Sökning: "strong approximation"

Visar resultat 1 - 5 av 110 avhandlingar innehållade orden strong approximation.

1. 1. On weak and strong convergence of numerical approximations of stochastic partial differential equations

   Författare :Fredrik Lindgren; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Additive noise; Cahn-Hilliard-Cook equation; Error estimate; Finite element; Hyperbolic equation; Parabolic equation; Rational approximation; Stochastic partial differential equation; Strong convergence; Truncation; Wiener process; Weak convergence; Weak convergence;

   Sammanfattning : This thesis is concerned with numerical approximation of linear stochastic partial differential equations driven by additive noise. In the first part, we develop a framework for the analysis of weak convergence and within this framework we analyze the stochastic heat equation, the stochastic wave equation, and the linearized stochastic Cahn-Hilliard, or the linearized Cahn-Hilliard-Cook equation. LÄS MER

3. 2. Privacy Mechanism Design Through the Lens of Information Theory : With Applications to Compression, Caching, and Semantic Communication

   Författare :Amirreza Zamani; Mikael Skoglund; Tobias J. Oechtering; Parastoo Sadeghi; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Privacy mechanism design; Leakage matrix; Strong privacy criterion; KL-divergence; Local approximation; Euclidean information geometry; Privacy-utility trade-off; χ2-privacy criterion; l1-privacy criterion; Common information; Functional representation lemma; Two-part construction coding; Design av sekretessmekanism; Läckagematris; Stark sekretesskriterium; KL-divergens; Lokal approximation; Euklidisk informationsgeometri; Sekretess-nyttoavvägning; χ2-sekretesskriterium; l1-sekretesskriterium; Gemensam information; Lemma för funktionell representation; Kodning med tvådelad konstruktion.; Electrical Engineering; Elektro- och systemteknik;

   Sammanfattning : Privacy mechanism design is an important research area and is receiving increased attention in recent years. This field focuses on addressing the challenge of revealing general data that might have correlations with sensitive information, all while protecting this sensitive information against unauthorized access. LÄS MER

4. 3. Finite element approximation of the linear stochastic Cahn-Hilliard equation

   Författare :Ali Mesforush; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Cahn-Hilliard-Cook equation; finite element method; backward Euler method; error estimate; strong convergence; backward Euler method;

   Sammanfattning : The linearized Cahn-Hilliard-Cook equation is discretized in the spatial variables by a standard finite element method. Strong convergence estimates are proved under suitable assumptions on the covariance operator of the Wiener process, which is driving the equation. The backward Euler time stepping is also studied. LÄS MER

5. 4. 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

7. 5. Unifying first-principles and model approaches for strongly correlated materials : Interplay between long- and short-range correlations

   Författare :Fredrik Nilsson; Matematisk fysik; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; first-principle methods; strongly correlated materials; GW approximation; cRPA; random-phase approximation; dynamical mean-field theory; GW DMFT; downfolding;

   Sammanfattning : In materials with open 3$d$ and 4$f$ shells the valence electrons are relatively localized around the atoms which leads to large electron-electron correlations. These, so called strongly correlated materials, exhibit many intriguing properties such as high $T_c$ superconductivity, colossal magneto-resistance and heavy fermion behaviour. LÄS MER