Sökning: "numerical approximation and analysis"

Visar resultat 1 - 5 av 150 avhandlingar innehållade orden numerical approximation and analysis.

1. 1. Error analysis of summation-by-parts formulations : Dispersion, transmission and accuracy

   Författare :Viktor Linders; Jan Nordström; Marco Kupiainen; Mark Carpenter; Linköpings universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

   Sammanfattning : In this thesis we consider errors arising from finite difference operators on summation-by-parts (SBP) form, used in the discretisation of partial differential equations. The SBP operators are augmented with simultaneous-approximation-terms (SATs) to weakly impose boundary conditions. LÄS MER

3. 2. Numerical analysis for random processes and fields and related design problems

   Författare :Konrad Abramowicz; Oleg Seleznjev; Krzysztof Podgórski; Umeå universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; stochastic processes; random fields; approximation; numerical integration; Hermite splines; piecewise linear interpolator; local stationarity; point singularity; stratified Monte Carlo quadrature; Asian option; Monte Carlo pricing method; Lévy market models; Mathematical statistics; Matematisk statistik; Mathematical Statistics; matematisk statistik;

   Sammanfattning : In this thesis, we study numerical analysis for random processes and fields. We investigate the behavior of the approximation accuracy for specific linear methods based on a finite number of observations. Furthermore, we propose techniques for optimizing performance of the methods for particular classes of random functions. LÄS MER

4. 3. Approximating Stochastic Partial Differential Equations with Finite Elements: Computation and Analysis

   Författare :Andreas Petersson; Chalmers tekniska högskola; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Lévy process; Lyapunov equation; white noise; finite element method; multilevel Monte Carlo; Monte Carlo; multiplicative noise; asymptotic mean square stability; stochastic heat equation; covariance operator; weak convergence; generalized Wiener process; numerical approximation; stochastic wave equation; Stochastic partial differential equations;

   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

5. 4. Models for capturing the penetration of a diffusant concentration into rubber : Numerical analysis and simulation

   Författare :Surendra Nepal; Adrian Muntean; Nadja Ray; Karlstads universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; transport of diffusants; moving-boundary problem; finite element method; a priori and a posteriori error estimates; random walk method; two-scale coupled system; Matematik; Mathematics;

   Sammanfattning : Understanding the transport of diffusants into rubber plays an important role in forecasting the material's durability. In this regard, we study different models, conduct numerical analysis, and present simulation results that predict the evolution of the penetration front of diffusants. LÄS MER

7. 5. Numerical Approximation of Solutions to Stochastic Partial Differential Equations and Their Moments

   Författare :Kristin Kirchner; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Petrov– Galerkin discretizations; Strong and weak convergence; Fractional operators; Finite element methods; Space-time variational problems; Tensor product spaces; Stochastic partial differential equations; White noise; Petrov– Galerkin discretizations;

   Sammanfattning : The first part of this thesis focusses on the numerical approximation of the first two moments of solutions to parabolic stochastic partial differential equations (SPDEs) with additive or multiplicative noise. More precisely, in Paper I an earlier result (A. Lang, S. Larsson, and Ch. LÄS MER