Search for dissertations about: "Monte Carlo analys"
Showing result 11 - 15 of 38 swedish dissertations containing the words Monte Carlo analys.
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11. Adaptivity for Stochastic and Partial Differential Equations with Applications to Phase Transformations
Abstract : his work is concentrated on efforts to efficiently compute properties of systems, modelled by differential equations, involving multiple scales. Goal oriented adaptivity is the common approach to all the treated problems. READ MORE
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12. Multiscale Methods and Uncertainty Quantification
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
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13. Optical spectroscopy of turbid media: time-domain measurements and accelerated Monte Carlo modelling
Abstract : Optical spectroscopy is a versatile and powerful tool to probe translucent materials. In this work, the focus is on characterization of strongly scattering (turbid) materials by means of time-of-flight spectroscopy (TOFS). READ MORE
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14. Simulation and Estimation of Diffusion Processes : Applications in Finance
Abstract : Diffusion processes are the most commonly used models in mathematical finance, and are used extensively not only by academics but also practitioners. Nowadays a wide range of models, that can capture many of the effects observed in financial markets, are available. READ MORE
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15. Essays on Panel Cointegration
Abstract : This thesis develops new techniques for analyzing cointegrated relationships in panel data. The first chapter is introductory while the remaining six contain the main contributions. READ MORE