Search for dissertations about: "multiplicative noise"

Showing result 1 - 5 of 10 swedish dissertations containing the words multiplicative noise.

  2. 1. Multi-Gigabaud Millimeter-Wave Communication - Challenges and Solutions

    Author : Jingjing Chen; Chalmers tekniska högskola; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; phase noise; high-order modulation; 5G; multi-gigabaud; PAM-4; high data rate; white noise; multi-gigabit; phase noise mitigation; 64-QAM; mobile backhaul; VCSEL driver; Frequency multiplier; modem; high frequency oscillator; multiplicative noise; power detector; fronthaul; millimeter-wave communication;

    Abstract : A major challenge in future mobile networks is to overcome the capacity barrier in wireless communication. Utilizing large bandwidth at higher frequencies is key to enabling capacity upgrade for next generation mobile networks (5G). READ MORE

  4. 2. 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

  5. 3. Computational Aspects of Lévy-Driven SPDE Approximations

    Author : Andreas Petersson; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; multilevel Monte Carlo; numerical approximation of stochastic differential equations; multiplicative noise; Lévy processes; finite element method; variance redons; Monte Carlo; weak convergence; Lévy processes;

    Abstract : In order to simulate solutions to stochastic partial differential equations (SPDE) they must be approximated in space and time. In this thesis such fully discrete approximations are considered, with an emphasis on finite element methods combined with rational semigroup approximations. There are several notions of the error resulting from this. READ MORE

  6. 4. Variational Methods for Moments of Solutions to Stochastic Differential Equations

    Author : Kristin Kirchner; Chalmers tekniska högskola; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Additive and multiplicative noise; Stochastic partial differential equation; Projective and injective tensor product space; Hilbert tensor product space; Space-time variational problem; Petrov-Galerkin discretization; Stochastic ordinary differential equation;

    Abstract : Numerical methods for stochastic differential equations typically estimate moments of the solution from sampled paths. Instead, we pursue the approach proposed by A. Lang, S. Larsson, and Ch. READ MORE

  7. 5. Numerical Approximation of Solutions to Stochastic Partial Differential Equations and Their Moments

    Author : Kristin Kirchner; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Petrov– Galerkin discretizations; Strong and weak convergence; Fractional operators; Finite element methods; Space-time variational problems; Tensor product spaces; Stochastic partial differential equations; White noise; Petrov– Galerkin discretizations;

    Abstract : The first part of this thesis focusses on the numerical approximation of the first two moments of solutions to parabolic stochastic partial differential equations (SPDEs) with additive or multiplicative noise. More precisely, in Paper I an earlier result (A. Lang, S. Larsson, and Ch. READ MORE