Sökning: "Partial differential equations"

Visar resultat 16 - 20 av 230 avhandlingar innehållade orden Partial differential equations.

  1. 16. Variational Methods for Moments of Solutions to Stochastic Differential Equations

    Författare :Kristin Kirchner; Chalmers tekniska högskola; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Additive and multiplicative noise; Stochastic partial differential equation; Projective and injective tensor product space; Hilbert tensor product space; Space-time variational problem; Petrov-Galerkin discretization; Stochastic ordinary differential equation;

    Sammanfattning : Numerical methods for stochastic differential equations typically estimate moments of the solution from sampled paths. Instead, we pursue the approach proposed by A. Lang, S. Larsson, and Ch. LÄS MER

  3. 17. Painlevé analysis and transformations for nonlinear partial differential equations

    Författare :Ove Lindblom; Luleå tekniska universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematics; Matematik;

    Sammanfattning : Nonlinear partial differential equations play a fundamental role in the description of many physical models. In order to get a complete understanding of the phenomena which are modeled it is important to obtain exact analytic solutions. LÄS MER

  4. 18. Optimal Control of Partial Differential Equations in Optimal Design

    Författare :Jesper Carlsson; Anders Szepessy; Peter Hansbo; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Optimal design; Numerical analysis; Numerisk analys;

    Sammanfattning : This thesis concerns the approximation of optimally controlled partial differential equations for inverse problems in optimal design. Important examples of such problems are optimal material design and parameter reconstruction. In optimal material design the goal is to construct a material that meets some optimality criterion, e.g. LÄS MER

  5. 19. 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

  7. 20. Homogenization of Partial Differential Equations using Multiscale Convergence Methods

    Författare :Pernilla Johnsen; Liselott Flodén; Anders Holmbom; Marianne Olsson Lindberg; Jens Persson; Niklas Wellander; Mittuniversitetet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; homogenization theory; two-scale convergence; multiscale convergence; very weak multiscale convergence; evolution multiscale convergence; very weak evolution multiscale convergence; linear parabolic problems; linear hyperbolic-parabolic problems;

    Sammanfattning : The focus of this thesis is the theory of periodic homogenization of partial differential equations and some applicable concepts of convergence. More precisely, we study parabolic problems exhibiting both spatial and temporal microscopic oscillations and a vanishing volumetric heat capacity type of coefficient. LÄS MER