Search for dissertations about: "Monte Carlo analysis"

Showing result 1 - 5 of 294 swedish dissertations containing the words Monte Carlo analysis.

2. 1. Approximating Stochastic Partial Differential Equations with Finite Elements: Computation and Analysis

   Author : Andreas Petersson; Chalmers tekniska högskola; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Lévy process; Lyapunov equation; white noise; finite element method; multilevel Monte Carlo; Monte Carlo; multiplicative noise; asymptotic mean square stability; stochastic heat equation; covariance operator; weak convergence; generalized Wiener process; numerical approximation; stochastic wave equation; Stochastic partial differential equations;

   Abstract : Stochastic partial differential equations (SPDE) must be approximated in space and time to allow for the simulation of their solutions. In this thesis fully discrete approximations of such equations are considered, with an emphasis on finite element methods combined with rational semigroup approximations. READ MORE

4. 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 : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; 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

5. 3. Correct and Efficient Monte Carlo Inference for Universal Probabilistic Programming Languages

   Author : Daniel Lundén; David Broman; Lawrence Murray; Joakim Jaldén; Sam Staton; KTH; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Probabilistic programming languages; Compilers; Static program analysis; Monte Carlo inference; Operational semantics; Probabilistiska programmeringsspråk; Kompilatorer; Statisk programanalys; Monte Carlo-inferens; Operationell semantik; Informations- och kommunikationsteknik; Information and Communication Technology;

   Abstract : Probabilistic programming languages (PPLs) allow users to express statistical inference problems that the PPL implementation then, ideally, solves automatically. In particular, PPL users can focus on encoding their inference problems, and need not concern themselves with the intricacies of inference. READ MORE

6. 4. On Monte Carlo simulation and analysis of electricity markets

   Author : Mikael Amelin; Lennart Söder; Hans Ravy; KTH; []
   Keywords : Electrical engineering; electricity markets; power systems; monte carlo simulation; Elektroteknik; TECHNOLOGY; TEKNIKVETENSKAP;

   Abstract : This dissertation is about how Monte Carlo simulation can be used to analyse electricity markets. There are a wide range of applications for simulation; for example, players in the electricity market can use simulation to decide whether or not an investment can be expected to be profitable, and authorities can by means of simulation find out which consequences a certain market design can be expected to have on electricity prices, environmental impact, etc. READ MORE

7. 5. Reliability-based fatigue assessment of existing steel bridges

   Author : Ruoqi Wang; John Leander; Raid Karoumi; John Dalsgaard Sørensen; KTH; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Fatigue; steel bridges; reliability analysis; spatial correlation; risk analysis; Monte Carlo simulation; Utmattning; stålbroar; tillförlitlighet; rumslig korrelation; riskanalys; Monte Carlo-simulering; Structural Engineering and Bridges; Bro- och stålbyggnad;

   Abstract : Fatigue is among the most critical forms of deterioration damage that occurs tosteel bridges. It causes a decline of the safety level of bridges over time. Therefore,the performance of steel bridges, which may be seriously affected by fatigue, shouldbe assessed and predicted. READ MORE