Search for dissertations about: "difference equation"

Showing result 1 - 5 of 150 swedish dissertations containing the words difference equation.

  2. 1. Numerical analysis and simulation of stochastic partial differential equations with white noise dispersion

    Author : André Berg; David Cohen; Per Åhag; Guillaume Dujardin; Ludovic Goudenège; Umeå universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; stochastic partial differential equation; mathematics; numerical analysis; numerical scheme; time integrator; convergence analysis; blowup; critical exponent; nonlinear Schrödinger equation; Manakov equation; Benjamin-Bona-Mahony equation; BBM equation; stochastic; random; dispersion; white noise dispersion; finite difference; pseudospectral; code; matlab; exponential integrator; splitting integrator; convergence in probability; Mathematics; matematik; Numerical Analysis; numerisk analys;

    Abstract : This doctoral thesis provides a comprehensive numerical analysis and exploration of several stochastic partial differential equations (SPDEs). More specifically, this thesis investigates time integrators for SPDEs with white noise dispersion. READ MORE

  4. 2. High Order Symmetric Finite Difference Schemes for the Acoustic Wave Equation

    Author : Abraham Zemui; Bertil Gustafsson; Leif Abrahamsson; Per Weinerfelt; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; finite element method; mass lumping; high order; finite difference method; wave equation; Numerical Analysis; Numerisk analys;

    Abstract : When someone speaks, or when a piano is played, sound waves are spread through the room. Physically the propagation of sound is governed by the acoustic wave equation. This thesis deals with the problem of finding solutions to this equation by numerical methods. READ MORE

  5. 3. Radial Basis Function generated Finite Difference Methods for Pricing of Financial Derivatives

    Author : Slobodan Milovanović; Lina von Sydow; Bertram Düring; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Radial basis function; Finite difference; Computational finance; Pricing of financial derivatives; Option pricing; Partial differential equation; Beräkningsvetenskap med inriktning mot numerisk analys; Scientific Computing with specialization in Numerical Analysis;

    Abstract : The purpose of this thesis is to present state of the art in radial basis function generated finite difference (RBF-FD) methods for pricing of financial derivatives. This work provides a detailed overview of RBF-FD properties and challenges that arise when the RBF-FD methods are used in financial applications. READ MORE

  6. 4. High Order Finite Difference Methods with Artificial Boundary Treatment in Quantum Dynamics

    Author : Anna Nissen; Gunilla Kreiss; Sverker Holmgren; Magnus Svärd; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Schrödinger equation; finite difference methods; perfectly matched layer; summation-by-parts operators; adaptive discretization; stability; Beräkningsvetenskap med inriktning mot numerisk analys; Scientific Computing with specialization in Numerical Analysis;

    Abstract : The investigation of the dynamics of chemical reactions, both from the theoretical and experimental side, has drawn an increasing interest since Ahmed H. Zewail was awarded the 1999 Nobel Prize in Chemistry for his work on femtochemistry. READ MORE

  7. 5. Finite Difference Methods for Wave Dominated Problems

    Author : Jonatan Werpers; Ken Mattsson; Anders Petersson; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Finite difference; summation-by-parts; simultaneous approximation term; high-order accuracy; stability; boundary treatment; Beräkningsvetenskap med inriktning mot numerisk analys; Scientific Computing with specialization in Numerical Analysis;

    Abstract : Wave models are an important class of models that describe many diverse phenomena such as sound waves, fluid flow, and quantum mechanics. These models are often described mathematically as partial differential equations (PDE). Often these equations do not admit solutions on closed-form and then the only option to study them is numerical methods. READ MORE