Search for dissertations about: "Asymptotic Expansion"

Showing result 1 - 5 of 39 swedish dissertations containing the words Asymptotic Expansion.

  2. 1. Analysis of adhesively bonded joints : an asymptotic approach

    Author : Peter Schmidt; Anders Klarbring; Anders Boström; Linköpings universitet; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Adhesive Joints; Asymptotic Expansion; Engineering mechanics; Teknisk mekanik;

    Abstract : Simulations using the Finite Element Method (FEM) play an increasingly important role in the design process of joints and fasteners in the aerospace industry. In order to utilize the potential of using adhesive bonding, there is an increasing need for effective and accurate computational methods. READ MORE

  4. 2. Asymptotic Expansions for Perturbed Discrete Time Renewal Equations

    Author : Mikael Petersson; Dmitrii Silvestrov; Ola Hössjer; Henrik Hult; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Renewal equation; Perturbation; Asymptotic expansion; Regenerative process; Quasi-stationary distribution; Risk process; Ruin probability;

    Abstract : In this thesis we study the asymptotic behaviour of the solution of a discrete time renewal equation depending on a small perturbation parameter. In particular, we construct asymptotic expansions for the solution of the renewal equation and related quantities. READ MORE

  5. 3. Asymptotic Methods for Pricing European Option in a Market Model With Two Stochastic Volatilities

    Author : Betuel Canhanga; Sergei Sivestrov; Anatoliy Malyarenko; Ying Ni; Milica Rancic; Raimondo Manca; Mälardalens högskola; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Asymptotic Expansion; European Options; Stochastic Volatilities; Mathematics Applied Mathematics; matematik tillämpad matematik;

    Abstract : Modern financial engineering is a part of applied mathematics that studies market models. Each model is characterized by several parameters. Some of them are familiar to a wide audience, for example, the price of a risky security, or the risk free interest rate. Other parameters are less known, for example, the volatility of the security. READ MORE

  6. 4. Asymptotic Expansions of Crossing Rates of Stationary Random Processes

    Author : Oskar Hagberg; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; actuarial mathematics; Statistik; operationsanalys; aktuariematematik; programming; operations research; Matematik; Statistics; sea elevation; Mathematics; asymptotic expansions; wave crest hight distribution; Saddle point approximations; Crossing rate; programmering;

    Abstract : The crossing rate of a stationary random process is a valuble tool when studying crest hight distributions and maxima of sea level elevation. This thesis considers two approximation techinques for cases when the crossing rate cannot be exactly computed. READ MORE

  7. 5. Perturbed discrete time stochastic models

    Author : Mikael Petersson; Dmitrii Silvestrov; Ola Hössjer; Nikolaos Limnios; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Renewal equation; Perturbation; Asymptotic expansion; Regenerative process; Risk process; Semi-Markov process; Markov chain; Quasi-stationary distribution; Ruin probability; First hitting time; Solidarity property; Mathematical Statistics; matematisk statistik;

    Abstract : In this thesis, nonlinearly perturbed stochastic models in discrete time are considered. We give algorithms for construction of asymptotic expansions with respect to the perturbation parameter for various quantities of interest. READ MORE