Search for dissertations about: "numerical method"

Showing result 1 - 5 of 1644 swedish dissertations containing the words numerical method.

  2. 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

  4. 2. Numerical Conformal Mappings for Waveguides

    Author : Anders Andersson; Börje Nilsson; Joachim Toft; Michael Benedicks; Växjö universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; waveguide; building block method; numerical conformal mappings; Schwarz–Christoffel mapping; rounded corners method; approximate curve factors; outer polygon method; boundary curvature; zipper method; geodesic algorithm; acoustic wave scattering; electro-magnetic wave scattering; Applied mathematics; Tillämpad matematik; Mathematics; Matematik;

    Abstract : Acoustic or electro-magnetic scattering in a waveguide with varying direction and cross-section can be re-formulated as a two-dimensional scattering problem, provided that the variations take place in only one dimension at a time. By using the so-called Building Block Method, it is possible to construct the scattering properties of a combination of scatterers when the properties of each scatterer are known. READ MORE

  5. 3. Numerical Computations with Fundamental Solutions

    Author : Per Sundqvist; Henrik Brandén; Sverker Holmgren; Alison Ramage; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; fundamental solution; partial differential equation; partial difference equation; iterative method; preconditioner; boundary method; Numerical Analysis; Numerisk analys;

    Abstract : Two solution strategies for large, sparse, and structured algebraic systems of equations are considered. The first strategy is to construct efficient preconditioners for iterative solvers. The second is to reduce the sparse algebraic system to a smaller, dense system of equations, which are called the boundary summation equations. READ MORE

  6. 4. 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

  7. 5. Potential Flow Panel Methods for the Calculation of Free-surface Flows with Lift

    Author : Carl-Erik Janson; Chalmers tekniska högskola; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; desingularized; shape optimization; Rankine source; waves; OCTOPUS; dipole; MMA; Dawson operator; boundary layer; vortex; Method of Moving Asymptotes; nonlinear; sailing yacht; four point operator; surface piercing wing; Navier-Stokes; numerical method; lift force; raised panel method; discrete Fourier transform; collocation point shift; potential flow; CFD; free surface; induced drag; SHIPFLOW; dispersion; damping; analytical method; hydrofoil;

    Abstract : Two non-linear Rankine-source panel methods are developed and implemented in the same computer code. The first method uses a four-point upwind operator on the free-surface to compute the velocity derivatives and to enforce the radiation condition while the second method uses an analytical expression for the velocity derivatives and a collocation point shift one panel upstream to prevent upstream waves. READ MORE