Sökning: "finite difference"
Visar resultat 1 - 5 av 309 avhandlingar innehållade orden finite difference.
1. Scattering of seismic waves in random velocity models : Finite difference simulation
Sammanfattning : The small-scale heterogeneities within the Earth's crust and the effect these heterogeneities have on seismic waves have gained increasing interest in the last 15 years. One approach to study seismic wave scattering is through numerical simulations in random media. LÄS MER
2. 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
3. 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
4. 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
5. 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