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2000

Ballantyne, David, Chan, Hubert, Kouritzin, Michael

Particle approximations are used to track a maneuvering signal given only a noisy, corrupted sequence of observations, as are encountered in target tracking and surveillance. The signal exhibits nonlinearities that preclude the optimal use of a Kalman filter. It obeys a stochastic differential...

1997

Kouritzin, Michael, Dawson, Donald

A general Hilbert-space-based stochastic averaging theory is brought forth herein for arbitrary-order parabolic equations with (possibly long range dependent) random coefficients. We use regularity conditions onView the MathML sourcewhich are slightly stronger than those required to prove...

1997

Kouritzin, Michael

Herein, an averaging theory for the solutions to Cauchy initial value problems of arbitrary order,ε-dependent parabolic partial differential equations is developed. Indeed, by directly developing bounds between the derivatives of the fundamental solution to such an equation and derivatives of the...

1996-01-01

Lewis, Mark A., Veit, R.R.

Since about 1940, when they were first released in the new York City area, house finches (Carpodacus mexicanus) have multiplied explosively and colonized much of eastern North America. We take advantage of the richly detailed documentation of this biological invasion to construct a mathematical...

1995

Kouritzin, Michael

Suppose {εk, −∞ < k < ∞} is an independent, not necessarily identically distributed sequence of random variables, and {cj}∞j=0, {dj}∞j=0 are sequences of real numbers such that Σjc2j < ∞, Σjd2j < ∞. Then, under appropriate moment conditions on {εk, −∞ < k < ∞}, View the MathML source, View the...

1995-01-01

Sherratt, J. A., Lewis, Mark A., Fowler, A. C.

Irregularities in observed population densities have traditionally been attributed to discretization of the underlying dynamics. We propose an alternative explanation by demonstrating the evolution of spatiotemporal chaos in reaction-diffusion models for predator-prey interactions. The chaos is...

1994

Heunis, A.J., Kouritzin, Michael

Consider the following random ordinary differential equation: X˙ϵ(τ)=F(Xϵ(τ),τ/ϵ,ω)subject toXϵ(0)=x0, where {F(x,t,ω),t≥0} are stochastic processes indexed by x in Rd, and the dependence on x is sufficiently regular to ensure that the equation has a unique solution Xϵ(τ,ω) over the interval...

1994

Heunis, A. J., Kouritzin, Michael

In this note we consider the almost sure convergence (as ϵ→0) of solution Xϵ(·), defined over the interval 0 ≤ τ ≤ 1, of the random ordinary differential equation View the MathML source Here {F(x, t, ω), t ≥ 0} is a strong mixing process for each x and (x, t) → F(x, t, ω) is subject to regularity...

1992

Kouritzin, Michael, Heunis, A.J.

Let μ be a positive finite Borel measure on the real line R. For t ≥ 0 let et · E1 and E2 denote, respectively, the linear spans in L2(R, μ) of {eisx, s > t} and {eisx, s < 0}. Let θ: R → C such that ∥θ∥ = 1, denote by αt(θ, μ) the angle between θ · et · E1 and E2. The problems considered here...