Search for dissertations about: "Hurst exponent"

Found 3 swedish dissertations containing the words Hurst exponent.

  1. 1. On Stability and Surge in Turbocharger Compressors

    Author : Bertrand Kerres; Andreas Cronhjort; Mihai Mihaescu; Jörg Seume; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Turbocharger; Radial Compressor; Stability; Surge; Hurst exponent; Fractals; Machine Design; Maskinkonstruktion;

    Abstract : Turbochargers are used on many automotive internal combustion engines to increase power density. The broad operating range of the engine also requires a wide range of the turbocharger compressor. At low mass flows, however, turbo compressor operation becomes unstable and eventually enters surge. READ MORE

  2. 2. Functional modelling of the human timing mechanism

    University dissertation from Uppsala : Acta Universitatis Upsaliensis

    Author : Guy Madison; [2001]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Psychology; Brain mechanisms; Brownian motion; drift; dynamical systems; fractal; human; Gaussian noise; Hurst exponent; time; time series analysis; timing; Psykologi; SOCIAL SCIENCES Social sciences Psychology; SAMHÄLLSVETENSKAP Socialvetenskap Psykologi; fysiologi; Physiology;

    Abstract : Behaviour occurs in time, and precise timing in the range of seconds and fractions of seconds is for most living organisms necessary for successful interaction with the environment. Our ability to time discrete actions and to predict events on the basis of prior events indicates the existence of an internal timing mechanism. READ MORE

  3. 3. A Differentiable Approach to Stochastic Differential Equations : the Smoluchowski Limit Revisited

    University dissertation from Växjö, Kalmar : Linnaeus University Press

    Author : Haidar Al-Talibi; Astrid Hilbert; Yaozhong Hu; [2012]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; α-stable Lévy noise; Fractional Brownian motion; Girsanov theorem; Mean-field model; Nonlinear stochastic oscillator; Ornstein-Uhlenbeck process; Scaling limit; Second order Itô equation; Time change.; Matematik; Mathematics;

    Abstract : In this thesis we generalize results by Smoluchowski [43], Chandrasekhar[6], Kramers, and Nelson [30]. Their aim is to construct Brownian motion as a limit of stochastic processes with differentiable sample paths by exploiting a scaling limit which is a particular type of averaging studied by Papanicolao [35]. READ MORE