Sökning: "Hyperbolic equation"

Visar resultat 1 - 5 av 34 avhandlingar innehållade orden Hyperbolic equation.

1. 1. 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

3. 2. Semi-classical approximations of Quantum Mechanical problems

   Författare :Ulf Karlsson; KTH; []
   Nyckelord :Schrödinger equation; semiclassical analysis; multi-well potential; potential wells; scale functions; spectral interval; Agmon metric; interaction matrix; hierarchical potential; Helmholtz operator; Fourier integral operator; global phase; hyperbolic;

   Sammanfattning : .... LÄS MER

4. 3. Analysis and Applications of the Heterogeneous Multiscale Methods for Multiscale Elliptic and Hyperbolic Partial Differential Equations

   Författare :Doghonay Arjmand; Olof Runborg; Axel Målqvist; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Multiscale Methods; HMM; Multiscale Wave Equation; Multiscale Elliptic Equation; Long Time Wave Propagation; SRA - E-vetenskap SeRC ; SRA - E-Science SeRC ;

   Sammanfattning : This thesis concerns the applications and analysis of the Heterogeneous Multiscale methods (HMM) for Multiscale Elliptic and Hyperbolic Partial Differential Equations. We have gathered the main contributions in two papers. LÄS MER

5. 4. Aspects of viscous shocks

   Författare :Malin Siklosi; GUnilla Kreiss; Smadar Karni; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Numerical analysis; hyperbolic conservation laws; viscous shocks; modified equation; shock capturing; computer-assisted proofs; Numerisk analys; Numerical analysis; Numerisk analys;

   Sammanfattning : This thesis consists of an introduction and five papers concerning different numerical and mathematical aspects of viscous shocks. Hyperbolic conservation laws are used to model wave motion and advect- ive transport in a variety of physical applications. LÄS MER

7. 5. Contributions to Numerical Solution of Stochastic Differential Equations

   Författare :Anders Muszta; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; 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