Search for dissertations about: "perturbation scheme"

Showing result 1 - 5 of 26 swedish dissertations containing the words perturbation scheme.

  2. 1. Heterogeneous Materials - Diffusion, Laplace spectrum and NMR

    Author : Matias Nordin; Chalmers tekniska högskola; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; perturbation; nmr; diffusion; laplace operator; spectrum; heterogeneous materials;

    Abstract : Relations to the effective diffusion constant and the relaxation rate of the time-dependent diffusion coefficient for porous systems are derived from the Laplace operator spectrum. The Padé approximation is then explained in terms of the Laplace operator spectrum. READ MORE

  4. 2. Local Influence Analysis and Cross-over Studies

    Author : Chengcheng Hao; Tatjana von Rosen; Dietrich von Rosen; Thomas Holgersson; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Delta-beta-based local influence; Explicit maximum likelihood estimate; Influential observation; Mixed linear model; Perturbation scheme; Statistical diagnostics; Statistics; statistik;

    Abstract : With a special reference to cross-over design models with random individual effects, the purpose of this dissertation is to develop new methodology to detect influential observations in the context of mixed linear models with explicit maximum likelihood estimators (MLEs).Case-weighted perturbation schemes within and between subjects in mixed models are constructed. READ MORE

  5. 3. Influence of Fiber Nonlinearity on the Capacity of Optical Channel Models

    Author : Kamran Keykhosravi; Chalmers tekniska högskola; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; nonlinearity mitigation; Fiber optics; information theory; channel capacity; perturbation; achievable rate;

    Abstract : The majority of today’s global Internet traffic is conveyed through optical fibers. The ever-increasing data demands has pushed the optical systems to evolve from using regenerators and direct-direction receivers to a coherent multi-wavelength network. READ MORE

  6. 4. Analytical Approximation of Contingent Claims

    Author : Karl Larsson; Claus Munk; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Option pricing; approximation; stochastic volatility; implied volatility; perturbation; Malliavin calculus; commodities; swaption; swap; HJM model;

    Abstract : This PhD thesis consists of three separate papers. The common theme is methods to calculate analytical approximations for prices of different contingent claims under various model assumptions. The first two papers deals with approximations of standard European options in stochastic volatility models. READ MORE

  7. 5. Explicit Influence Analysis in Crossover Models

    Author : Chengcheng Hao; Tatjana von Rosen; Dietrich von Rosen; Tapio Nummi; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; explicit maximum likelihood estimate; generalised mixed linear model; influential observation; perturbation scheme; statistical diagnostics; Statistics; statistik;

    Abstract : This dissertation develops influence diagnostics for crossover models. Mixed linear models and generalised mixed linear models are utilised to investigate continuous and count data from crossover studies, respectively. READ MORE