Sökning: "weak approximation"

Visar resultat 11 - 15 av 72 avhandlingar innehållade orden weak approximation.

  1. 11. Model Checking of Software Systems under Weak Memory Models

    Författare :Tuan-Phong Ngo; Mohamed Faouzi Atig; Parosh Aziz Abdulla; Philipp Rümmer; Viktor Vafeiadis; Uppsala universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Model checking; Concurrent program; Weak memory model; Computer Science; Datavetenskap;

    Sammanfattning : When a program is compiled and run on a modern architecture, different optimizations may be applied to gain in efficiency. In particular, the access operations (e.g., read and write) to the shared memory may be performed in an out-of-order manner, i. LÄS MER

  3. 12. 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

  4. 13. Computational Aspects of Lévy-Driven SPDE Approximations

    Författare :Andreas Petersson; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; multilevel Monte Carlo; numerical approximation of stochastic differential equations; multiplicative noise; Lévy processes; finite element method; variance redons; Monte Carlo; weak convergence; Lévy processes;

    Sammanfattning : In order to simulate solutions to stochastic partial differential equations (SPDE) they must be approximated in space and time. In this thesis such fully discrete approximations are considered, with an emphasis on finite element methods combined with rational semigroup approximations. There are several notions of the error resulting from this. LÄS MER

  5. 14. High order summation-by-parts methods in time and space

    Författare :Tomas Lundquist; Jan Nordström; Peter Eliasson; David A. Kopriva; Linköpings universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; summation-by-parts; time integration; stiff problems; weak initial conditions; high order methods; simultaneous-approximation-term; finite difference; discontinuous Galerkin; spectral methods; conservation; energy stability; complex geometries; non-conforming grid interfaces; interpolation;

    Sammanfattning : This thesis develops the methodology for solving initial boundary value problems with the use of summation-by-parts discretizations. The combination of high orders of accuracy and a systematic approach to construct provably stable boundary and interface procedures makes this methodology especially suitable for scientific computations with high demands on efficiency and robustness. LÄS MER

  7. 15. Approximation and Calibration of Stochastic Processes in Finance

    Författare :Jonas Kiessling; Anders Szepessy; Jonathan Goodman; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; MATHEMATICS; MATEMATIK;

    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