Sökning: "Stochastic ordinary differential equation"

Visar resultat 6 - 9 av 9 avhandlingar innehållade orden Stochastic ordinary differential equation.

  1. 6. LES stochastic modelling of cavitation with its applications in OpenFOAM

    Författare :Boxiong Chen; Chalmers tekniska högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Cavitation; Rayleigh-Plesset Model; Simulation; OpenFOAM; Volume of Fluid Method; Modeling;

    Sammanfattning : Cavitation is a vaporisation process that commonly happens in high pressure injectornozzles nowadays. It has been shown by previous studies that cavitationhas a significant influence on the subsequent atomization process, the qualityof which would in turn heavily affect the quality of combustion. LÄS MER

  3. 7. Estimation and Model Validation of Diffusion Processes

    Författare :Erik Lindström; Finansiell matematik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : Estimation and Model Validation of Diffusion Processes Abstract The main motivation for this thesis is the need for estimation and model validation of diffusion processes, i.e. stochastic processes satisfying a stochastic differential equation driven by Brownian motion. LÄS MER

  4. 8. Topics in importance sampling and derivatives pricing

    Författare :Johan Nykvist; Filip Lindskog; Bert Zwart; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Tillämpad matematik och beräkningsmatematik; Applied and Computational Mathematics;

    Sammanfattning : This thesis consists of four papers, presented in Chapters 2-5, on the topics of derivatives pricing and importance sampling for stochastic processes.In the first paper a model for the evolution of the forward density of the future value of an asset is proposed. LÄS MER

  5. 9. Optimal Control and Model Reduction of Nonlinear DAE Models

    Författare :Johan Sjöberg; Torkel Glad; Xiaoming Hu; Linköpings universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; DAE Models; Optimal Control; Model Reduction; Automatic control; Reglerteknik;

    Sammanfattning : In this thesis, different topics for models that consist of both differential and algebraic equations are studied. The interest in such models, denoted DAE models, have increased substantially during the last years. LÄS MER