Sökning: "Stochastic integral"

Visar resultat 21 - 25 av 34 avhandlingar innehållade orden Stochastic integral.

  1. 21. Uncertainty quantification for high frequency waves

    Författare :Gabriela Malenova; Olof Runborg; Fabio Nobile; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematics; Matematik;

    Sammanfattning : We consider high frequency waves satisfying the scalar wave equation with highly oscillatory initial data represented by a short wavelength ε. The speed of propagation of the medium as well as the phase and amplitude of the initial data is assumed to be uncertain, described by a finite number of independent random variables with known probability distributions. LÄS MER

  3. 22. On the Properties of Some Strongly Correlated Systems - Analytical and Numerical Studies

    Författare :Jurij Smakov; KTH; []
    Nyckelord :mean field theory; magnetic multilayers; Curie temperature; compensation temperature; scanning tunneling microscopy; tunneling; superconductivity; local density of states; Josephson effect; tunneling Hamiltonian formalism; impurities in superconducto;

    Sammanfattning : This thesis is dedicated to analytical and numerical studiesof a few models of strongly correlated systems and thedevelopment of techniques for such studies. The common name"strongly correlated" refers to systems in which theinteractions (correlations) between the constituent particleslead to nontrivial properties, such as various types ofmagnetism, superconductivity, and exotic phases. LÄS MER

  4. 23. Computer Modelling of Electrophysical Phenomena in High Voltage Insulation

    Författare :Yuriy Serdyuk; Chalmers tekniska högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; dielectric properties; discharge plasma; composite material; computer model; numerical simulations; electrical discharge;

    Sammanfattning : Different kinds of dielectrics are used for high voltage insulation. In most of the cases, they are combined into complex insulating systems forming macro- and micro-scale composite structures. LÄS MER

  5. 24. A multi-resolution approach for modeling flow and solute transport in heterogeneous porous media

    Författare :Hrvoje Gotovac; Vladimir Cvetkovic; Alberto Bellin; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Multi-resolution adaptive approach; Atomic and Fup basis functions; Monte- Carlo method; Heterogeneous porous media; Flow; Transport; Travel time; Water engineering; Vattenteknik;

    Sammanfattning : Subsurface processes are usually characterized by rare field experiments, sparse measurements,multi-resolution interpretations, stochastic description, related uncertainties and computational complexity. Over the last few decades, different computational techniques and strategies have become indispensable tools for flow and solute transport prediction in heterogeneous porousmedia. LÄS MER

  7. 25. Impact Evaluation of Intentional Electromagnetic Interference (IEMI) on Targeted Loads in Complex Networks Using Analytical Investigations

    Författare :Bing Li; Daniel Månsson; Nelson Theethayi; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Intentional Electromagnetic Interference; Networks; BLT; Transmission Line; Electrical Engineering; Elektro- och systemteknik;

    Sammanfattning : With the proliferation of various electronic and electrical devices, IEMI has become a critical issue that may severely threaten the modern society. For practical protection considerations, it is crucial to comprehensively evaluate the potential damages resulted by IEMI. LÄS MER