Search for dissertations about: "dimension splitting"
Showing result 1 - 5 of 13 swedish dissertations containing the words dimension splitting.
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1. Spatial and Physical Splittings of Semilinear Parabolic Problems
Abstract : Splitting methods are widely used temporal approximation schemes for parabolic partial differential equations (PDEs). These schemes may be very efficient when a problem can be naturally decomposed into multiple parts. READ MORE
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2. Impartial Games and Recursive Functions
Abstract : Interest in 2-player impartial games often concerns the famous theory of Sprague-Grundy. In this thesis we study other aspects, bridging some gaps between combinatorial number theory, computer science and combinatorial games. READ MORE
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3. A Fast Method for Solving the Helmholtz Equation Based on Wave Splitting
Abstract : In this thesis, we propose and analyze a fast method for computing the solution of the Helmholtz equation in a bounded domain with a variable wave speed function. The method is based on wave splitting. The Helmholtz equation is first split into one--way wave equations which are then solved iteratively for a given tolerance. READ MORE
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4. Analyses and Applications of the Peaceman--Rachford and Douglas--Rachford Splitting Schemes
Abstract : Splitting methods are widely used as temporal discretizations of evolution equations. Such methods usually constitute competitive choices whenever a vector field can be split into a sum of two or more parts that each generates a flow easier to compute or approximate than the flow of the sum. READ MORE
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5. Radial basis function methods for pricing multi-asset options
Abstract : The price of an option can under some assumptions be determined by the solution of the Black–Scholes partial differential equation. Often options are issued on more than one asset. In this case it turns out that the option price is governed by the multi-dimensional version of the Black–Scholes equation. READ MORE