Dust accumulation on the surface of photovoltaic modules decreases the transmittance and produces power losses and consequently daily energy losses. These losses are important in large photovoltaic power plants, mainly in arid areas. The company Asahi Kasei Corporation has developed a new...

Probabilistic methods are presented to solve one-dimensional nonlinear reaction–diffusion equations. Computational particles are used to approximate the spatial derivative of the solution. The random walk principle is used to model the diffusion term. We investigate the effect of replacing...

We are concerned with the problem of parameter estimation in Finance, namely the estimation of the spot volatility in the presence of the so-called microstructure noise. In [16] a scheme based on the technique of multi-step regularization was presented. It was shown that this scheme can work in...

We study the BPE (Brownian particle equation) model of the Burgers equation presented in the preceeding article. More precisely, we are interested in establishing the existence and uniqueness properties of solutions using probabilistic techniques