Search for dissertations about: "Finite difference approximation"

Showing result 1 - 5 of 53 swedish dissertations containing the words Finite difference approximation.

  2. 1. Finite Difference Methods for Wave Dominated Problems

    Author : Jonatan Werpers; Ken Mattsson; Anders Petersson; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Finite difference; summation-by-parts; simultaneous approximation term; high-order accuracy; stability; boundary treatment; Beräkningsvetenskap med inriktning mot numerisk analys; Scientific Computing with specialization in Numerical Analysis;

    Abstract : Wave models are an important class of models that describe many diverse phenomena such as sound waves, fluid flow, and quantum mechanics. These models are often described mathematically as partial differential equations (PDE). Often these equations do not admit solutions on closed-form and then the only option to study them is numerical methods. READ MORE

  4. 2. Stable High-Order Finite Difference Methods for Aerodynamics

    Author : Magnus Svärd; Jan Nordström; Thomas Hagstrom; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; finite difference methods; high-order accuracy; summation-by-parts; stability; energy estimates; finite volume methods; Numerical analysis; Numerisk analys; Scientific Computing; Beräkningsvetenskap; Numerical Analysis;

    Abstract : In this thesis, the numerical solution of time-dependent partial differential equations (PDE) is studied. In particular high-order finite difference methods on Summation-by-parts (SBP) form are analysed and applied to model problems as well as the PDEs governing aerodynamics. READ MORE

  5. 3. Finite Difference Methods for Time-Dependent Wave Propagation Problems

    Author : Ylva Ljungberg Rydin; Ken Mattsson; Erik Sjöqvist; Magnus Svärd; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Finite differences; Wave propagation problems; Summation-by-parts; Simultaneous approximation term; High-order accuracy; Deforming domains; Point sources; Scientific Computing; Beräkningsvetenskap;

    Abstract : Wave propagation models are essential in many fields of physics, such as acoustics, electromagnetics, and quantum mechanics. Mathematically, waves can be described by partial differential equations (PDEs).  In most cases, exact solutions to wave-dominated PDEs are nearly impossible to derive. READ MORE

  6. 4. Stable and High-Order Finite Difference Methods for Multiphysics Flow Problems

    Author : Jens Berg; Jan Nordström; Per Lötstedt; David Zingg; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Summation-by-parts; Simultaneous Approximation Term; Stability; High-order accuracy; Finite difference methods; Dual consistency; Beräkningsvetenskap med inriktning mot numerisk analys; Scientific Computing with specialization in Numerical Analysis;

    Abstract : Partial differential equations (PDEs) are used to model various phenomena in nature and society, ranging from the motion of fluids and electromagnetic waves to the stock market and traffic jams. There are many methods for numerically approximating solutions to PDEs. READ MORE

  7. 5. Radial Basis Function generated Finite Difference Methods for Pricing of Financial Derivatives

    Author : Slobodan Milovanović; Lina von Sydow; Bertram Düring; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Radial basis function; Finite difference; Computational finance; Pricing of financial derivatives; Option pricing; Partial differential equation; Beräkningsvetenskap med inriktning mot numerisk analys; Scientific Computing with specialization in Numerical Analysis;

    Abstract : The purpose of this thesis is to present state of the art in radial basis function generated finite difference (RBF-FD) methods for pricing of financial derivatives. This work provides a detailed overview of RBF-FD properties and challenges that arise when the RBF-FD methods are used in financial applications. READ MORE