Sökning: "Brownian motion"
Visar resultat 16 - 20 av 72 avhandlingar innehållade orden Brownian motion.
16. Eulerian-Lagrangian modeling of particle motion in exhaust gas aftertreatment systems
Sammanfattning : In the work to design and optimize new aftertreatment system devices for NOx reduction and particulate matter removal in lean engine exhaust (such as diesel exhaust), it is of great help to be able to perform quick, robust and reliable computer simulations of system performance. A suitable platform for such simulations is Computational Fluid Dynamics (CFD) software. LÄS MER
17. Theoretical and Practical Applications of Probability : Excursions in Brownian Motion, Risk Capital Stress Testing, and Hedging of Power Derivatives
Sammanfattning : The thesis treats three different areas; (i) Ranked increments of stable processes and ranked excursions of Brownian motion, (ii) Sufficient capital levels for banks, and (iii) Trading strategies for reduction of the fluctuations of revenues for power plants.The first part is a theoretcial investigation involved with the calculation of distribution functions concerning special properties of stable processes. LÄS MER
18. A Differentiable Approach to Stochastic Differential Equations : the Smoluchowski Limit Revisited
Sammanfattning : In this thesis we generalize results by Smoluchowski [43], Chandrasekhar[6], Kramers, and Nelson [30]. Their aim is to construct Brownian motion as a limit of stochastic processes with differentiable sample paths by exploiting a scaling limit which is a particular type of averaging studied by Papanicolao [35]. LÄS MER
19. Limit theorems for generalizations of GUE random matrices
Sammanfattning : This thesis consists of two papers devoted to the asymptotics of random matrix ensembles and measure valued stochastic processes which can be considered as generalizations of the Gaussian unitary ensemble (GUE) of Hermitian matrices H=A+A†, where the entries of A are independent identically distributed (iid) centered complex Gaussian random variables. In the first paper, a system of interacting diffusing particles on the real line is studied; special cases include the eigenvalue dynamics of matrix-valued Ornstein-Uhlenbeck processes (Dyson's Brownian motion). LÄS MER
20. Nuclear fission and fusion in a random-walk model
Sammanfattning : This dissertation deals with theoretical descriptions of nuclear fission and synthesis of superheavy elements via fusion. The associated shape evolutions are treated using a random-walk approach where both the potential energy and the nuclear level density influence the dynamics. LÄS MER
