Sökning: "finite difference FD"

Visar resultat 1 - 5 av 6 avhandlingar innehållade orden finite difference FD.

1. 1. Radial Basis Function generated Finite Difference Methods for Pricing of Financial Derivatives

   Författare :Slobodan Milovanović; Lina von Sydow; Bertram Düring; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Radial basis function; Finite difference; Computational finance; Pricing of financial derivatives; Option pricing; Partial differential equation; Beräkningsvetenskap med inriktning mot numerisk analys; Scientific Computing with specialization in Numerical Analysis;

   Sammanfattning : The purpose of this thesis is to present state of the art in radial basis function generated finite difference (RBF-FD) methods for pricing of financial derivatives. This work provides a detailed overview of RBF-FD properties and challenges that arise when the RBF-FD methods are used in financial applications. LÄS MER

3. 2. Computation of Thermal Development in Injection Mould Filling, based on the Distance Model

   Författare :Per-Åke Andersson; Linköpings universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; thermoplastic materials; finite element FEM ; finite difference FD ; Newton-Mysovskii theorem; Moldflow Mfl ; Cadmould Cmd ; MATHEMATICS; MATEMATIK;

   Sammanfattning : The heat transfer in the filling phase of injection moulding is studied, based on Gunnar Aronsson’s distance model for flow expansion ([Aronsson], 1996).The choice of a thermoplastic materials model is motivated by general physical properties, admitting temperature and pressure dependence. LÄS MER

4. 3. Model Reduction and Parameter Estimation for Diffusion Systems

   Författare :Bharath Bhikkaji; Torsten Söderström; Claes Breitholtz; Uppsala universitet; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Diffusion system; Partial differential equations PDEs ; Model reduction; PDE solvers; Finite difference approximation; Chebyshev polynomials; System identification; Parameter estimation; Recursive estimation; Frequency domain estimation; Signal processing; Signalbehandling;

   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. 4. Oversampled radial basis function methods for solving partial differential equations

   Författare :Igor Tominec; Elisabeth Larsson; Bengt Fornberg; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; radial basis function; PDE; oversampling; stability; RBF-FD; RBF-PUM; unfitted;

   Sammanfattning : Partial differential equations (PDEs) describe complex real-world phenomena such as weather dynamics,  object deformations, financial trading prices, and fluid-structure interaction.  The solutions of PDEs are commonly used to enhance the understanding of these phenomena and also as leverage to make technological improvements to consumer products. LÄS MER

7. 5. A high-order accurate, collocated boundary element method for wave propagation in layered media

   Författare :Elena Sundkvist; Kurt Otto; Elisabeth Larsson; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Numerical Analysis; Numerisk analys;

   Sammanfattning : The ultimate goal of this research is to construct a hybrid model for sound propagation in layered underwater environments with curved boundaries by employing a differential formulation for inhomogeneous layers and a boundary integral formulation for homogeneous layers. The discretization of the new hybrid model is a combination of a finite difference method for the Helmholtz equation for inhomogeneous media and a collocated boundary element method (BEM) for the integral equation for homogeneous media, while taking special care of the open boundaries and the common interface. LÄS MER