Search for dissertations about: "integro-differential equation"

Showing result 1 - 5 of 11 swedish dissertations containing the words integro-differential equation.

  1. 1. On the discretization in time and space of parabolic integro-differential equations

    Author : Nai-Ying Zhang; Göteborgs universitet; Göteborgs universitet; Gothenburg University; []
    Keywords : initial-boundary value problem; parabolic; partial; integro-differential equation; regularity; nonsmooth initial data; finite element method; fully discrete; Galerkin approximation; stability; error estimate; quadrature; stability;

    Abstract : .... READ MORE

  2. 2. Models and numerical procedures for fractional order viscoelasticity

    Author : Klas Adolfsson; Chalmers University of Technology; []
    Keywords : sparse quadrature; a posteriori error estimate; a priori error estimate; viscoelasticity; adaptivity; fractional calculus; large deformations; integro-differential equation; internal variables;

    Abstract : .... READ MORE

  3. 3. Scattering on the Timoshenko Beam. Direct and Inverse Problems in the Time Domain

    Author : Dag V. J. Billger; Chalmers University of Technology; []
    Keywords : integro-differential equations; wave splitting; transient wave propagation; viscoelastic damping; wave propagators; inverse problems; scattering operators; Timoshenko beam; non-uniform beams; imbedding;

    Abstract : This thesis concerns the use of time domain methods for treating direct and inverse scattering problems for flexural waves on beams. The Timoshenko equation is used throughout to describe the behaviour of such waves. READ MORE

  4. 4. The Finite Element Method for Fractional Order Viscoelasticity and the Stochastic Wave Equation

    Author : Fardin Saedpanah; Göteborgs universitet; Göteborgs universitet; Gothenburg University; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; finite element method; continuous Galerkin method; linear viscoelasticity; fractional calculus; fractional order viscoelasticity; weakly singular kernel; stability; a priori error estimate; a posteriori error estimate; stochastic wave equation; additive noise; Wiener process; strong convergence.; linear viscoelasticity;

    Abstract : This thesis can be considered as two parts. In the first part a hyperbolic type integro-differential equation with weakly singular kernel is considered, which is a model for dynamic fractional order viscoelasticity. In the second part, the finite element approximation of the linear stochastic wave equation is studied. READ MORE

  5. 5. Valuation and Optimal Strategies in Markets Experiencing Shocks

    Author : Hannah Dyrssen; Erik Ekström; Damien Lamberton; Uppsala universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; American options; optimal stopping; game options; jump diffusion; jump to default; free-boundary problems; early exercise premium; integral equation; parabolic pde; convexity; sequential testing; fixed-point approach; Mathematics with specialization in Applied Mathematics; Matematik med inriktning mot tillämpad matematik;

    Abstract : This thesis treats a range of stochastic methods with various applications, most notably in finance. It is comprised of five articles, and a summary of the key concepts and results these are built on.The first two papers consider a jump-to-default model, which is a model where some quantity, e.g. READ MORE