Sökning: "Asymptotic Expansion"
Visar resultat 1 - 5 av 39 avhandlingar innehållade orden Asymptotic Expansion.
1. Analysis of adhesively bonded joints : an asymptotic approach
Sammanfattning : Simulations using the Finite Element Method (FEM) play an increasingly important role in the design process of joints and fasteners in the aerospace industry. In order to utilize the potential of using adhesive bonding, there is an increasing need for effective and accurate computational methods. LÄS MER
2. Asymptotic Expansions for Perturbed Discrete Time Renewal Equations
Sammanfattning : In this thesis we study the asymptotic behaviour of the solution of a discrete time renewal equation depending on a small perturbation parameter. In particular, we construct asymptotic expansions for the solution of the renewal equation and related quantities. LÄS MER
3. Asymptotic Methods for Pricing European Option in a Market Model With Two Stochastic Volatilities
Sammanfattning : Modern financial engineering is a part of applied mathematics that studies market models. Each model is characterized by several parameters. Some of them are familiar to a wide audience, for example, the price of a risky security, or the risk free interest rate. Other parameters are less known, for example, the volatility of the security. LÄS MER
4. Asymptotic Expansions of Crossing Rates of Stationary Random Processes
Sammanfattning : The crossing rate of a stationary random process is a valuble tool when studying crest hight distributions and maxima of sea level elevation. This thesis considers two approximation techinques for cases when the crossing rate cannot be exactly computed. LÄS MER
5. Perturbed discrete time stochastic models
Sammanfattning : In this thesis, nonlinearly perturbed stochastic models in discrete time are considered. We give algorithms for construction of asymptotic expansions with respect to the perturbation parameter for various quantities of interest. LÄS MER