Sökning: "Motivation i matematik"

Visar resultat 21 - 25 av 34 avhandlingar innehållade orden Motivation i matematik.

  1. 21. Contributions to the Stochastic Maximum Principle

    Författare :Daniel Andersson; Boualem Djehiche; Fred Espen Benth; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematical statistics; Matematisk statistik;

    Sammanfattning : This thesis consists of four papers treating the maximum principle for stochastic control problems. In the first paper we study the optimal control of a class of stochastic differential equations (SDEs) of mean-field type, where the coefficients are allowed to depend on the law of the process. LÄS MER

  3. 22. Numerical methods for Sylvester-type matrix equations and nonlinear eigenvalue problems

    Författare :Emil Ringh; Elias Jarlebring; Johan Karlsson; Per Enqvist; Daniel Kressner; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Matrix equations; Lyapunov equation; Sylvester equation; nonlinear eigenvalue problems; two-parameter eigenvalue problems; Krylov methods; iterative methods; preconditioning; projection methods; Matrisekvationer; Lyapunovekvationen; Sylvesterekvationen; ickelinjära egenvärdesproblem; två-parameters egenvärdesproblem; Krylovmetoder; iterativa metoder; förkonditionering; projektionsmetoder; Tillämpad matematik och beräkningsmatematik; Applied and Computational Mathematics; Optimization and Systems Theory; Optimeringslära och systemteori; Numerical Analysis; Numerisk analys;

    Sammanfattning : Linear matrix equations and nonlinear eigenvalue problems (NEP) appear in a wide variety of applications in science and engineering. Important special cases of the former are the Lyapunov equation, the Sylvester equation, and their respective generalizations. These appear, e.g. LÄS MER

  4. 23. Estimation and Model Validation of Diffusion Processes

    Författare :Erik Lindström; Finansiell matematik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : Estimation and Model Validation of Diffusion Processes Abstract The main motivation for this thesis is the need for estimation and model validation of diffusion processes, i.e. stochastic processes satisfying a stochastic differential equation driven by Brownian motion. LÄS MER

  5. 24. Bayesian time series and panel models : unit roots, dynamics and random effects

    Författare :Mickael Salabasis; Handelshögskolan i Stockholm; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : This thesis consists of four papers and the main theme present is dependence, through time as in serial correlation, and across individuals, as in random effects. The individual papers may be grouped in many different ways. LÄS MER

  7. 25. High Order Cut Finite Element Methods for Wave Equations

    Författare :Simon Sticko; Gunilla Kreiss; Mats G. Larson; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Cut finite element; Wave equation; Immersed; Fictitious domain; Beräkningsvetenskap med inriktning mot numerisk analys; Scientific Computing with specialization in Numerical Analysis;

    Sammanfattning : This thesis considers wave propagation problems solved using finite element methods where a boundary or interface of the domain is not aligned with the computational mesh. Such methods are usually referred to as cut or immersed methods. LÄS MER