Search for dissertations about: "finite differences"

Showing result 1 - 5 of 130 swedish dissertations containing the words finite differences.

  1. 1. Accurate Finite Difference Methods for Option Pricing

    Author : Jonas Persson; Lina von Sydow; Per Lötstedt; Johan Tysk; Jari Toivanen; Uppsala universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Finite differences; Option pricing; Adaptive methods; Numerical Analysis; Numerisk analys;

    Abstract : Stock options are priced numerically using space- and time-adaptive finite difference methods. European options on one and several underlying assets are considered. These are priced with adaptive numerical algorithms including a second order method and a more accurate method. READ MORE

  2. 2. A hybrid finite element method for electromagnetics with applications in time-domain

    Author : DAVID DEGERFELDT; Chalmers University of Technology; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Nitsche s method; antenna arrays; NASA almond; edge elements; scattering; explicit-implicit time-stepping; Maxwell s equations; Finite Element Method; mass lumping; stability analysis; Finite-Differences Time-Domain; periodic structures; shape and material optimization;

    Abstract : In this thesis, a new hybrid method that combines the Finite Element Method (FEM) with the Finite-Difference in Time-Domain (FDTD) method is presented. Tetrahedrons in the unstructured FEM region are connected directly to thehexahedrons in the structured FDTD region. READ MORE

  3. 3. Differences and similarities in work absence behavior : - empirical evidence from micro data

    Author : Maria Nilsson; Mårten Palme; Jan Erik Askildsen; Växjö universitet; []
    Keywords : SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; moral hazard; gender difference; immigrants; panel data; count data models; fixed effects; finite mixture models; Economics; Nationalekonomi; Economics; Nationalekonomi;

    Abstract : This thesis consists of three self-contained essays about absenteeism. Essay I analyzes if the design of the insurance system affects work absence, i.e. the classic insurance problem of moral hazard. READ MORE

  4. 4. Bridge Monitoring to Allow for Reliable Dynamic FE Modelling : A Case Study of the New Årsta Railway Bridge

    Author : Johan Wiberg; Håkan Sundquist; Raid Karoumi; Björn Paulsson; KTH; []
    Keywords : ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; bridge monitoring; FE modelling; signal analysis; torsion; warping; modulus of elasticity; natural frequency; damping; finite differences; Civil engineering and architecture; Samhällsbyggnadsteknik och arkitektur;

    Abstract : Today’s bridge design work in many cases demands a trustworthy dynamic analysis instead of using the traditional dynamic amplification factors. In this thesis a reliable 3D Bernoulli-Euler beam finite element model of the New Årsta Railway Bridge was prepared for thorough dynamic analysis using in situ bridge monitoring for correlation. READ MORE

  5. 5. Numerics of Elastic and Acoustic Wave Motion

    Author : Kristoffer Virta; Gunilla Kreiss; Anders Petersson; Uppsala universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; finite differences; stability; high order accuracy; elastic wave equation; acoustic wave equation; Beräkningsvetenskap med inriktning mot numerisk analys; Scientific Computing with specialization in Numerical Analysis;

    Abstract : The elastic wave equation describes the propagation of elastic disturbances produced by seismic events in the Earth or vibrations in plates and beams. The acoustic wave equation governs the propagation of sound. READ MORE