Sökning: "adaptive method"

Visar resultat 1 - 5 av 446 avhandlingar innehållade orden adaptive method.

1. 1. 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

3. 2. Adaptive Finite Element Methods for Optimal Control Problems

   Författare :Karin Kraft; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; dual weighted residual; adaptive; Newton method; variational inequality; vehicle dynamics.; multilevel algorithm; discontinuous Galerkin method; a posteriori error estimate; finite element method; optimal control; control constraint;

   Sammanfattning : In this thesis we study the numerical solution of optimal control problems. The problems considered consist of a systemof differential equations, the state equations, which are governed bya control variable. The goal is to determine the states and controls which minimize a given cost functional. LÄS MER

4. 3. Adaptive Finite Element Methods for Optimal Control Problems

   Författare :Karin Kraft; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; finite element method; discontinuous Galerkin method; optimal control; a posteriori error estimate; dual weighted residual; adaptive; multilevel algorithm; Newton method; control constraint; variational inequality; vehicle dynamics.;

   Sammanfattning : In this thesis we study the numerical solution of optimal control problems. The problems considered consist of a system of differential equations, the state equations, which are governed by a control variable. The goal is to determine the states and controls which minimize a given cost functional. LÄS MER

5. 4. Optimal and Adaptive Subband Beamforming

   Författare :Nedelko Grbic; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Beamforming; Optimal; Adaptive; Speech Enhancement;

   Sammanfattning : The increased use of personal communication devices, personal computers and wireless cellular telephones enables the development of new inter-personal communication systems. The merge between computers and telephony technologies brings up the demand for convenient hands-free communications. LÄS MER

7. 5. Adaptive Forgetting through Multiple Models and Adaptive Control of Car Dynamics

   Författare :Peter Andersson; Linköpings universitet; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Adaptive forgetting; Multiple models; Adaptive control; Car dynamics;

   Sammanfattning : A new recursive identif ication method, Adaptive Forgetting through Multiple Models - AFMM, is presented and evaluated using computer simulations. AFMM is specif ically suited for identification of systems with jumping or rapidly changing parameters. LÄS MER