Search for dissertations about: "perturbation"

Showing result 16 - 20 of 434 swedish dissertations containing the word perturbation.

  2. 16. 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

  4. 17. Monomial Dynamical Systems in the Fields of p-adic Numbers and Their Finite Extensions

    Author : Marcus Nilsson; Andrei Khrennikov; Bertin Diarra; Växjö universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; p-adic numbers; discrete dynamical systems; number of cycles; perturbation; roots of unity; Möbius inversion; distribution of prime numbers; MATHEMATICS; MATEMATIK; Mathematics; Matematik;

    Abstract : .... READ MORE

  5. 18. Asymptotic analysis of solutions to elliptic and parabolic problems

    Author : Peter Rand; Vladimir Kozlov; Mikael Langer; Vitali Liskevich; Linköpings universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Asymptotic behaviour; The Emden-Fowler equation; Parabolic system; Spectral splitting; Cylinder; Perturbation; MATHEMATICS; MATEMATIK;

    Abstract : In the thesis we consider two types of problems. In Paper 1, we studysmall solutions to a time-independent nonlinear elliptic partial differential equation of Emden-Fowler type in a semi-infnite cylinder. The asymptotic behaviour of these solutions at infnity is determined. First, the equation under the Neumann boundary condition is studied. READ MORE

  6. 19. Perturbation-based Control of Industrial Fed-batch Bioprocesses

    Author : Ola Johnsson; Institutionen för reglerteknik; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; perturbation-based control; process control; fed-batch control; industrial bioprocesses;

    Abstract : The topic of this thesis is bioprocess control, more specifically control of industrial-scale microbial fed-batch bioprocesses. Its focus is therefore on methods which are easy to implement in an industrial setting, which gives certain limitations on sensors, actuators and control systems. READ MORE

  7. 20. Resonant magnetic perturbation effect on the tearing mode dynamics : Novel measurements and modeling of magnetic fluctuation induced momentum transport in the reversed-field pinch

    Author : Richard Fridström; Per Brunsell; Lorenzo Frassinetti; Tommaso Bolzonella; KTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; RFP; reversed-field pinch; tokamak; tearing mode; RMP; fusion; plasma; resonant magnetic perturbation; stochastic; magnetic; field; viscosity; mode; locking; Electrical Engineering; Elektro- och systemteknik;

    Abstract : The tearing mode (TM) is a resistive instability that can arise in magnetically confined plasmas. The TM can be driven unstable by the gradient of the plasma current. When the mode grows it destroys the magnetic field symmetry and reconnects the magnetic field in the form of a so-called magnetic island. READ MORE