Search for dissertations about: "approximation process"

Showing result 6 - 10 of 213 swedish dissertations containing the words approximation process.

  2. 6. 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. 7. Microkinetic Modeling of Nanoparticle Catalysis using Density Functional Theory

    Author : Mikkel Jørgensen; Chalmers tekniska högskola; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Density Functional Theory; Methane oxidation; Mean-field approximation; Microkinetic modeling; Kinetic Monte Carlo; Nanoparticles; Entropy; CO oxidation; Catalysis;

    Abstract : Heterogeneous catalysis is vitally important to modern society, and one path towardsrational catalyst design is through atomistic scale understanding. The atomistic scalecan be linked to macroscopic observables by microkinetic models based on first-principlescalculations. READ MORE

  5. 8. Stochastic epidemics on random networks

    Author : Abid Ali Lashari; Pieter Trapman; Filip Lindskog; Peter Neal; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Branching process; Configuration model; Random graph; Epidemic process; Final size; Threshold behaviour; Duration of an epidemic; Vaccination; Mathematical Statistics; matematisk statistik;

    Abstract : This thesis considers stochastic epidemic models for the spread of epidemics in structured populations. The asymptotic behaviour of the models is analysed by using branching process approximations. The thesis contains four manuscripts. READ MORE

  6. 9. Numerical analysis for random processes and fields and related design problems

    Author : Konrad Abramowicz; Oleg Seleznjev; Krzysztof Podgórski; Umeå universitet; []
    Keywords : 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

  7. 10. On weak and strong convergence of numerical approximations of stochastic partial differential equations

    Author : Fredrik Lindgren; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Additive noise; Cahn-Hilliard-Cook equation; Error estimate; Finite element; Hyperbolic equation; Parabolic equation; Rational approximation; Stochastic partial differential equation; Strong convergence; Truncation; Wiener process; Weak convergence; Weak convergence;

    Abstract : This thesis is concerned with numerical approximation of linear stochastic partial differential equations driven by additive noise. In the first part, we develop a framework for the analysis of weak convergence and within this framework we analyze the stochastic heat equation, the stochastic wave equation, and the linearized stochastic Cahn-Hilliard, or the linearized Cahn-Hilliard-Cook equation. READ MORE