Search for dissertations about: "approximation methods"

Showing result 1 - 5 of 462 swedish dissertations containing the words approximation methods.

  2. 1. Numerical Methods for Wave Propagation : Analysis and Applications in Quantum Dynamics

    Author : Emil Kieri; Sverker Holmgren; Vasile Gradinaru; Hans O. Karlsson; Tobias Jahnke; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; computational wave propagation; quantum dynamics; time-dependent Schrödinger equation; spectral methods; Gaussian beams; splitting methods; low-rank approximation; Scientific Computing; Beräkningsvetenskap;

    Abstract : We study numerical methods for time-dependent partial differential equations describing wave propagation, primarily applied to problems in quantum dynamics governed by the time-dependent Schrödinger equation (TDSE). We consider both methods for spatial approximation and for time stepping. READ MORE

  4. 2. Analytical Approximation of Contingent Claims

    Author : Karl Larsson; Claus Munk; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Option pricing; approximation; stochastic volatility; implied volatility; perturbation; Malliavin calculus; commodities; swaption; swap; HJM model;

    Abstract : This PhD thesis consists of three separate papers. The common theme is methods to calculate analytical approximations for prices of different contingent claims under various model assumptions. The first two papers deals with approximations of standard European options in stochastic volatility models. READ MORE

  5. 3. Adaptive methods in computational electromagnetics

    Author : Pär Ingelström; Chalmers tekniska högskola; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; finite elements; hybris methods; finite-difference time-domain; error estimation; mesh refinement; Padé approximation;

    Abstract : .... READ MORE

  6. 4. Numerical methods for Sylvester-type matrix equations and nonlinear eigenvalue problems

    Author : Emil Ringh; Elias Jarlebring; Johan Karlsson; Per Enqvist; Daniel Kressner; KTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Matrix equations; Lyapunov equation; Sylvester equation; nonlinear eigenvalue problems; two-parameter eigenvalue problems; Krylov methods; iterative methods; preconditioning; projection methods; Matrisekvationer; Lyapunovekvationen; Sylvesterekvationen; ickelinjära egenvärdesproblem; två-parameters egenvärdesproblem; Krylovmetoder; iterativa metoder; förkonditionering; projektionsmetoder; Tillämpad matematik och beräkningsmatematik; Applied and Computational Mathematics; Optimization and Systems Theory; Optimeringslära och systemteori; Numerical Analysis; Numerisk analys;

    Abstract : Linear matrix equations and nonlinear eigenvalue problems (NEP) appear in a wide variety of applications in science and engineering. Important special cases of the former are the Lyapunov equation, the Sylvester equation, and their respective generalizations. These appear, e.g. READ MORE

  7. 5. Numerical Complexity Analysis of Weak Approximation of Stochastic Differential Equations

    Author : Raul Tempone Olariaga; KTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Adaptive methods; a posteriori error estimates; stochastic differential equations; weak approximation; Monte Carlo methods; Malliavin Calculus; HJM model; option price; bond market; stochastic elliptic equation; Karhunen-Loeve expansion; numerical co; Numerical analysis; Numerisk analys;

    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