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Visar resultat 1 - 5 av 50 avhandlingar innehållade ordet sjö.
1. Analysis of Computational Algorithms for Linear Multistep Methods
Sammanfattning : Linear multistep methods (LMMs) constitute a class of time-stepping methods for the solution of initial value ODEs; the most well-known methods of this class are the Adams methods (AMs) and the backward differentiation formulae (BDFs). For the fixed stepsize LMMs there exists an extensive error and stability analysis; in practical computations, however, one always uses a variable stepsize. LÄS MER
2. Crossings and maxima in Gaussian fields and seas
Sammanfattning : In this thesis the focus is on crossing points in random fields and the probability distributions of various crossing variables in different applications. The crossing points are generalisations to random fields of points of level crossings by stochastic processes. LÄS MER
3. Multi-Meson Dynamics in Chiral Perturbation Theory
Sammanfattning : This thesis concerns scattering of light mesons in the case where the number of external particles exceeds four (that is, three or more particles in the initial or final state), calculated using chiral perturbation theory.This is both of theoretical interest in the study of scattering amplitudes, and relevant for systems of three or more pions simulated using lattice quantum chromodynamics. LÄS MER
4. Protein kinase C-dependent regulation of the epithelial barrier
Sammanfattning : The intestinal epithelium is essential for the absorption of nutrients and for the defence against harmful substances in the gut. The permeability and barrier functions of epithelia are mainly controlled by the intercellular tight junctions. LÄS MER
5. Nonlinear and Nonparametric Dynamical Methods in Economics and Finance
Sammanfattning : The objectives of the thesis - which comprises six parts – can be summarized in i) implementing linear and nonlinear/nonparametric approaches toward detecting, measuring and analyzing the nature and directionality of causal relationships in financial markets, ii) elaborating on modern topics in financial investment analysis, iii) probing into the role of commodity futures in constructing optimal portfolios as well as iv) investigating growth dynamics via aggregated and disaggregated indices.The first paper named “Analyzing causal interactions between sectoral equity returns and commodity futures returns in the aftermath of the global financial crisis: The case of the US and EU equity returns”, aims to explore and compare the dependence and co-movement structure between commodity and various asset classes’ returns including the USA and EU stock markets via the use of linear and non-linear causality testing in a comparative context with the additional adjustment for cointegration and conditional heteroscedasticity. LÄS MER
