Search for dissertations about: "Finite differences"

Showing result 1 - 5 of 137 swedish dissertations containing the words Finite differences.

  2. 1. 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

  4. 2. 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

  5. 3. A hybrid finite element method for electromagnetics with applications in time-domain

    Author : DAVID DEGERFELDT; Chalmers tekniska högskola; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Nitsche s method; antenna arrays; NASA almond; edge elements; scattering; explicit-implicit time-stepping; Maxwell s equations; Finite Element Method; mass lumping; stability analysis; Finite-Differences Time-Domain; periodic structures; shape and material optimization;

    Abstract : In this thesis, a new hybrid method that combines the Finite Element Method (FEM) with the Finite-Difference in Time-Domain (FDTD) method is presented. Tetrahedrons in the unstructured FEM region are connected directly to thehexahedrons in the structured FDTD region. READ MORE

  6. 4. Differences and similarities in work absence behavior : - empirical evidence from micro data

    Author : Maria Nilsson; Mårten Palme; Jan Erik Askildsen; Växjö universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; moral hazard; gender difference; immigrants; panel data; count data models; fixed effects; finite mixture models; Economics; Nationalekonomi; Economics; Nationalekonomi;

    Abstract : This thesis consists of three self-contained essays about absenteeism. Essay I analyzes if the design of the insurance system affects work absence, i.e. the classic insurance problem of moral hazard. READ MORE

  7. 5. Bridge Monitoring to Allow for Reliable Dynamic FE Modelling : A Case Study of the New Årsta Railway Bridge

    Author : Johan Wiberg; Håkan Sundquist; Raid Karoumi; Björn Paulsson; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; bridge monitoring; FE modelling; signal analysis; torsion; warping; modulus of elasticity; natural frequency; damping; finite differences; Civil engineering and architecture; Samhällsbyggnadsteknik och arkitektur;

    Abstract : Today’s bridge design work in many cases demands a trustworthy dynamic analysis instead of using the traditional dynamic amplification factors. In this thesis a reliable 3D Bernoulli-Euler beam finite element model of the New Årsta Railway Bridge was prepared for thorough dynamic analysis using in situ bridge monitoring for correlation. READ MORE