Sökning: "finite difference method"
Visar resultat 1 - 5 av 210 avhandlingar innehållade orden finite difference method.
1. High Order Symmetric Finite Difference Schemes for the Acoustic Wave Equation
Sammanfattning : When someone speaks, or when a piano is played, sound waves are spread through the room. Physically the propagation of sound is governed by the acoustic wave equation. This thesis deals with the problem of finding solutions to this equation by numerical methods. LÄS MER
2. Finite Difference and Discontinuous Galerkin Methods for Wave Equations
Sammanfattning : Wave propagation problems can be modeled by partial differential equations. In this thesis, we study wave propagation in fluids and in solids, modeled by the acoustic wave equation and the elastic wave equation, respectively. LÄS MER
3. A hybrid finite element method for electromagnetics with applications in time-domain
Sammanfattning : In this thesis, a new hybrid method that combines the Finite Element Method (FEM) with the Finite-Difference in Time-Domain (FDTD) method is presented. Tetrahedrons in the unstructured FEM region are connected directly to thehexahedrons in the structured FDTD region. LÄS MER
4. Stable High-Order Finite Difference Methods for Aerodynamics
Sammanfattning : In this thesis, the numerical solution of time-dependent partial differential equations (PDE) is studied. In particular high-order finite difference methods on Summation-by-parts (SBP) form are analysed and applied to model problems as well as the PDEs governing aerodynamics. LÄS MER
5. Accurate Finite Difference Methods for Option Pricing
Sammanfattning : Stock options are priced numerically using space- and time-adaptive finite difference methods. European options on one and several underlying assets are considered. These are priced with adaptive numerical algorithms including a second order method and a more accurate method. LÄS MER