Sökning: "Taylor expansion"

Visar resultat 1 - 5 av 13 avhandlingar innehållade orden Taylor expansion.

  1. 1. Microstructural, Residual Stress, and Thermal Shock Studies of Plasma Sprayed ZrO2-Based Thermal Barrier Coatings

    Författare :Per Bengtsson; R. Taylor; Linköpings universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

    Sammanfattning : Thermal barrier coatings (TBCs), with a thickness of 0.4 mm, are today extensively used on the hot parts of both stationary and flying jet engines. The purpose of the TBC is to protect the underlying material from high temperatures and severe thennal shock. LÄS MER

  3. 2. Structural Models of Network Contacts Between Actors Governed by Activity and Attraction

    Författare :Zhi Geng; Statistiska institutionen; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Directed graph; Ego-nets; EM algorithm; Gibbs sampling; Multinomial distribution; Hypergeometric distribution; Vertex covariates; Clustering coefficient; Taylor expansion;

    Sammanfattning : This thesis consists of five papers on the subject of statistical modeling of stochastic networks. The NG-model proposed in Paper I combines a block structure with parameters that capture the identities of vertices and thus the new approach stresses the concept of ego-nets, which describes the structure around identified vertices. LÄS MER

  4. 3. Contributions to Numerical Solution of Stochastic Differential Equations

    Författare :Anders Muszta; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; adaptive method; change of time; CIR model; CKLS model; convergence order; Euler method; heavy-tailed SDE; hyperbolic SDE; geometric integration; global Lipschitz condition; Levy process; Lie group method; local Lipschitz condition; local martingales; mean reversion; Milstein method; numerical method; semimartingale; stochastic differential equation; stochastic Taylor expansion; strong approximation; symplectic integration; volatility induced stationarity; waveform relaxation; volatility induced stationarity;

    Sammanfattning : This thesis consists of four papers: Paper I is an overview of recent techniques in strong numerical solutions of stochastic differential equations, driven by Wiener processes, that have appeared the last then 10 years, or so. Paper II studies theoretical and numerical aspects of stochastic differential equations with so called volatility induced stationarity. LÄS MER

  5. 4. Numerical methods for parameterized linear systems

    Författare :Siobhán Correnty; Elias Jarlebring; Johan Karlsson; Kirk M. Soodhalter; Andrew J. Wathen; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Parameterized linear systems; Krylov subspace methods; preconditioning; tensor decompositions; shifted linear systems; parameterized partial differential equations; time-delay systems; transfer functions; parameter estimation problems; Parameteriserade linjära system; Krylov-metoder; förkonditionering; tensordekomposition; skiftade linjära system; parametriserade partiella differentialekvationer; tidsfördröjningssystem; överföringsfunktioner; parameteruppskattningsproblem; Numerical Analysis; Numerisk analys;

    Sammanfattning : Solving linear systems of equations is a fundamental problem in engineering. Moreover, applications involving the solution to linear systems arise in the social sciences, business, and economics. Specifically, the research conducted in this dissertation explores solutions to linear systems where the system matrix depends nonlinearly on a parameter. LÄS MER

  7. 5. Analytical Approximation of Contingent Claims

    Författare :Karl Larsson; Claus Munk; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Option pricing; approximation; stochastic volatility; implied volatility; perturbation; Malliavin calculus; commodities; swaption; swap; HJM model;

    Sammanfattning : This PhD thesis consists of three separate papers. The common theme is methods to calculate analytical approximations for prices of different contingent claims under various model assumptions. The first two papers deals with approximations of standard European options in stochastic volatility models. LÄS MER