Sökning: "Elisabeth Larsson"
Visar resultat 16 - 20 av 26 avhandlingar innehållade orden Elisabeth Larsson.
16. A Fast Method for Solving the Helmholtz Equation Based on Wave Splitting
Sammanfattning : In this thesis, we propose and analyze a fast method for computing the solution of the Helmholtz equation in a bounded domain with a variable wave speed function. The method is based on wave splitting. The Helmholtz equation is first split into one--way wave equations which are then solved iteratively for a given tolerance. LÄS MER
17. Localised Radial Basis Function Methods for Partial Differential Equations
Sammanfattning : Radial basis function methods exhibit several very attractive properties such as a high order convergence of the approximated solution and flexibility to the domain geometry. However the method in its classical formulation becomes impractical for problems with relatively large numbers of degrees of freedom due to the ill-conditioning and dense structure of coefficient matrix. LÄS MER
18. Radial basis function methods for pricing multi-asset options
Sammanfattning : The price of an option can under some assumptions be determined by the solution of the Black–Scholes partial differential equation. Often options are issued on more than one asset. In this case it turns out that the option price is governed by the multi-dimensional version of the Black–Scholes equation. LÄS MER
19. Global radial basis function collocation methods for PDEs
Sammanfattning : Radial basis function (RBF) methods are meshfree, i.e., they can operate on unstructured node sets. Because the only geometric information required is the pairwise distance between the node points, these methods are highly flexible with respect to the geometry of the computational domain. LÄS MER
20. A high-order accurate, collocated boundary element method for wave propagation in layered media
Sammanfattning : The ultimate goal of this research is to construct a hybrid model for sound propagation in layered underwater environments with curved boundaries by employing a differential formulation for inhomogeneous layers and a boundary integral formulation for homogeneous layers. The discretization of the new hybrid model is a combination of a finite difference method for the Helmholtz equation for inhomogeneous media and a collocated boundary element method (BEM) for the integral equation for homogeneous media, while taking special care of the open boundaries and the common interface. LÄS MER