Sökning: "finite difference"

Visar resultat 1 - 5 av 311 avhandlingar innehållade orden finite difference.

  1. 1. Scattering of seismic waves in random velocity models : Finite difference simulation

    Författare :Lena Frenje; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Earth sciences; Geovetenskap; Earth sciences; Geovetenskap; Geofysik med inriktning mot fasta jordens fysik; Geophysics with specialization in Solid Earth Physics;

    Sammanfattning : The small-scale heterogeneities within the Earth's crust and the effect these heterogeneities have on seismic waves have gained increasing interest in the last 15 years. One approach to study seismic wave scattering is through numerical simulations in random media. LÄS MER

  3. 2. Finite Difference Methods for Wave Dominated Problems

    Författare :Jonatan Werpers; Ken Mattsson; Anders Petersson; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Finite difference; summation-by-parts; simultaneous approximation term; high-order accuracy; stability; boundary treatment; Beräkningsvetenskap med inriktning mot numerisk analys; Scientific Computing with specialization in Numerical Analysis;

    Sammanfattning : Wave models are an important class of models that describe many diverse phenomena such as sound waves, fluid flow, and quantum mechanics. These models are often described mathematically as partial differential equations (PDE). Often these equations do not admit solutions on closed-form and then the only option to study them is numerical methods. LÄS MER

  4. 3. Stable High-Order Finite Difference Methods for Aerodynamics

    Författare :Magnus Svärd; Jan Nordström; Thomas Hagstrom; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; finite difference methods; high-order accuracy; summation-by-parts; stability; energy estimates; finite volume methods; Numerical analysis; Numerisk analys; Scientific Computing; Beräkningsvetenskap; Numerical Analysis;

    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

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

    Författare :Abraham Zemui; Bertil Gustafsson; Leif Abrahamsson; Per Weinerfelt; Uppsala universitet; []
    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