Sökning: "Monte Carlo analys"

Visar resultat 1 - 5 av 39 avhandlingar innehållade orden Monte Carlo analys.

1. 1. Approximating Stochastic Partial Differential Equations with Finite Elements: Computation and Analysis

   Författare :Andreas Petersson; Chalmers tekniska högskola; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Lévy process; Lyapunov equation; white noise; finite element method; multilevel Monte Carlo; Monte Carlo; multiplicative noise; asymptotic mean square stability; stochastic heat equation; covariance operator; weak convergence; generalized Wiener process; numerical approximation; stochastic wave equation; Stochastic partial differential equations;

   Sammanfattning : Stochastic partial differential equations (SPDE) must be approximated in space and time to allow for the simulation of their solutions. In this thesis fully discrete approximations of such equations are considered, with an emphasis on finite element methods combined with rational semigroup approximations. LÄS MER

3. 2. Coarse Graining Monte Carlo Methods for Wireless Channels and Stochastic Differential Equations

   Författare :Håkon Hoel; Anders Szepessy; Ola Hössjer; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Coarse graining; Monte Carlo Methods; Stochastic processes; Numerical analysis; Numerisk analys;

   Sammanfattning : This thesis consists of two papers considering different aspects of stochastic process modelling and the minimisation of computational cost. In the first paper, we analyse statistical signal properties and develop a Gaussian pro- cess model for scenarios with a moving receiver in a scattering environment, as in Clarke’s model, with the generalisation that noise is introduced through scatterers randomly flip- ping on and off as a function of time. LÄS MER

4. 3. Trafiklaster på broar : Analys av insamlade och Monte Carlo genererade fordonsdata

   Författare :Abraham Getachew; Raid Karoumi; Håkan Sundquist; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Civil engineering and architecture; Samhällsbyggnadsteknik och arkitektur;

   Sammanfattning : This thesis begins with the description of background ,aims and goals of the project. Afterwards, a brief explanation of the probability theory and some probabilistic distribution functions that are used in this work are given.Then the concept of structural reliability is explained. LÄS MER

5. 4. Solar PV in prosumer energy systems : A techno-economic analysis on sizing, integration, and risk

   Författare :Nelson Sommerfeldt; Hatef Madani Larijani; Björn Palm; Michel Haller; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Electrify everything; building energy systems; energy systems analysis; solar heat pump; investment analysis; Monte Carlo analysis; PVT; solar hybrid; Electrify everything; byggnadsenergisystem; energisystemanalys; solvärmepump; investeringsanalys; Monte Carlo analys; PVT; solhybrid; Energy Technology; Energiteknik; Planering och beslutsanalys; Planning and Decision Analysis;

   Sammanfattning : In the transition towards a sustainable energy system, building mounted solar photovoltaics (PV) have unique benefits; they require no additional land and the energy is generated directly at load centers. Within residential buildings, multi-family homes (MFH) are particularly interesting because of the economies of scale and their greater potential for emissions reductions. LÄS MER

7. 5. 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