Search for dissertations about: "Fractional calculus"

Showing result 1 - 5 of 6 swedish dissertations containing the words Fractional calculus.

  1. 1. Fractional Calculus and Linear Viscoelasticity in Structural Dynamics

    Author : Mikael Enelund; Chalmers University of Technology; []
    Keywords : linear viscoelasticity; convolution integrals; anisotropy; structural modeling; finite elements; material damping; time integration; internal variables; relaxation; fractional calculus; creep; Mittag-Leffler functions;

    Abstract : The use of linear viscoelasticity together with fractional calculus in time-domain structural modeling is studied. Both constitutive and structural aspects are investigated. READ MORE

  2. 2. Some Extensions of Fractional Ornstein-Uhlenbeck Model : Arbitrage and Other Applications

    Author : José Igor Morlanes; Andriy Andreev; Hans Nyquist; Henrik Hult; Stockholms universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; fractional Ornstein-Uhlenbeck process; insider information; simulation embedding method; jump times; least-squares estimator; likelihood process; Ito calculus; Malliavin calculus; stochastic calculus; Statistics; statistik;

    Abstract : This doctoral thesis endeavors to extend probability and statistical models using stochastic differential equations. The described models capture essential features from data that are not explained by classical diffusion models driven by Brownian motion.New results obtained by the author are presented in five articles. READ MORE

  3. 3. The Finite Element Method for Fractional Order Viscoelasticity and the Stochastic Wave Equation

    Author : Fardin Saedpanah; Göteborgs universitet; Göteborgs universitet; Gothenburg University; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; finite element method; continuous Galerkin method; linear viscoelasticity; fractional calculus; fractional order viscoelasticity; weakly singular kernel; stability; a priori error estimate; a posteriori error estimate; stochastic wave equation; additive noise; Wiener process; strong convergence.; linear viscoelasticity;

    Abstract : This thesis can be considered as two parts. In the first part a hyperbolic type integro-differential equation with weakly singular kernel is considered, which is a model for dynamic fractional order viscoelasticity. In the second part, the finite element approximation of the linear stochastic wave equation is studied. READ MORE

  4. 4. Models and numerical procedures for fractional order viscoelasticity

    Author : Klas Adolfsson; Chalmers University of Technology; []
    Keywords : sparse quadrature; a posteriori error estimate; a priori error estimate; viscoelasticity; adaptivity; fractional calculus; large deformations; integro-differential equation; internal variables;

    Abstract : .... READ MORE

  5. 5. Parabolic equations with low regularity

    Author : Magnus Fontes; Matematik LTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Matematik; Mathematics; Galerkin approximation.; low regularity; variational method; Hilbert transformation; fractional calculus; parabolic equations; quasilinear;

    Abstract : In this work we study a variational method for treating parabolic equations that yields new results for non-linear equations with low regularity on source and boundary data. We treat mainly strongly parabolic quasilinear equations and systems in divergence form. READ MORE