Sökning: "Stochastic integral"

Visar resultat 1 - 5 av 23 avhandlingar innehållade orden Stochastic integral.

  1. 1. Finite element approximation of the deterministic and the stochastic Cahn-Hilliard equation

    Detta är en avhandling från Göteborg : Chalmers University of Technology

    Författare :Ali Mesforush; Göteborgs universitet.; Gothenburg University.; [2010]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; finite element; a priori error estimate; stochastic integral; mild solution; dual weighted residuals; a posteriori error estimate; additive noise; Wiener process; Cahn-Hilliard equation; existence; regularity; Lya- punov functional; stochastic convolution;

    Sammanfattning : This thesis consists of three papers on numerical approximation of the Cahn-Hilliard equation. The main part of the work is concerned with the Cahn-Hilliard equation perturbed by noise, also known as the Cahn-Hilliard-Cook equation. LÄS MER

  2. 2. Approximation of Infinitely Divisible Random Variables with Application to the Simulation of Stochastic Processes

    Detta är en avhandling från Centre for Mathematical Sciences, Lund University

    Författare :Magnus Wiktorsson; Lunds universitet.; Lund University.; [2001]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; operations research; Statistics; aktuariematematik; Stochastic differential equation; Infinitely divisible distribution; Type G distribution; Lévy process; Stochastic integral; Mathematical Statistics; Matematik; Mathematics; programming; actuarial mathematics; Statistik; operationsanalys; programmering;

    Sammanfattning : This thesis consists of four papers A, B, C and D. Paper A and B treats the simulation of stochastic differential equations (SDEs). The research presented therein was triggered by the fact that there were not any efficient implementations of the higher order methods for simulating SDEs. LÄS MER

  3. 3. Modelling animal populations

    Detta är en avhandling från Centre for Mathematical Sciences, Lund University

    Författare :Åke Brännström; Umeå universitet.; [2004]
    Nyckelord :population model; stochastic population model; population dynamics; discrete time model; Beverton-Holt model; Skellam model; Hassell model; Ricker model; first principles; coupled map lattice; CML; area integral; square function; Mathematics; matematik;

    Sammanfattning : This thesis consists of four papers, three papers about modelling animal populations and one paper about an area integral estimate for solutions of partial differential equations on non-smooth domains. The papers are: I. Å. Brännström, Single species population models from first principles. LÄS MER

  4. 4. Numerical Approximation of Solutions to Stochastic Partial Differential Equations and Their Moments

    Detta är en avhandling från Göteborg : Chalmers tekniska högskola

    Författare :Kristin Kirchner; Göteborgs universitet.; Gothenburg University.; [2018]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Petrov– Galerkin discretizations; Strong and weak convergence; Fractional operators; Finite element methods; Space-time variational problems; Tensor product spaces; Stochastic partial differential equations; White noise;

    Sammanfattning : The first part of this thesis focusses on the numerical approximation of the first two moments of solutions to parabolic stochastic partial differential equations (SPDEs) with additive or multiplicative noise. More precisely, in Paper I an earlier result (A. Lang, S. Larsson, and Ch. LÄS MER

  5. 5. Theory of water-proton spin relaxation in complex biological systems

    Detta är en avhandling från Lund University (Media-Tryck)

    Författare :Zhiwei Chang; Lunds universitet.; Lund University.; [2017-05-22]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; spin relaxation theory; immobilized macromolecules; magnetic relaxation dispersion; integral longitudinal relaxation rate; stochastic Liouville equations; multi-spin systems; cross-mode relaxation; spectral density functions;

    Sammanfattning : In complex biological systems (e.g. gels, cross-linked proteins and biological tissues), the longitudinal spin relaxation of water protons is primarily induced by exchange-mediated orientational randomization (EMOR) of intra- and intermolecular magnetic dipole-dipole couplings. LÄS MER