Sökning: "multilevel Monte Carlo"
Visar resultat 1 - 5 av 14 avhandlingar innehållade orden multilevel Monte Carlo.
1. Computational Aspects of Lévy-Driven SPDE Approximations
Sammanfattning : In order to simulate solutions to stochastic partial differential equations (SPDE) they must be approximated in space and time. In this thesis such fully discrete approximations are considered, with an emphasis on finite element methods combined with rational semigroup approximations. There are several notions of the error resulting from this. LÄS MER
2. Approximating Stochastic Partial Differential Equations with Finite Elements: Computation and Analysis
Sammanfattning : Stochastic partial differential equations (SPDE) must be approximated in space and time to allow for the simulation of their solutions. In this thesis fully discrete approximations of such equations are considered, with an emphasis on finite element methods combined with rational semigroup approximations. LÄS MER
3. Coarse Graining Monte Carlo Methods for Wireless Channels and Stochastic Differential Equations
Sammanfattning : This thesis consists of two papers considering different aspects of stochastic process modelling and the minimisation of computational cost. In the first paper, we analyse statistical signal properties and develop a Gaussian pro- cess model for scenarios with a moving receiver in a scattering environment, as in Clarke’s model, with the generalisation that noise is introduced through scatterers randomly flip- ping on and off as a function of time. LÄS MER
4. Issues of Complex Hierarchical Data and Multilevel Analysis : Applications in Empirical Economics
Sammanfattning : This thesis consists of four individual essays and an introduction chapter. The essays are in the field of multilevel analysis of economic data. The first essay estimates capitalisation effects of farm attributes, with a particular focus on single farm payments (SFP), into the price of farms. LÄS MER
5. Multiscale Methods and Uncertainty Quantification
Sammanfattning : In this thesis we consider two great challenges in computer simulations of partial differential equations: multiscale data, varying over multiple scales in space and time, and data uncertainty, due to lack of or inexact measurements.We develop a multiscale method based on a coarse scale correction, using localized fine scale computations. LÄS MER