Avancerad sökning

Hittade 2 avhandlingar som matchar ovanstående sökkriterier.

1. 1. Numerical Complexity Analysis of Weak Approximation of Stochastic Differential Equations

   Författare :Raul Tempone Olariaga; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Adaptive methods; a posteriori error estimates; stochastic differential equations; weak approximation; Monte Carlo methods; Malliavin Calculus; HJM model; option price; bond market; stochastic elliptic equation; Karhunen-Loeve expansion; numerical co; Numerical analysis; Numerisk analys;

   Sammanfattning : The thesis consists of four papers on numerical complexityanalysis of weak approximation of ordinary and partialstochastic differential equations, including illustrativenumerical examples. Here by numerical complexity we mean thecomputational work needed by a numerical method to solve aproblem with a given accuracy. LÄS MER

3. 2. Robust Sound Field Control for Audio Reproduction : A Polynomial Approach to Discrete-Time Acoustic Modeling and Filter Design

   Författare :Lars-Johan Brännmark; Anders Ahlén; Mikael Sternad; Mathias Johansson; Rodney Kennedy; Uppsala universitet; []
   Nyckelord :Acoustic signal processing; equalizers; error modeling; feedforward control; interpolation; loudspeakers; multivariable filters; polynomials; robustness; sound fields;

   Sammanfattning : This thesis is concerned with the design and analysis of robust discrete-time filters for audio equalization and sound field control in real reverberant environments. Inspired by methods in polynomial control theory, a unified framework for acoustic modeling and filter design is developed. LÄS MER