Search for dissertations about: "Anders Szepessy"
Showing result 11 - 13 of 13 swedish dissertations containing the words Anders Szepessy.
-
11. Numerical methods for the calibration problem in finance and mean field game equations
Abstract : This thesis contains five papers and an introduction. The first four of the included papers are related to financial mathematics and the fifth paper studies a case of mean field game equations. READ MORE
-
12. Data Assimilation in Fluid Dynamics using Adjoint Optimization
Abstract : Data assimilation arises in a vast array of different topics: traditionally in meteorological and oceanographic modelling, wind tunnel or water tunnel experiments and recently from biomedical engineering. Data assimilation is a process for combine measured or observed data with a mathematical model, to obtain estimates of the expected data. READ MORE
-
13. Approximation of Optimally Controlled Ordinary and Partial Differential Equations
Abstract : In this thesis, which consists of four papers, approximation of optimal control problems is studied. In Paper I the Symplectic Pontryagin method for approximation of optimally controlled ordinary differential equations is presented. READ MORE