Search for dissertations about: "stochastic differential equations"
Showing result 16 - 20 of 88 swedish dissertations containing the words stochastic differential equations.
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16. Coarse Graining Monte Carlo Methods for Wireless Channels and Stochastic Differential Equations
Abstract : This thesis consists of two papers considering different aspects of stochastic process modelling and the minimisation of computational cost. In the first paper, we analyse statistical signal properties and develop a Gaussian pro- cess model for scenarios with a moving receiver in a scattering environment, as in Clarke’s model, with the generalisation that noise is introduced through scatterers randomly flip- ping on and off as a function of time. READ MORE
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17. Identification and Estimation for Models Described by Differential-Algebraic Equations
Abstract : Differential-algebraic equations (DAEs) form the natural way in which models of physical systems are delivered from an object-oriented modeling tool like Modelica. Differential-algebraic equations are also known as descriptor systems, singular systems, and implicit systems. READ MORE
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18. On weak and strong convergence of numerical approximations of stochastic partial differential equations
Abstract : This thesis is concerned with numerical approximation of linear stochastic partial differential equations driven by additive noise. In the first part, we develop a framework for the analysis of weak convergence and within this framework we analyze the stochastic heat equation, the stochastic wave equation, and the linearized stochastic Cahn-Hilliard, or the linearized Cahn-Hilliard-Cook equation. READ MORE
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19. A contribution to population dynamics in space
Abstract : Population models are very often used and considered useful in the policy-making process and for planning purposes. In this research I have tried to illuminate the problem of analysing population evolution in space by using three models which cover a wide spectrum of complementary methodologies:a The Hotell. READ MORE
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20. Contributions to nonlinear mixed-effects modeling
Abstract : The topic of this thesis is nonlinear mixed-effects models. A nonlinear mixed-effects model is a hierarchical regression model used to analyze measurements from several individuals simultaneously, which allows sharing of information between similar individuals. READ MORE