Sökning: "finite differences"
Visar resultat 1 - 5 av 142 avhandlingar innehållade orden finite differences.
1. Accurate Finite Difference Methods for Option Pricing
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
2. Finite Difference Methods for Time-Dependent Wave Propagation Problems
Sammanfattning : Wave propagation models are essential in many fields of physics, such as acoustics, electromagnetics, and quantum mechanics. Mathematically, waves can be described by partial differential equations (PDEs). In most cases, exact solutions to wave-dominated PDEs are nearly impossible to derive. LÄS MER
3. A hybrid finite element method for electromagnetics with applications in time-domain
Sammanfattning : In this thesis, a new hybrid method that combines the Finite Element Method (FEM) with the Finite-Difference in Time-Domain (FDTD) method is presented. Tetrahedrons in the unstructured FEM region are connected directly to thehexahedrons in the structured FDTD region. LÄS MER
4. Differences and similarities in work absence behavior : - empirical evidence from micro data
Sammanfattning : This thesis consists of three self-contained essays about absenteeism. Essay I analyzes if the design of the insurance system affects work absence, i.e. the classic insurance problem of moral hazard. LÄS MER
5. Bridge Monitoring to Allow for Reliable Dynamic FE Modelling : A Case Study of the New Årsta Railway Bridge
Sammanfattning : Today’s bridge design work in many cases demands a trustworthy dynamic analysis instead of using the traditional dynamic amplification factors. In this thesis a reliable 3D Bernoulli-Euler beam finite element model of the New Årsta Railway Bridge was prepared for thorough dynamic analysis using in situ bridge monitoring for correlation. LÄS MER