Sökning: "PDE"

Visar resultat 16 - 20 av 123 avhandlingar innehållade ordet PDE.

  1. 16. Essays in Finance Related Problems with PDE Approach

    Författare :Sadna Sajadini; Henrik Shah Gholian; Jonas Tysk; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : This thesis is comprised of three scientific articles, all in PDE problems related to finance. The first two papers address problems concerning bonds and the third one treat s asymmetry problem in the mean field game theory. LÄS MER

  3. 17. An object-oriented approach to construct PDE solvers

    Författare :Krister Åhlander; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Numerical Analysis; Numerisk analys;

    Sammanfattning : .... LÄS MER

  4. 18. Handling of curvilinear coordinates in a PDE solver framework

    Författare :Malin Ljungberg; Michael Thuné; Kurt Otto; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Beräkningsvetenskap; Scientific Computing;

    Sammanfattning : By the use of object-oriented analysis and design combined with variability modeling a highly flexible software model for the metrics handling functionality of a PDE solver framework was obtained. This new model was evaluated in terms of usability, particularly with respect to efficiency and flexibility. LÄS MER

  5. 19. Data Partitioning Methods and Parallel Block-Oriented PDE Solvers

    Författare :Jarmo Rantakokko; Michael Thuné; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; data assimilation; data partitioning; meteorology; multiblock; Navier-Stokes; object-oriented; oceanography; parallel computing; Numerical Analysis; Numerisk analys;

    Sammanfattning : Data partitioning methods for block-structured problems within scientific computing have been studied. The applications are variational data assimilation in meteorology, ocean modeling, and airflow simulation with multiblock grids. LÄS MER

  7. 20. PDE methods for free boundary problems in financial mathematics

    Författare :Teitur Arnarson; Henrik Shahgholian; Diogo Gomes; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; MATHEMATICS; MATEMATIK;

    Sammanfattning : We consider different aspects of free boundary problems that have financial applications. Papers I–III deal with American option pricing, in which case the boundary is called the early exercise boundary and separates the region where to hold the option from the region where to exercise it. LÄS MER