Search for dissertations about: "Taylor expansion"
Showing result 1 - 5 of 13 swedish dissertations containing the words Taylor expansion.
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1. Microstructural, Residual Stress, and Thermal Shock Studies of Plasma Sprayed ZrO2-Based Thermal Barrier Coatings
Abstract : Thermal barrier coatings (TBCs), with a thickness of 0.4 mm, are today extensively used on the hot parts of both stationary and flying jet engines. The purpose of the TBC is to protect the underlying material from high temperatures and severe thennal shock. READ MORE
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2. Structural Models of Network Contacts Between Actors Governed by Activity and Attraction
Abstract : This thesis consists of five papers on the subject of statistical modeling of stochastic networks. The NG-model proposed in Paper I combines a block structure with parameters that capture the identities of vertices and thus the new approach stresses the concept of ego-nets, which describes the structure around identified vertices. READ MORE
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3. Contributions to Numerical Solution of Stochastic Differential Equations
Abstract : 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. READ MORE
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4. Numerical methods for parameterized linear systems
Abstract : Solving linear systems of equations is a fundamental problem in engineering. Moreover, applications involving the solution to linear systems arise in the social sciences, business, and economics. Specifically, the research conducted in this dissertation explores solutions to linear systems where the system matrix depends nonlinearly on a parameter. READ MORE
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5. Analytical Approximation of Contingent Claims
Abstract : This PhD thesis consists of three separate papers. The common theme is methods to calculate analytical approximations for prices of different contingent claims under various model assumptions. The first two papers deals with approximations of standard European options in stochastic volatility models. READ MORE