Search for dissertations about: "Monte Carlo analys"

Showing result 1 - 5 of 34 swedish dissertations containing the words Monte Carlo analys.

  1. 1. Coarse Graining Monte Carlo Methods for Wireless Channels and Stochastic Differential Equations

    Author : Håkon Hoel; Anders Szepessy; Ola Hössjer; KTH; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Coarse graining; Monte Carlo Methods; Stochastic processes; Numerical analysis; Numerisk analys;

    Abstract : This thesis consists of two papers considering different aspects of stochastic process modelling and the minimisation of computational cost. In the first paper, we analyse statistical signal properties and develop a Gaussian pro- cess model for scenarios with a moving receiver in a scattering environment, as in Clarke’s model, with the generalisation that noise is introduced through scatterers randomly flip- ping on and off as a function of time. READ MORE

  2. 2. Solar PV in prosumer energy systems : A techno-economic analysis on sizing, integration, and risk

    Author : Nelson Sommerfeldt; Hatef Madani Larijani; Björn Palm; Michel Haller; KTH; []
    Keywords : ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; TEKNIK OCH TEKNOLOGIER; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; ENGINEERING AND TECHNOLOGY; Electrify everything; building energy systems; energy systems analysis; solar heat pump; investment analysis; Monte Carlo analysis; PVT; solar hybrid; Electrify everything; byggnadsenergisystem; energisystemanalys; solvärmepump; investeringsanalys; Monte Carlo analys; PVT; solhybrid; Energy Technology; Energiteknik; Planering och beslutsanalys; Planning and Decision Analysis;

    Abstract : In the transition towards a sustainable energy system, building mounted solar photovoltaics (PV) have unique benefits; they require no additional land and the energy is generated directly at load centers. Within residential buildings, multi-family homes (MFH) are particularly interesting because of the economies of scale and their greater potential for emissions reductions. READ MORE

  3. 3. Numerical Complexity Analysis of Weak Approximation of Stochastic Differential Equations

    Author : Raul Tempone Olariaga; KTH; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Adaptive methods; a posteriori error estimates; stochastic differential equations; weak approximation; Monte Carlo methods; Malliavin Calculus; HJM model; option price; bond market; stochastic elliptic equation; Karhunen-Loeve expansion; numerical co; Numerical analysis; Numerisk analys;

    Abstract : The thesis consists of four papers on numerical complexityanalysis of weak approximation of ordinary and partialstochastic differential equations, including illustrativenumerical examples. Here by numerical complexity we mean thecomputational work needed by a numerical method to solve aproblem with a given accuracy. READ MORE

  4. 4. Weak approximation of ItÔ stochastic differential equations and related adaptive algorithms

    Author : Raúl Tempone Olariaga; KTH; []
    Keywords : Adaptive methods; A posteriori error estimates; Stochastic differential equations; Monte Carlo methods; HJM model; Option price; Bond market; TECHNOLOGY; TEKNIKVETENSKAP;

    Abstract : .... READ MORE

  5. 5. Multiscale Methods and Uncertainty Quantification

    Author : Daniel Elfverson; Axel Målqvist; Frédéric Legoll; Uppsala universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; multiscale methods; finite element method; discontinuous Galerkin; Petrov-Galerkin; a priori; a posteriori; complex geometry; uncertainty quantification; multilevel Monte Carlo; failure probability; Beräkningsvetenskap med inriktning mot numerisk analys; Scientific Computing with specialization in Numerical Analysis;

    Abstract : In this thesis we consider two great challenges in computer simulations of partial differential equations: multiscale data, varying over multiple scales in space and time, and data uncertainty, due to lack of or inexact measurements.We develop a multiscale method based on a coarse scale correction, using localized fine scale computations. READ MORE