Sökning: "finite difference method"

Visar resultat 21 - 25 av 211 avhandlingar innehållade orden finite difference method.

  1. 21. On the pricing of barrier options and related problems

    Författare :Per Hörfelt; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; barrier options; discrete barrier options; rabate options; Brownian motion; heavy traffic approximation; random walk; trinomial method; explicit finite difference method; heat equation; discrete barrier options;

    Sammanfattning : .... LÄS MER

  3. 22. On Numerical Methods for the Diffusion Equation Subject to Non-Local Boundary Conditions

    Författare :Gunnar Ekolin; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; forward Euler method; backward Euler method; the Crank-Nicolson method; heat equation; Galerkin finite element methods; backward Euler method;

    Sammanfattning : In the first paper three different finite difference methods for solving the heat equation in one space dimension with boundary conditions containing integrals over the interior of the interval are considered. The schemes are based on the forward Euler, the backward Euler and the Crank-Nicolson methods. Error estimates are derived in maximum norm. LÄS MER

  4. 23. Thermal stresses in load-bearing glass-timber components

    Författare :Karin Lundstedt; Erik Serrano; Ola Dahlblom; Linnéuniversitetet; []
    Nyckelord :LANTBRUKSVETENSKAPER; AGRICULTURAL SCIENCES; Thermal stresses; thermal failure; glass and wood construction; incident solar radiation; shading; cracks; temperature difference; finite element method.; Technology byts ev till Engineering ; Teknik;

    Sammanfattning : Thermal stresses can arise in glass used in architectonic realisations in buildings as a result of solar irradiation:  that is, sunlight.  The magnitude of these thermal stresses depends on the temperature conditions in the glass in terms of the temperature differences between warm and cold areas. LÄS MER

  5. 24. Broadband Electromagnetic Scattering and Shielding Analysis using the Finite-Difference Time-Domain Method

    Författare :Torleif Martin; Anders Bondeson; Linköpings universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

    Sammanfattning : This thesis deals with numerical simulations of Maxwell's equations using the Finite-Difference Time-Domain (FDTD) method. The method is widely used in scattering, antenna and electromagnetic compatibility (EMC) applications. LÄS MER

  7. 25. Higher order finite difference methods for wave propagation problems

    Författare :Eva Mossberg; Bertil Gustafsson; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Numerical Analysis; Numerisk analys;

    Sammanfattning : Wave propagation is described by the wave equation, or in the time-periodic case, by the Helmholtz equation. For problems with small wavelengths, high order discretizations must be used to resolve the solution. Two different techniques for finding compact finite difference schemes of high order are studied and compared. LÄS MER