Sökning: "parabolic"

Visar resultat 36 - 40 av 165 avhandlingar innehållade ordet parabolic.

  1. 36. Selected Problems in Financial Mathematics

    Författare :Erik Ekström; Johan Tysk; Svante Janson; Lane P. Hughston; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematical analysis; American options; convexity; monotonicity in the volatility; robustness; optimal stopping; parabolic equations; free boundary problems; volatility; Russian options; game options; excessive functions; superreplication; smooth fit; Matematisk analys; Mathematical analysis; Analys;

    Sammanfattning : This thesis, consisting of six papers and a summary, studies the area of continuous time financial mathematics. A unifying theme for many of the problems studied is the implications of possible mis-specifications of models. Intimately connected with this question is, perhaps surprisingly, convexity properties of option prices. LÄS MER

  3. 37. Sound propagation to two-dimensional shielded urban areas: a numerical and scale model study of façade treatments

    Författare :Maarten Hornikx; Chalmers tekniska högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; urban street canyon; scale model study; urban noise abatement schemes; road traffic noise; parabolic equation; equivalent sources model; 2.5-D geometry;

    Sammanfattning : .... LÄS MER

  4. 38. An adaptive finite element method for a linear parabolic problem

    Författare :Johan Lennblad; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : .... LÄS MER

  5. 39. On weak and strong convergence of numerical approximations of stochastic partial differential equations

    Författare :Fredrik Lindgren; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Additive noise; Cahn-Hilliard-Cook equation; Error estimate; Finite element; Hyperbolic equation; Parabolic equation; Rational approximation; Stochastic partial differential equation; Strong convergence; Truncation; Wiener process; Weak convergence; Weak convergence;

    Sammanfattning : This thesis is concerned with numerical approximation of linear stochastic partial differential equations driven by additive noise. In the first part, we develop a framework for the analysis of weak convergence and within this framework we analyze the stochastic heat equation, the stochastic wave equation, and the linearized stochastic Cahn-Hilliard, or the linearized Cahn-Hilliard-Cook equation. LÄS MER

  7. 40. Optical Design for Stationary Solar Concentrators

    Författare :Johan Nilsson; Avdelningen för Energi och byggnadsdesign; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; photovoltaic cells; parabolic reflectors; optical efficiency; Solar concentrators; photovoltaic-thermal systems; non-imaging optics; optical properties; building integrated photovoltaics; non uniform irradiance distribution; structured reflectors; solar cell modelling; ray tracing;

    Sammanfattning : Solar electricity is one of the most promising technologies for our future electricity supply. By using concentrators, it is possible to reduce the cost of generating photovoltaic electricity. This thesis discusses how to design stationary low concentrating systems for photovoltaic or PV/Thermal applications. LÄS MER