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Visar resultat 1 - 5 av 149 avhandlingar som matchar ovanstående sökkriterier.
1. 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
2. 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
3. Finite Difference Methods for Wave Dominated Problems
Sammanfattning : Wave models are an important class of models that describe many diverse phenomena such as sound waves, fluid flow, and quantum mechanics. These models are often described mathematically as partial differential equations (PDE). Often these equations do not admit solutions on closed-form and then the only option to study them is numerical methods. LÄS MER
4. Hybrid Methods for Unsteady Fluid Flow Problems in Complex Geometries
Sammanfattning : In this thesis, stable and efficient hybrid methods which combine high order finite difference methods and unstructured finite volume methods for time-dependent initial boundary value problems have been developed. The hybrid methods make it possible to combine the efficiency of the finite difference method and the flexibility of the finite volume method. LÄS MER
5. High Order Finite Difference Methods in Space and Time
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