Sökning: "Euler method"

Visar resultat 1 - 5 av 74 avhandlingar innehållade orden Euler method.

  1. 1. Contributions to Numerical Solution of Stochastic Differential Equations

    Författare :Anders Muszta; Göteborgs universitet; Göteborgs universitet; Gothenburg University; []
    Nyckelord :adaptive method; change of time; CIR model; CKLS model; convergence order; Euler method; heavy-tailed SDE; hyperbolic SDE; geometric integration; global Lipschitz condition; Levy process; Lie group method; local Lipschitz condition; local martingales; mean reversion; Milstein method; numerical method; semimartingale; stochastic differential equation; stochastic Taylor expansion; strong approximation; symplectic integration; volatility induced stationarity; waveform relaxation; volatility induced stationarity;

    Sammanfattning : This thesis consists of four papers: Paper I is an overview of recent techniques in strong numerical solutions of stochastic differential equations, driven by Wiener processes, that have appeared the last then 10 years, or so. Paper II studies theoretical and numerical aspects of stochastic differential equations with so called volatility induced stationarity. LÄS MER

  2. 2. Group theoretical methods for solving multidimensional nonlinear partial differential equations

    Författare :Marianna Euler; Luleå tekniska universitet; []

    Sammanfattning : New methods for constructing both exact and approximate solutions of multidimensional nonlinear partial differential equations are developed. The basis of the methods is taken from the classical Lie transformation group theory. LÄS MER

  3. 3. On Numerical Methods for the Diffusion Equation Subject to Non-Local Boundary Conditions

    Författare :Gunnar Ekolin; Göteborgs universitet; Göteborgs universitet; Gothenburg University; []
    Nyckelord :forward Euler method; backward Euler method; the Crank-Nicolson method; heat equation; Galerkin finite element methods; backward Euler method;

    Sammanfattning : In the first paper three different finite difference methods for solving the heat equation in one space dimension with boundary conditions containing integrals over the interior of the interval are considered. The schemes are based on the forward Euler, the backward Euler and the Crank-Nicolson methods. Error estimates are derived in maximum norm. LÄS MER

  4. 4. Efficiency factors for space heating system in buildings

    Författare :Christian Brembilla; Thomas Olofsson; Ronny Östin; Mohsen Soleimani-Mohseni; Bjørn Reidar Sørensen; Umeå universitet; []
    Nyckelord :ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Efficiency factors of space heating; hydronic panel radiator; hydronic floor heating; multilayer wall; numerical modelling; room control volume; decrement factor; time delay; heat conduction; heat convection; heat radiation; heat storage; thermal inertia; Euler solver; Newton-Raphson method; synthetic weather file; feedback and feed-forward control strategies; adaptive control; validation methodology; uncertainty bands; robustness of model predictions; thermostatic booth simulator; differential sensitivity analysis; transient model of panel radiator with multiple storage elements; active thermal mass; benchmark performance indicator; linear regression model; calibration through uncertainty bands; hybrid model of low-energy building: law driven data driven; outdoor temperature compensation heating curve; solar radiation model; finite difference method; heat equation;

    Sammanfattning : The thesis focuses on the efficiency of the space heating system. In particular, the efficiency factors measure the efficiency of thermal zone. The efficiency factors measures how the energy is used in a space heating. LÄS MER

  5. 5. Finite element approximation of the linear stochastic Cahn-Hilliard equation

    Författare :Ali Mesforush; Göteborgs universitet; Göteborgs universitet; Gothenburg University; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Cahn-Hilliard-Cook equation; finite element method; backward Euler method; error estimate; strong convergence; backward Euler method;

    Sammanfattning : The linearized Cahn-Hilliard-Cook equation is discretized in the spatial variables by a standard finite element method. Strong convergence estimates are proved under suitable assumptions on the covariance operator of the Wiener process, which is driving the equation. The backward Euler time stepping is also studied. LÄS MER