Sökning: "MATEMATIK Tillämpad matematik Numerisk analys"

Visar resultat 6 - 10 av 12 avhandlingar innehållade orden MATEMATIK Tillämpad matematik Numerisk analys.

1. 6. Fast and accurate integral equation methods with applications in microfluidics

   Författare :Ludvig af Klinteberg; Anna-Karin Tornberg; Mary-Catherine Kropinski; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Tillämpad matematik och beräkningsmatematik; Applied and Computational Mathematics;

   Sammanfattning : This thesis is concerned with computational methods for fluid flows on the microscale, also known as microfluidics. This is motivated by current research in biological physics and miniaturization technology, where there is a need to understand complex flows involving microscale structures. Numerical simulations are an important tool for doing this. LÄS MER

3. 7. Calibration and Hedging in Finance

   Författare :Love Lindholm; Anders Szepessy; Erik Lindström; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; finance; local volatility; calibration; optimal control; hedging; quadratic hedging; equity; index; Tillämpad matematik och beräkningsmatematik; Applied and Computational Mathematics;

   Sammanfattning : This thesis treats aspects of two fundamental problems in applied financial mathematics: calibration of a given stochastic process to observed marketprices on financial instruments (which is the topic of the first paper) and strategies for hedging options in financial markets that are possibly incomplete (which is the topic of the second paper).Calibration in finance means choosing the parameters in a stochastic process so as to make the prices on financial instruments generated by the process replicate observed market prices. LÄS MER

4. 8. Analysis and Applications of Heterogeneous Multiscale Methods for Multiscale Partial Differential Equations

   Författare :Doghonay Arjmand; Olof Runborg; Marcus Grote; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Numerical homogenization; long time wave propagation; multiscale PDEs; Tillämpad matematik och beräkningsmatematik; Applied and Computational Mathematics;

   Sammanfattning : This thesis centers on the development and analysis of numerical multiscale methods for multiscale problems arising in steady heat conduction, heat transfer and wave propagation in heterogeneous media. In a multiscale problem several scales interact with each other to form a system which has variations over a wide range of scales. LÄS MER

5. 9. Cut finite element methods for interface problems

   Författare :Thomas Frachon; Sara Zahedi; Anders Logg; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Tillämpad matematik och beräkningsmatematik; Applied and Computational Mathematics;

   Sammanfattning : Interface problems modeled by Partial Differential Equations (PDEs) appear in a wide range of fields such as biology, fluid dynamics, micro and nano-technologies. In computer simulations of such problems a fundamental task is to numerically solve PDEs in/on domains defined by deformable interfaces/geometries. LÄS MER

7. 10. Fast methods for electrostatic calculations in molecular dynamics simulations

   Författare :Davood Saffar Shamshirgar; Anna-Karin Tornberg; Berk Hess; Robert Krasny; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Tillämpad matematik och beräkningsmatematik; Applied and Computational Mathematics;

   Sammanfattning : This thesis deals with fast and efficient methods for electrostatic calculations with application in molecular dynamics simulations. The electrostatic calculations are often the most expensive part of MD simulations of charged particles. Therefore, fast and efficient algorithms are required to accelerate these calculations. LÄS MER