Sökning: "Lina von Sydow"

Hittade 5 avhandlingar innehållade orden Lina von Sydow.

  1. 1. Numerical ice sheet modeling : Forward and inverse problems

    Författare :Gong Cheng; Lina von Sydow; Per Lötstedt; Nina Kirchner; Irina Tezaur; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; ice sheet modeling; finite element method; grounding line migration; inverse problems; adjoint method; Scientific Computing; Beräkningsvetenskap;

    Sammanfattning : Ice sheets have strong influence on the climate system. Numerical simulation provides a mathematical tool to study the ice dynamics in the past and to predict their contribution to climate change in the future. Large scale ice sheets behave as incompressible non-Newtonian fluid. LÄS MER

  3. 2. Numerical methods for the calibration problem in finance and mean field game equations

    Författare :Love Lindholm; Anders Szepessy; Lina von Sydow; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : This thesis contains five papers and an introduction. The first four of the included papers are related to financial mathematics and the fifth paper studies a case of mean field game equations. LÄS MER

  4. 3. Radial Basis Function generated Finite Difference Methods for Pricing of Financial Derivatives

    Författare :Slobodan Milovanović; Lina von Sydow; Bertram Düring; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Radial basis function; Finite difference; Computational finance; Pricing of financial derivatives; Option pricing; Partial differential equation; Beräkningsvetenskap med inriktning mot numerisk analys; Scientific Computing with specialization in Numerical Analysis;

    Sammanfattning : The purpose of this thesis is to present state of the art in radial basis function generated finite difference (RBF-FD) methods for pricing of financial derivatives. This work provides a detailed overview of RBF-FD properties and challenges that arise when the RBF-FD methods are used in financial applications. LÄS MER

  5. 4. Accurate Finite Difference Methods for Option Pricing

    Författare :Jonas Persson; Lina von Sydow; Per Lötstedt; Johan Tysk; Jari Toivanen; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Finite differences; Option pricing; Adaptive methods; Numerical Analysis; Numerisk analys;

    Sammanfattning : Stock options are priced numerically using space- and time-adaptive finite difference methods. European options on one and several underlying assets are considered. These are priced with adaptive numerical algorithms including a second order method and a more accurate method. LÄS MER

  7. 5. Semi-Toeplitz preconditioning for linearized boundary layer problems

    Författare :Samuel Sundberg; Lina von Sydow; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Numerical Analysis; Numerisk analys;

    Sammanfattning : We have defined and analyzed a semi-Toeplitz preconditioner for time-dependent and steady-state convection-diffusion problems. Analytic expressions for the eigenvalues of the preconditioned systems are obtained. LÄS MER