Sökning: "Jonathan Goodman"

Hittade 2 avhandlingar innehållade orden Jonathan Goodman.

  1. 1. Approximation and Calibration of Stochastic Processes in Finance

    Författare :Jonas Kiessling; Anders Szepessy; Jonathan Goodman; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; MATHEMATICS; MATEMATIK;

    Sammanfattning : This thesis is a study of approximation and calibration of stochastic processes with applications in finance. It consists of an introduction and four research papers. The introduction is as an overview of the role of mathematics incertain areas of finance. LÄS MER

  2. 2. Stability of plane Couette flow and pipe Poiseuille flow

    Författare :Per-Olov Åsén; Gunilla Kreiss; Jonathan Goodman; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Hydrodynamic stability; plane Couette flow; pipe Poiseuille flow; direct numerical simulations; resolvent; Fluid mechanics; Strömningsmekanik;

    Sammanfattning : This thesis concerns the stability of plane Couette flow and pipe Poiseuille flow in three space dimensions. The mathematical model for both flows is the incompressible Navier--Stokes equations. Both analytical and numerical techniques are used. We present new results for the resolvent corresponding to both flows. LÄS MER