Avancerad sökning

Hittade 5 avhandlingar som matchar ovanstående sökkriterier.

1. 1. The Skorohod problem and weak approximation of stochastic differential equations in time-dependent domains

   Författare :Thomas Önskog; Kaj Nyström; Leif Persson; Johan Tysk; Umeå universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Skorohod problem; weak approximation; time-dependent domain; stochastic differential equations; parabolic partial differential equations; oblique reflection; stopped diffusions; Euler scheme; adaptive methods; sensitivity analysis; financial derivatives; Greeks ; MATHEMATICS; MATEMATIK; Mathematics; matematik;

   Sammanfattning : This thesis consists of a summary and four scientific articles. All four articles consider various aspects of stochastic differential equations and the purpose of the summary is to provide an introduction to this subject and to supply the notions required in order to fully understand the articles. LÄS MER

3. 2. Evaluation of a Measuring System for Determining Extensional Properties

   Författare :Magda Nyström; Chalmers tekniska högskola; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; LPTT-model; Viscoelastic fluid; Boger fluid; numerical simulation; FENE-CR model; extensional rheology; White-Metzner model; hyperbolic contraction flow;

   Sammanfattning : Effective and reliable characterisations of fluids are important to gain knowledge of thebehaviour and to govern the properties of a fluid. Since food products often are non-Newtonian, viscoelastic liquids, the characterisation becomes more complicated. LÄS MER

4. 3. Extensional rheometry through hyperbolic contraction

   Författare :Magda Nyström; Chalmers tekniska högskola; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; dysphagia; Boger fluid; hyperbolic contraction flow; extensional rheology; axisymmetric contraction–expansion; numerical simulation; Viscoelastic fluid; pressure drop;

   Sammanfattning : To understand fluid rheology, properties such as consistency and viscosity are determined in both shear and extensional flow. Many commonly-used materials and formulations exhibit complex rheological properties and in order to determine the behaviour as well as predict and govern their properties, effective and reliable characterisation of these fluids is important. LÄS MER

5. 4. Optimal Switching Problems and Related Equations

   Författare :Marcus Olofsson; Kaj Nyström; Saïd Hamadène; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; optimal switching; stochastic control; variational inequalities; backward stochastic differential equations; incomplete information; stochastic filtering; Mathematics; Matematik;

   Sammanfattning : This thesis consists of five scientific papers dealing with equations related to the optimal switching problem, mainly backward stochastic differential equations and variational inequalities. Besides the scientific papers, the thesis contains an introduction to the optimal switching problem and a brief outline of possible topics for future research. LÄS MER

7. 5. Singular Integral Equations: Applications to Elasticity and Numerical Solution

   Författare :Jonas Englund; Matematik LTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Datalogi; numerisk analys; system; kontroll; fracture mechanics; second kind integral equation; Nyström scheme; Computer science; control; systems; numerical analysis;

   Sammanfattning : The purpose of this thesis is to develop stable, accurate, and efficient numerical algorithms for the solution of certain problems in materials science using integral equations. All the appearing integral equations are of the second kind. Such equations are typically well suited for numerical solution. LÄS MER