Sökning: "PDE"

Visar resultat 21 - 25 av 123 avhandlingar innehållade ordet PDE.

1. 21. Construction and Analysis of Preconditioners for First-order PDE

   Författare :Kurt Otto; Bertil Gustafsson; Howard Elman; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Numerical Analysis; Numerisk analys;

   Sammanfattning : .... LÄS MER

3. 22. Infinite dimensional holomorphy in the ring of formal power series : partial differential operators

   Författare :Henrik Petersson; Andrei Khrennikov; Sean Dineen; Växjö universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Infinite dimensional holomorphy; Formal power series; Fourier-Borel transform; Paley-Wiener theorem; Fischer decomposition; Fischer pair; Fock space; Cauchy-Problem; Kergin operator; PDE-preserving; Pseudo-differential operators.; MATHEMATICS; MATEMATIK;

   Sammanfattning : We study holomorphy in the ring of formal power series in an infinite number of variables. Thus we restrict our study to (infinite dimensional) holomorphy on sequence spaces and we show that we obtain a rich theory without requiring any topological structure on the domain space. We make a comprehensive PDO-study for the spaces under consideration. LÄS MER

4. 23. Model Reduction and Parameter Estimation for Diffusion Systems

   Författare :Bharath Bhikkaji; Torsten Söderström; Claes Breitholtz; Uppsala universitet; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Diffusion system; Partial differential equations PDEs ; Model reduction; PDE solvers; Finite difference approximation; Chebyshev polynomials; System identification; Parameter estimation; Recursive estimation; Frequency domain estimation; Signal processing; Signalbehandling;

   Sammanfattning : Diffusion is a phenomenon in which particles move from regions of higher density to regions of lower density. Many physical systems, in fields as diverse as plant biology and finance, are known to involve diffusion phenomena. Typically, diffusion systems are modeled by partial differential equations (PDEs), which include certain parameters. LÄS MER

5. 24. Some Applications of Variational Inequalities in Mathematical Finance and Numerics

   Författare :Martin Dahlgren; Matematik LTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Matematik; Mathematics; HJB quasi variational inequalities; option pricing; Impulse control; parabolic PDE; finite element method; Galerkin method;

   Sammanfattning : This thesis contains two parts. The first part deals with a stochastic impulse control problem, subject to the restriction of a minimum time lapse in between interventions made by the controller. We prove existence of an optimal control and show that the value function of the control problem satisfies a system of quasi-variational inequalities. LÄS MER

7. 25. Valuation and Optimal Strategies in Markets Experiencing Shocks

   Författare :Hannah Dyrssen; Erik Ekström; Damien Lamberton; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; American options; optimal stopping; game options; jump diffusion; jump to default; free-boundary problems; early exercise premium; integral equation; parabolic pde; convexity; sequential testing; fixed-point approach; Mathematics with specialization in Applied Mathematics; Matematik med inriktning mot tillämpad matematik;

   Sammanfattning : This thesis treats a range of stochastic methods with various applications, most notably in finance. It is comprised of five articles, and a summary of the key concepts and results these are built on.The first two papers consider a jump-to-default model, which is a model where some quantity, e.g. LÄS MER