Sökning: "finite difference method"

Visar resultat 1 - 5 av 139 avhandlingar innehållade orden finite difference method.

  1. 1. High Order Symmetric Finite Difference Schemes for the Acoustic Wave Equation

    Detta är en avhandling från Uppsala : Acta Universitatis Upsaliensis

    Författare :Abraham Zemui; Uppsala universitet.; Uppsala universitet.; [2003]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; finite element method; mass lumping; high order; finite difference method; wave equation; Numerical Analysis; Numerisk analys;

    Sammanfattning : When someone speaks, or when a piano is played, sound waves are spread through the room. Physically the propagation of sound is governed by the acoustic wave equation. This thesis deals with the problem of finding solutions to this equation by numerical methods. LÄS MER

  2. 2. Stable High-Order Finite Difference Methods for Aerodynamics

    Detta är en avhandling från Uppsala : Acta Universitatis Upsaliensis

    Författare :Magnus Svärd; Uppsala universitet.; Uppsala universitet.; [2004]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Numerical Analysis; Numerisk analys; finite difference methods; high-order accuracy; summation-by-parts; stability; energy estimates; finite volume methods; MATHEMATICS Applied mathematics Numerical analysis; MATEMATIK Tillämpad matematik Numerisk analys; Scientific Computing; Beräkningsvetenskap;

    Sammanfattning : In this thesis, the numerical solution of time-dependent partial differential equations (PDE) is studied. In particular high-order finite difference methods on Summation-by-parts (SBP) form are analysed and applied to model problems as well as the PDEs governing aerodynamics. LÄS MER

  3. 3. Accurate Finite Difference Methods for Option Pricing

    Detta är en avhandling från Uppsala : Acta Universitatis Upsaliensis

    Författare :Jonas Persson; Uppsala universitet.; Uppsala universitet.; [2006]
    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

  4. 4. Summation-by-Parts Operators for High Order Finite Difference Methods

    Detta är en avhandling från Uppsala : Acta Universitatis Upsaliensis

    Författare :Ken Mattsson; Uppsala universitet.; Uppsala universitet.; [2003]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Numerical Analysis; Numerisk analys; finite difference methods; accuracy; stability; dissipation; MATHEMATICS Applied mathematics Numerical analysis; MATEMATIK Tillämpad matematik Numerisk analys; Scientific Computing; Beräkningsvetenskap; Dinite difference methods;

    Sammanfattning : High order accurate finite difference methods for hyperbolic and parabolic initial boundary value problems (IBVPs) are considered. Particular focus is on time dependent wave propagating problems in complex domains. Typical applications are acoustic and electromagnetic wave propagation and fluid dynamics. LÄS MER

  5. 5. High Order Finite Difference Methods in Space and Time

    Detta är en avhandling från Uppsala : Acta Universitatis Upsaliensis

    Författare :Wendy Kress; Uppsala universitet.; Uppsala universitet.; [2003]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; finite difference methods; Navier-Stokes equations; high order time discretization; deferred correction; stability; Numerical Analysis; Numerisk analys;

    Sammanfattning : In this thesis, high order accurate discretization schemes for partial differential equations are investigated.In the first paper, the linearized two-dimensional Navier-Stokes equations are considered. LÄS MER