Sökning: "mathematical model"

Visar resultat 21 - 25 av 1153 avhandlingar innehållade orden mathematical model.

1. 21. On the pricing equations of some path-dependent options

   Författare :Jonatan Eriksson; Johan Tysk; Maciej Klimek; Tomas Björk; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematical analysis; Parabolic partial differential equations; variational inequalities; American options; barrier options; monotonicity in the volatility; turbo warrants; pricing formulas; Matematisk analys; Mathematical analysis; Analys;

   Sammanfattning : This thesis consists of four papers and a summary. The common topic of the included papers are the pricing equations of path-dependent options. LÄS MER

3. 22. Automation of Computational Mathematical Modeling

   Författare :Anders Logg; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; computational mathematical modeling; automation; adaptivity; multi-adaptivity; individual time steps; dual problem; a priori; a posteriori; model reduction; individual time steps;

   Sammanfattning : This thesis concerns the Automation of Computational Mathematical Modeling (CMM), involving the key steps of automation of (i) discretization, (ii) discrete solution, (iii) error control, (iv) modeling, and (v) optimization. The automation of (i)--(ii) is realized through multi-adaptive Galerkin methods on general discretizations of space-time with time steps variable in space. LÄS MER

4. 23. Lean, Green, and Agile Design and Control of Pallet Systems

   Författare :Maziar Mashaei; Chalmers tekniska högskola; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Lean structure model.; Universal model; Handling and locating pallet system; Optimization model; Energy model;

   Sammanfattning : Pallet based automated material handling systems are main devices to transport and locate various part types in flexible production plants.To fulfill production objectives and win in the competitive environment of mass customization, proper deign and control of handling and locating pallet systems have been highly concerned. LÄS MER

5. 24. Some mathematical, numerical and engineering aspects of composite structures and perforated solids

   Författare :Guy Beeri; Gregory Chechkin; Luleå tekniska universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematics; Matematik;

   Sammanfattning : In this doctoral thesis in engineering mathematics we present some new modeling, numerical and engineering aspects and results concerning composite structures and perforated solids.The thesis consists of five papers, which are divided into three parts. LÄS MER

7. 25. On the use of traffic flows for improved transportation systems : Mathematical modeling and applications

   Författare :Henrik Fredriksson; Mattias Dahl; Johan Holmgren; Benny Lövström; Joakim Ekström; Blekinge Tekniska Högskola; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Mathematical modeling; Transportation systems; Link flows; Mathematics and applications; Matematik med tillämpningar;

   Sammanfattning : This thesis concerns the mathematical modeling of transportation systems for improved decision support and analysis of transportation-related problems. The main purpose of this thesis is to develop and evaluate models and methods that exploit link flows. LÄS MER