Search for dissertations about: "Numerical integration"

Showing result 1 - 5 of 173 swedish dissertations containing the words Numerical integration.

  1. 1. Contributions to Numerical Solution of Stochastic Differential Equations

    Author : Anders Muszta; Göteborgs universitet; Göteborgs universitet; Gothenburg University; []
    Keywords : adaptive method; change of time; CIR model; CKLS model; convergence order; Euler method; heavy-tailed SDE; hyperbolic SDE; geometric integration; global Lipschitz condition; Levy process; Lie group method; local Lipschitz condition; local martingales; mean reversion; Milstein method; numerical method; semimartingale; stochastic differential equation; stochastic Taylor expansion; strong approximation; symplectic integration; volatility induced stationarity; waveform relaxation; volatility induced stationarity;

    Abstract : This thesis consists of four papers: Paper I is an overview of recent techniques in strong numerical solutions of stochastic differential equations, driven by Wiener processes, that have appeared the last then 10 years, or so. Paper II studies theoretical and numerical aspects of stochastic differential equations with so called volatility induced stationarity. READ MORE

  2. 2. Adaptive Geometric Numerical Integration of Mechanical Systems

    Author : Klas Modin; Matematik LTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; multibody dynamics; Geometric numerical integration; rolling bearing simulation; adaptive time-stepping; variable time-step;

    Abstract : This thesis is about structure preserving numerical integration of initial value problems, i.e., so called geometric numerical integrators. READ MORE

  3. 3. Numerical and computer techniques in finite element analysis

    Author : Hans Wennerström; Chalmers University of Technology; []
    Keywords : Finite element; Poisson s equation; Navier s equations; metal stretching; Navier-Stokes equations; numerical integration; computer program;

    Abstract : .... READ MORE

  4. 4. Numerical analysis for random processes and fields and related design problems

    Author : Konrad Abramowicz; Oleg Seleznjev; Krzysztof Podgórski; Umeå universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; stochastic processes; random fields; approximation; numerical integration; Hermite splines; piecewise linear interpolator; local stationarity; point singularity; stratified Monte Carlo quadrature; Asian option; Monte Carlo pricing method; Lévy market models; Mathematical statistics; Matematisk statistik; Mathematical Statistics; matematisk statistik;

    Abstract : In this thesis, we study numerical analysis for random processes and fields. We investigate the behavior of the approximation accuracy for specific linear methods based on a finite number of observations. Furthermore, we propose techniques for optimizing performance of the methods for particular classes of random functions. READ MORE

  5. 5. Ghosts and machines : regularized variational methods for interactive simulations of multibodies with dry frictional contacts

    Author : Claude Lacoursière; Bo Kåggström; Ander Klarbring; Umeå universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Discrete mechanics; Variational method; Contact problems; Impacts; Least action principle; Saddle point problems; Lagrange Multipliers; Constrained systems; Multibody Systems; Numerical regularization; Constraint realization; Constraint stabilization; Dry friction; Differential Algebraic Equations; Nonsmooth problems; Linear Complementarity; Quaternion algebra; Numerical linear algebra; Physics modeling; Interactive simulation; Numerical stability; Rigid body dynamics; Dissipative systems; Computational physics; Beräkningsfysik;

    Abstract : A time-discrete formulation of the variational principle of mechanics is used to provide a consistent theoretical framework for the construction and analysis of low order integration methods. These are applied to mechanical systems subject to mixed constraints and dry frictional contacts and impacts---machines. READ MORE