Search for dissertations about: "L2 convergence"

Showing result 1 - 5 of 8 swedish dissertations containing the words L2 convergence.

2. 1. Asymptotic Analysis of Hedging Errors Induced by Discrete Time Hedging

   Author : Mats Brodén; Matematisk statistik; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Discrete time hedging; discretization error; L2 convergence; Non-linear Kalman filters; Calibration;

   Abstract : The first part of this thesis deals with approximations of stochastic integrals and discrete time hedging of derivative contracts; two closely related subjects. Paper A considers the problem of approximating the value of a Wiener process. READ MORE

4. 2. Numerical analysis and simulation of stochastic partial differential equations with white noise dispersion

   Author : André Berg; David Cohen; Per Åhag; Guillaume Dujardin; Ludovic Goudenège; Umeå universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; stochastic partial differential equation; mathematics; numerical analysis; numerical scheme; time integrator; convergence analysis; blowup; critical exponent; nonlinear Schrödinger equation; Manakov equation; Benjamin-Bona-Mahony equation; BBM equation; stochastic; random; dispersion; white noise dispersion; finite difference; pseudospectral; code; matlab; exponential integrator; splitting integrator; convergence in probability; Mathematics; matematik; Numerical Analysis; numerisk analys;

   Abstract : This doctoral thesis provides a comprehensive numerical analysis and exploration of several stochastic partial differential equations (SPDEs). More specifically, this thesis investigates time integrators for SPDEs with white noise dispersion. READ MORE

5. 3. Orthogonal Polynomials, Operators and Commutation Relations

   Author : John Musonda; Sergei Silvestrov; Sten Kaijser; Anatoliy Malyarenko; Natan Kruglyak; Irina Asekritova; Viktor Abramov; Mälardalens högskola; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematics Applied Mathematics; matematik tillämpad matematik;

   Abstract : Orthogonal polynomials, operators and commutation relations appear in many areas of mathematics, physics and engineering where they play a vital role. For instance, orthogonal functions in general are central to the development of Fourier series and wavelets which are essential to signal processing. READ MORE

6. 4. Linear statistics of random matrices and log-gases

   Author : Klara Courteaut; Kurt Johansson; Christian Webb; KTH; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Matematik; Mathematics;

   Abstract : This thesis is concerned with point processes arising in Random Matrix Theory. It is a compilation thesis: it consists of an introduction and three research papers.In Paper A and Paper B, we study random matrices from the classical compact groups, namely orthogonal, unitary, and symplectic matrices distributed according to Haar measure. READ MORE

7. 5. Finite Element Methods for Thin Structures with Applications in Solid Mechanics

   Author : Karl Larsson; Mats G Larson; Garth N Wells; Umeå universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; a priori error estimation; finite element method; discontinuous Galerkin; corotation; Kirchhoff-Love plate; curved beam; biharmonic equation; Mathematics; matematik;

   Abstract : Thin and slender structures are widely occurring both in nature and in human creations. Clever geometries of thin structures can produce strong constructions while requiring a minimal amount of material. READ MORE