Time Correlation Functions of Brownian Motion and Evaluation of Friction Coefficient in the Near-Brownian-Limit Regime.
Changho KimGeorge E. KarniadakisPublished in: Multiscale Model. Simul. (2014)
Keyphrases
- brownian motion
- differential equations
- stochastic process
- optimal control
- heavy traffic limit
- diffusion process
- heavy traffic
- stochastic processes
- poisson process
- vector valued
- queue length
- image processing
- using artificial neural networks
- closed form solutions
- heavy tailed
- stochastic differential equations
- friction coefficient
- stochastic model
- long run
- dynamical systems
- experimental data
- inventory level
- finite element analysis
- mathematical model
- special case
- neural network