Search for dissertations about: "Second order Itô equation"
Found 4 swedish dissertations containing the words Second order Itô equation.
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1. A Differentiable Approach to Stochastic Differential Equations : the Smoluchowski Limit Revisited
Abstract : In this thesis we generalize results by Smoluchowski [43], Chandrasekhar[6], Kramers, and Nelson [30]. Their aim is to construct Brownian motion as a limit of stochastic processes with differentiable sample paths by exploiting a scaling limit which is a particular type of averaging studied by Papanicolao [35]. READ MORE
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2. Numerical Complexity Analysis of Weak Approximation of Stochastic Differential Equations
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
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3. Functionalization of polymer electrolytes for electrochromic windows
Abstract : Saving energy in buildings is of great importance because about 30 to 40 % of the energy in the world is used in buildings. An electrochromic window (ECW), which makes it possible to regulate the inflow of visible light and solar energy into buildings, is a promising technology providing a reduction in energy consumption in buildings along with indoor comfort. READ MORE
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4. 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