Sökning: "finite difference methods"
Visar resultat 11 - 15 av 149 avhandlingar innehållade orden finite difference methods.
11. Radial Basis Function generated Finite Difference Methods for Pricing of Financial Derivatives
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
12. High Order Finite Difference Methods with Artificial Boundary Treatment in Quantum Dynamics
Sammanfattning : The investigation of the dynamics of chemical reactions, both from the theoretical and experimental side, has drawn an increasing interest since Ahmed H. Zewail was awarded the 1999 Nobel Prize in Chemistry for his work on femtochemistry. LÄS MER
13. Finite Difference Methods for Time-Dependent Wave Propagation Problems
Sammanfattning : Wave propagation models are essential in many fields of physics, such as acoustics, electromagnetics, and quantum mechanics. Mathematically, waves can be described by partial differential equations (PDEs). In most cases, exact solutions to wave-dominated PDEs are nearly impossible to derive. LÄS MER
14. Summation-by-Parts Operators for High Order Finite Difference Methods
Sammanfattning : High order accurate finite difference methods for hyperbolic and parabolic initial boundary value problems (IBVPs) are considered. Particular focus is on time dependent wave propagating problems in complex domains. Typical applications are acoustic and electromagnetic wave propagation and fluid dynamics. LÄS MER
15. Summation-by-Parts Finite Difference Methods for Wave Propagation and Earthquake Modeling
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