Search for dissertations about: "partial difference equation"

Showing result 1 - 5 of 31 swedish dissertations containing the words partial 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. Numerical Computations with Fundamental Solutions

   Author : Per Sundqvist; Henrik Brandén; Sverker Holmgren; Alison Ramage; Uppsala universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; fundamental solution; partial differential equation; partial difference equation; iterative method; preconditioner; boundary method; Numerical Analysis; Numerisk analys;

   Abstract : Two solution strategies for large, sparse, and structured algebraic systems of equations are considered. The first strategy is to construct efficient preconditioners for iterative solvers. The second is to reduce the sparse algebraic system to a smaller, dense system of equations, which are called the boundary summation equations. READ MORE

6. 4. 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

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