Search for dissertations about: "Additive and multiplicative noise"

Showing result 1 - 5 of 6 swedish dissertations containing the words Additive and multiplicative noise.

  2. 1. Variational Methods for Moments of Solutions to Stochastic Differential Equations

    Author : Kristin Kirchner; Chalmers tekniska högskola; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Additive and multiplicative noise; Stochastic partial differential equation; Projective and injective tensor product space; Hilbert tensor product space; Space-time variational problem; Petrov-Galerkin discretization; Stochastic ordinary differential equation;

    Abstract : Numerical methods for stochastic differential equations typically estimate moments of the solution from sampled paths. Instead, we pursue the approach proposed by A. Lang, S. Larsson, and Ch. READ MORE

  4. 2. Numerical Approximation of Solutions to Stochastic Partial Differential Equations and Their Moments

    Author : Kristin Kirchner; Göteborgs universitet; []
    Keywords : 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;

    Abstract : 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. READ MORE

  5. 3. Efficient Digital Communication over the Time Continuous Rayleigh Fading Channel

    Author : Ulf Hansson; Chalmers tekniska högskola; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : Frequency flat, fast Rayleigh fading may be considered the most critical disturbance in a wireless communication system. In its most general form, it is modeled as a multiplicative time continuous random (zero mean complex Gaussian) distortion of the transmitted signal. READ MORE

  6. 4. Digitally controlled analog multiply-accumulate units

    Author : Mattias Duppils; Linköpings universitet; []
    Keywords : TECHNOLOGY; TEKNIKVETENSKAP;

    Abstract : This thesis is about digitally controlled analog multiplier-accumulator (MAC) units and their utilization in communications applications. These units are implemented as switched-capacitor circuits, designed with switches (MOS transistors), capacitors (MOS transistors), and amplifiers (MOS transistors); using a CMOS technology. READ MORE

  7. 5. Exponential integrators for stochastic partial differential equations

    Author : Rikard Anton; David Cohen; Christian Engström; Stig Larsson; Annika Lang; Umeå universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Stochastic partial differential equations; numerical methods; stochastic exponential integrator; strong convergence; trace formulas;

    Abstract : Stochastic partial differential equations (SPDEs) have during the past decades become an important tool for modeling systems which are influenced by randomness. Because of the complex nature of SPDEs, knowledge of efficient numerical methods with good convergence and geometric properties is of considerable importance. READ MORE