Sökning: "Matrix diffusion"

Visar resultat 21 - 25 av 153 avhandlingar innehållade orden Matrix diffusion.

1. 21. Applications of Bayesian Econometrics to Financial Economics

   Författare :Christoffer Bengtsson; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic systems; economic theory; econometrics; Economics; systemic risk; stochastic volatility; jump-diffusion; shrinkage; covariance matrix estimation; estimation risk; portfolio selection; mean-variance optimization; Markov chain Monte Carlo; Bayesian econometrics; ekonomisk politik; ekonomiska system; ekonomisk teori; ekonometri; Nationalekonomi; economic policy;

   Sammanfattning : This PhD thesis consists of four separate papers. What these papers have in common is that Bayesian Econometrics, in combination with Markov chain Monte Carlo (MCMC) methods, is applied to study various problems in financial economics. LÄS MER

3. 22. Hydrolytic degradation of dental composites and effects of silane-treatment and filler fraction on compressive strength and thermal expansion of composites

   Författare :Karl-Johan M. Söderholm; Umeå universitet; []
   Nyckelord :MEDICIN OCH HÄLSOVETENSKAP; MEDICAL AND HEALTH SCIENCES; Internal frictional theory; filler-matrix debonding; stress-corrosion; stressinfluenced diffusion; m icro-crack form ation; crazing; opacity; wear; osmotic pressure; hoop stresses;

   Sammanfattning : Some researchers have suggested that the weakest link of dental composites is the filler-matrix bond. However, due to incompleteness of information dealing with this bond and its stability in a humid environment, it was considered desirable to investigate the effect of water on this region, as well as the influence of filler bonding and filler fraction on compressive strength and thermal expansionExperimental composites containing different filler fractions of either silane-treated or untreated fillers were made. LÄS MER

4. 23. On damage and moisture in composite laminates

   Författare :Jan-Erik Lundgren; KTH; []
   Nyckelord :Polymer-based fibre composites; transverse matrix cracking; moisture diffusion; hygrothermal effects;

   Sammanfattning : .... LÄS MER

5. 24. Modeling Solute Transport in Fractured Rocks-Role of Heterogeneity, Stagnant Water Zone and Decay Chain

   Författare :Batoul Mahmoudzadeh; Longcheng Liu; Joaquin Martinez; Lanru Jing; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Solute transport model; Fractured rock; Stagnant water zone; Rock matrix diffusion; Radionuclide decay chain; Geological layers; Laplace transform; Simulation;

   Sammanfattning : A model is developed to describe solute transport and retention in fractured rocks. It accounts for the fact that solutes not only can diffuse directly from the flowing channel into the adjacent rock matrix composed of different geological layers but can also at first diffuse into the stagnant water zone occupied in part of the fracture and then from there into the rock matrix adjacent to it. LÄS MER

7. 25. Pricing of Some Path-Dependent Options on Equities and Commodities

   Författare :Mats Kjaer; Göteborgs universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Cliquet options with global floor; Commodity swing options; Storage valuation; Correlation matrix modelling; Bachelier-Samuelson model; Jump-diffusion models; Futures curve models; Parabolic PDE PIDEs; Numerical integration; Finite difference methods.;

   Sammanfattning : This thesis brings together three papers about the pricing of European and Bermudan path-dependent options, and one paper about the stochastic modelling of a futures price curve. Paper one proposes a fast numerical method to compute the price of so called cliquet options with global floor, when the underlying asset follows the Bachelier-Samuelson model. LÄS MER