Search for dissertations about: "Finite difference methods"

Showing result 1 - 5 of 147 swedish dissertations containing the words Finite difference methods.

  2. 1. 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

  4. 2. Accurate Finite Difference Methods for Option Pricing

    Author : Jonas Persson; Lina von Sydow; Per Lötstedt; Johan Tysk; Jari Toivanen; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Finite differences; Option pricing; Adaptive methods; Numerical Analysis; Numerisk analys;

    Abstract : Stock options are priced numerically using space- and time-adaptive finite difference methods. European options on one and several underlying assets are considered. These are priced with adaptive numerical algorithms including a second order method and a more accurate method. READ MORE

  5. 3. 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

  6. 4. Hybrid Methods for Unsteady Fluid Flow Problems in Complex Geometries

    Author : Jing Gong; Jan Nordström; Gunilla Efraimsson; Mark H. Carpenter; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; hybrid methods; finite difference methods; finite volume methods; coupling procedure; stability; efficiency; artificial dissipation; Numerical analysis; Numerisk analys; Scientific Computing; Beräkningsvetenskap; Beräkningsvetenskap med inriktning mot numerisk analys;

    Abstract : In this thesis, stable and efficient hybrid methods which combine high order finite difference methods and unstructured finite volume methods for time-dependent initial boundary value problems have been developed. The hybrid methods make it possible to combine the efficiency of the finite difference method and the flexibility of the finite volume method. READ MORE

  7. 5. High Order Finite Difference Methods in Space and Time

    Author : Wendy Kress; Bertil Gustafsson; Gerald Warnecke; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; finite difference methods; Navier-Stokes equations; high order time discretization; deferred correction; stability; Numerical Analysis; Numerisk analys;

    Abstract : In this thesis, high order accurate discretization schemes for partial differential equations are investigated. In the first paper, the linearized two-dimensional Navier-Stokes equations are considered. READ MORE