Sökning: "diffusion approximation"
Visar resultat 1 - 5 av 71 avhandlingar innehållade orden diffusion approximation.
1. Analytical Approximation of Contingent Claims
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
2. Heterogeneous Materials - Diffusion, Laplace spectrum and NMR
Sammanfattning : Relations to the effective diffusion constant and the relaxation rate of the time-dependent diffusion coefficient for porous systems are derived from the Laplace operator spectrum. The Padé approximation is then explained in terms of the Laplace operator spectrum. LÄS MER
3. Heterogeneous Materials - Diffusion, Laplace Spectrum, and Nuclear Magnetic Resonance
Sammanfattning : In this thesis diffusion in heterogeneous materials is studied using spectral analysisof the Laplace operator. Relations to the effective diffusion constant and therelaxation rate of the time-dependent diffusion coefficient for porous systems arederived from the Laplace operator’s spectrum. LÄS MER
4. Model Reduction and Parameter Estimation for Diffusion Systems
Sammanfattning : Diffusion is a phenomenon in which particles move from regions of higher density to regions of lower density. Many physical systems, in fields as diverse as plant biology and finance, are known to involve diffusion phenomena. Typically, diffusion systems are modeled by partial differential equations (PDEs), which include certain parameters. LÄS MER
5. Numerical Approximation of Reaction and Diffusion Systems in Complex Cell Geometry
Sammanfattning : The mathematical modelling of the reaction and diffusion mechanism of lipophilic toxic compounds in the mammalian cell is a challenging task because of its considerable complexity and variation in the architecture of the cell. The heterogeneity of the cell regarding the enzyme distribution participating in the bio-transformation, makes the modelling even more difficult. LÄS MER
