Sökning: "numerical integration"

Visar resultat 1 - 5 av 196 avhandlingar innehållade orden numerical integration.

1. 1. Contributions to Numerical Solution of Stochastic Differential Equations

   Författare :Anders Muszta; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; adaptive method; change of time; CIR model; CKLS model; convergence order; Euler method; heavy-tailed SDE; hyperbolic SDE; geometric integration; global Lipschitz condition; Levy process; Lie group method; local Lipschitz condition; local martingales; mean reversion; Milstein method; numerical method; semimartingale; stochastic differential equation; stochastic Taylor expansion; strong approximation; symplectic integration; volatility induced stationarity; waveform relaxation; volatility induced stationarity;

   Sammanfattning : This thesis consists of four papers: Paper I is an overview of recent techniques in strong numerical solutions of stochastic differential equations, driven by Wiener processes, that have appeared the last then 10 years, or so. Paper II studies theoretical and numerical aspects of stochastic differential equations with so called volatility induced stationarity. LÄS MER

3. 2. Adaptive Geometric Numerical Integration of Mechanical Systems

   Författare :Klas Modin; Matematik LTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; multibody dynamics; Geometric numerical integration; rolling bearing simulation; adaptive time-stepping; variable time-step;

   Sammanfattning : This thesis is about structure preserving numerical integration of initial value problems, i.e., so called geometric numerical integrators. LÄS MER

4. 3. Numerical and computer techniques in finite element analysis

   Författare :Hans Wennerström; Chalmers tekniska högskola; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Finite element; Poisson s equation; Navier s equations; metal stretching; Navier-Stokes equations; numerical integration; computer program;

   Sammanfattning : .... LÄS MER

5. 4. 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

7. 5. Adaptive structural design - Integration of computational tools for CAD, adaptive FEM and optimization

   Författare :Per Kettil; Chalmers tekniska högskola; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Adaptive; structural mechanics; optimization; integration; FEM; CAD; design;

   Sammanfattning : BackgroundConstruction is one of the largest industries with major impact on economy, environment and society. Improved structural design is important since the decisions made during the design process strongly influence all later stages, i.e. LÄS MER