Search for dissertations about: "Wiener process"
Showing result 1 - 5 of 30 swedish dissertations containing the words Wiener process.
-
1. Approximating Stochastic Partial Differential Equations with Finite Elements: Computation and Analysis
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
-
2. Finite element approximation of the deterministic and the stochastic Cahn-Hilliard equation
Abstract : This thesis consists of three papers on numerical approximation of the Cahn-Hilliard equation. The main part of the work is concerned with the Cahn-Hilliard equation perturbed by noise, also known as the Cahn-Hilliard-Cook equation. READ MORE
-
3. Extreme Value Analysis of Huge Datasets: Tail Estimation Methods in High-Throughput Screening and Bioinformatics
Abstract : This thesis presents results in Extreme Value Theory with applications to High-Throughput Screening and Bioinformatics. The methods described here, however, are applicable to statistical analysis of huge datasets in general. The main results are covered in four papers. READ MORE
-
4. Seasonal Adjustment and Dynamic Linear Models
Abstract : Dynamic Linear Models are a state space model framework based on the Kalman filter. We use this framework to do seasonal adjustments of empirical and artificial data. A simple model and an extended model based on Gibbs sampling are used and the results are compared with the results of a standard seasonal adjustment method. READ MORE
-
5. On Receiver Algorithms for OFDM Systems
Abstract : This thesis addresses the problem of designing a receiver for an Orthogonal FrequencyDivisionMultiplexing (OFDM)communication system operating over fading channels, taking into account the effects of hardware imperfections. We discuss solutions for efficiently estimating the parameters of a channel model and for compensating oscillator phase noise and analog to digital converter (ADC) quantisation errors at the receiver. READ MORE