Search for dissertations about: "Beräkningsvetenskap med inriktning mot numerisk analys"

Showing result 21 - 25 of 41 swedish dissertations containing the words Beräkningsvetenskap med inriktning mot numerisk analys.

  1. 21. Uncertainty Quantification and Numerical Methods for Conservation Laws

    Author : Per Pettersson; Jan Nordström; Gianluca Iaccarino; Gunilla Kreiss; Rémi Abgrall; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; uncertainty quantification; polynomial chaos; stochastic Galerkin methods; conservation laws; hyperbolic problems; finite difference methods; finite volume methods; Beräkningsvetenskap med inriktning mot numerisk analys; Scientific Computing with specialization in Numerical Analysis;

    Abstract : Conservation laws with uncertain initial and boundary conditions are approximated using a generalized polynomial chaos expansion approach where the solution is represented as a generalized Fourier series of stochastic basis functions, e.g. orthogonal polynomials or wavelets. READ MORE

  2. 22. Application of Uncertainty Quantification Techniques to Studies of Wall-Bounded Turbulent Flows

    Author : Saleh Rezaeiravesh; Mattias Liefvendahl; Gunilla Kreiss; Pierre Sagaut; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Uncertainty Quantification; Large Eddy Simulation; Wall-Bounded Turbulent Flows; Wall Modeling; OpenFOAM; Beräkningsvetenskap med inriktning mot numerisk analys; Scientific Computing with specialization in Numerical Analysis;

    Abstract : Wall-bounded turbulent flows occur in many engineering applications. The quantities of interest (QoIs) of these flows can be accurately obtained through experimental measurements and scale-resolving numerical approaches, such as large eddy simulation (LES). READ MORE

  3. 23. Localised Radial Basis Function Methods for Partial Differential Equations

    Author : Victor Shcherbakov; Elisabeth Larsson; Grady B. Wright; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Radial basis function; Partition of unity; Computational finance; Option pricing; Credit default swap; Glaciology; Fluid dynamics; Non-Newtonian flow; Anisotropic RBF; Beräkningsvetenskap med inriktning mot numerisk analys; Scientific Computing with specialization in Numerical Analysis;

    Abstract : Radial basis function methods exhibit several very attractive properties such as a high order convergence of the approximated solution and flexibility to the domain geometry. However the method in its classical formulation becomes impractical for problems with relatively large numbers of degrees of freedom due to the ill-conditioning and dense structure of coefficient matrix. READ MORE

  4. 24. Radial basis function methods for pricing multi-asset options

    Author : Victor Shcherbakov; Elisabeth Larsson; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Beräkningsvetenskap med inriktning mot numerisk analys; Scientific Computing with specialization in Numerical Analysis;

    Abstract : The price of an option can under some assumptions be determined by the solution of the Black–Scholes partial differential equation. Often options are issued on more than one asset. In this case it turns out that the option price is governed by the multi-dimensional version of the Black–Scholes equation. READ MORE

  5. 25. High Order Cut Finite Element Methods for Wave Equations

    Author : Simon Sticko; Gunilla Kreiss; Mats G. Larson; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Cut finite element; Wave equation; Immersed; Fictitious domain; Beräkningsvetenskap med inriktning mot numerisk analys; Scientific Computing with specialization in Numerical Analysis;

    Abstract : This thesis considers wave propagation problems solved using finite element methods where a boundary or interface of the domain is not aligned with the computational mesh. Such methods are usually referred to as cut or immersed methods. READ MORE