
downloads
0
comments
1-084-GoingViral-ModelingScenario
Students employ randomization in order to create a simulation of the spread of a viral disease in a population (the classroom). Students then use qualitative analysis of the expected behavior of the virus to devise a logistic differential equation.
simulation
logistic
random
fitting
partial fractions
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