# Tagged Questions

For questions regarding the numerical treatment of processes whose behaviors are determined by both deterministic (predictable) and non-deterministic (random) actions.

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### From deterministic to stochastic LP formulations

I am having a hard time understanding the very first example in "A Tutorial on Stochastic Programming". More specifically the authors show that one can formulate the stochastic variant of (1.2) ...
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### What kind of optimisation algorithm is suitable for a computationally expensive function?

I have a reference value $R$ and a modelled value $M$. $M$ is generated using a stochastic algorithm with parameters $a$ and $b$. The objective is to tune $a$ and $b$ so that $M$ is as close as $R$ ...
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### Problem with Richardson extrapolation method for weak convergence in SDE

I have implemented the Richardson extrapolation of the Euler-Maruyama method to 4th order, to estimate the moments of SDE. The Euler-Maruyama works, and I would expect the Richardson extrapolation to ...
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### Solving second order SDE with Gaussian white noise for first time derivative in Matlab

I'm having trouble solving a second order differential equation with Gaussian white noise. The equation I'm solving follows the form: $$Ax'' + Bx' + \sin(x) = i + i_{n}$$ where $i_{n}$ is the ...