Sökning: "Stochastic realizations"

Visar resultat 1 - 5 av 14 avhandlingar innehållade orden Stochastic realizations.

1. 1. Multiscale Stochastic Simulation of Reaction-Transport Processes : Applications in Molecular Systems Biology

   Författare :Andreas Hellander; Per Lötstedt; Sverker Holmgren; Samuel Isaacson; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; stochastic simulation; chemical master equation; reaction-diffusion master equation; unstructured mesh; active transport; hybrid methods; URDME; Scientific Computing; Beräkningsvetenskap;

   Sammanfattning : Quantitative descriptions of reaction kinetics formulated at the stochastic mesoscopic level are frequently used to study various aspects of regulation and control in models of cellular control systems. For this type of systems, numerical simulation offers a variety of challenges caused by the high dimensionality of the problem and the multiscale properties often displayed by the biochemical model. LÄS MER

3. 2. Strength and deformability of fractured rocks

   Författare :Majid Noorian-Bidgoli; Lanru Jing; John A. Hudson; KTH; []
   Nyckelord :Fractured crystalline rocks; Numerical experiments; Discrete element methods DEM ; Discrete fracture network DFN ; Representative elementary volume REV ; Coupled hydro-mechanical processes; Anisotropy; Effective stress; Failure criteria; Stochastic realizations; Land and Water Resources Engineering; Mark- och vattenteknik;

   Sammanfattning : This thesis presents a systematic numerical modeling framework to simulate the stress-deformation and coupled stress-deformation-flow processes by performing uniaxial and biaxial compressive tests on fractured rock models with considering the effects of different loading conditions, different loading directions (anisotropy), and coupled hydro-mechanical processes for evaluating strength and deformability behavior of fractured rocks. By using code UDEC of discrete element method (DEM), a series of numerical experiments were conducted on discrete fracture network models (DFN) at an established representative elementary volume (REV), based on realistic geometrical and mechanical data of fracture systems from field mapping at Sellafield, UK. LÄS MER

4. 3. Image segmentation using snakes and stochastic watershed : with applications to microscopy images of biological tissue

   Författare :Bettina Selig; Sveriges lantbruksuniversitet; Sveriges lantbruksuniversitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; MEDICIN OCH HÄLSOVETENSKAP; MEDICAL AND HEALTH SCIENCES; LANTBRUKSVETENSKAPER; AGRICULTURAL SCIENCES;

   Sammanfattning : The purpose of computerized image analysis is to extract meaningful information from digital images. To be able to find interesting regions or objects in the image, first, the image needs to be segmented. This thesis concentrates on two concepts that are used for image segmentation: the snake and the stochastic watershed. LÄS MER

5. 4. Computational Aspects of Lévy-Driven SPDE Approximations

   Författare :Andreas Petersson; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; multilevel Monte Carlo; numerical approximation of stochastic differential equations; multiplicative noise; Lévy processes; finite element method; variance redons; Monte Carlo; weak convergence; Lévy processes;

   Sammanfattning : In order to simulate solutions to stochastic partial differential equations (SPDE) they must be approximated in space and time. In this thesis such fully discrete approximations are considered, with an emphasis on finite element methods combined with rational semigroup approximations. There are several notions of the error resulting from this. LÄS MER

7. 5. Optimal Decisions in the Equity Index Derivatives Markets Using Option Implied Information

   Författare :Mathias Barkhagen; Jörgen Blomvall; Alan J. King; Linköpings universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Option implied information; Optimal decisions; Equity index derivatives; Stochastic programming; Local volatility surface; Real-world density;

   Sammanfattning : This dissertation is centered around two comprehensive themes: the extraction of information embedded in equity index option prices, and how to use this information in order to be able to make optimal decisions in the equity index option markets. These problems are important for decision makers in the equity index options markets, since they are continuously faced with making decisions under uncertainty given observed market prices. LÄS MER