Search for dissertations about: "adaptive numerical method"

Showing result 1 - 5 of 105 swedish dissertations containing the words adaptive numerical method.

  1. 1. Contributions to Numerical Solution of Stochastic Differential Equations

    Author : Anders Muszta; Göteborgs universitet; []
    Keywords : 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;

    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

  2. 2. Adaptive Finite Element Methods for Optimal Control Problems

    Author : Karin Kraft; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; dual weighted residual; adaptive; Newton method; variational inequality; vehicle dynamics.; multilevel algorithm; discontinuous Galerkin method; a posteriori error estimate; finite element method; optimal control; control constraint;

    Abstract : In this thesis we study the numerical solution of optimal control problems. The problems considered consist of a systemof differential equations, the state equations, which are governed bya control variable. The goal is to determine the states and controls which minimize a given cost functional. READ MORE

  3. 3. Adaptive Finite Element Methods for Optimal Control Problems

    Author : Karin Kraft; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; finite element method; discontinuous Galerkin method; optimal control; a posteriori error estimate; dual weighted residual; adaptive; multilevel algorithm; Newton method; control constraint; variational inequality; vehicle dynamics.;

    Abstract : In this thesis we study the numerical solution of optimal control problems. The problems considered consist of a system of differential equations, the state equations, which are governed by a control variable. The goal is to determine the states and controls which minimize a given cost functional. READ MORE

  4. 4. Numerical simulation of tube hydroforming : adaptive loading paths

    Author : Joakim Lundqvist; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Structural Engineering; Konstruktionsteknik;

    Abstract : The tube hydroforming process is still to be considered a new and advanced technique. The process has been adopted into several industries, e.g. automotive and aero. READ MORE

  5. 5. Numerical ice sheet modeling : Forward and inverse problems

    Author : Gong Cheng; Lina von Sydow; Per Lötstedt; Nina Kirchner; Irina Tezaur; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; ice sheet modeling; finite element method; grounding line migration; inverse problems; adjoint method; Scientific Computing; Beräkningsvetenskap;

    Abstract : Ice sheets have strong influence on the climate system. Numerical simulation provides a mathematical tool to study the ice dynamics in the past and to predict their contribution to climate change in the future. Large scale ice sheets behave as incompressible non-Newtonian fluid. READ MORE