Sökning: "finite difference method"

Visar resultat 6 - 10 av 211 avhandlingar innehållade orden finite difference method.

  1. 6. Summation-by-Parts Finite Difference Methods for Wave Propagation and Earthquake Modeling

    Författare :Vidar Stiernström; Ken Mattsson; Mark H. Carpenter; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Finite difference method; high-order accuracy; stability; summation-by-parts; wave propagation; earthquake modeling; inverse problems; Beräkningsvetenskap med inriktning mot numerisk analys; Scientific Computing with specialization in Numerical Analysis;

    Sammanfattning : Waves manifest in many areas of physics, ranging from large-scale seismic waves in geophysics down to particle descriptions in quantum physics. Wave propagation may often be described mathematically by partial differential equations (PDE). Unfortunately, analytical solutions to PDEs are in many cases notoriously difficult to obtain. LÄS MER

  3. 7. 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

  4. 8. High Order Finite Difference Methods in Space and Time

    Författare :Wendy Kress; Bertil Gustafsson; Gerald Warnecke; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; finite difference methods; Navier-Stokes equations; high order time discretization; deferred correction; stability; Numerical Analysis; Numerisk analys;

    Sammanfattning : In this thesis, high order accurate discretization schemes for partial differential equations are investigated. In the first paper, the linearized two-dimensional Navier-Stokes equations are considered. LÄS MER

  5. 9. The ORC method

    Författare :Jan Akander; KTH; []
    Nyckelord :;

    Sammanfattning : The ORC Method (Optimised RC-networks) provides a means ofmodelling one- or multidimensional heat transfer in buildingcomponents, in this context within building simulationenvironments. The methodology is shown, primarily applied toheat transfer in multilayer building components. LÄS MER

  7. 10. Stable and High-Order Finite Difference Methods for Multiphysics Flow Problems

    Författare :Jens Berg; Jan Nordström; Per Lötstedt; David Zingg; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Summation-by-parts; Simultaneous Approximation Term; Stability; High-order accuracy; Finite difference methods; Dual consistency; Beräkningsvetenskap med inriktning mot numerisk analys; Scientific Computing with specialization in Numerical Analysis;

    Sammanfattning : Partial differential equations (PDEs) are used to model various phenomena in nature and society, ranging from the motion of fluids and electromagnetic waves to the stock market and traffic jams. There are many methods for numerically approximating solutions to PDEs. LÄS MER