Sökning: "optimal matematik"
Visar resultat 6 - 10 av 328 avhandlingar innehållade orden optimal matematik.
6. Some modes of convergence and their application to homogenization and optimal composites design
Sammanfattning : In this thesis, we develop, extend, apply, and discuss a number of methods for the study of limits of sequences of functions and operators. The connection between the notion of two-scale convergence and more general concepts of convergence is investigated and some alternative classes of admissible test functions are characterized. LÄS MER
7. Regularity results in free boundary problems
Sammanfattning : This thesis consists of three scientific papers, devoted to the regu-larity theory of free boundary problems. We use iteration arguments to derive the optimal regularity in the optimal switching problem, and to analyse the regularity of the free boundary in the biharmonic obstacle problem and in the double obstacle problem. LÄS MER
8. Approximation and Calibration of Stochastic Processes in Finance
Sammanfattning : This thesis is a study of approximation and calibration of stochastic processes with applications in finance. It consists of an introduction and four research papers. The introduction is as an overview of the role of mathematics incertain areas of finance. LÄS MER
9. Approximation of Optimally Controlled Ordinary and Partial Differential Equations
Sammanfattning : In this thesis, which consists of four papers, approximation of optimal control problems is studied. In Paper I the Symplectic Pontryagin method for approximation of optimally controlled ordinary differential equations is presented. LÄS MER
10. PDE methods for free boundary problems in financial mathematics
Sammanfattning : We consider different aspects of free boundary problems that have financial applications. Papers I–III deal with American option pricing, in which case the boundary is called the early exercise boundary and separates the region where to hold the option from the region where to exercise it. LÄS MER
