Дисертації з теми "Numerical and computational mathematics"
Оформте джерело за APA, MLA, Chicago, Harvard та іншими стилями
Ознайомтеся з топ-50 дисертацій для дослідження на тему "Numerical and computational mathematics".
Біля кожної праці в переліку літератури доступна кнопка «Додати до бібліографії». Скористайтеся нею – і ми автоматично оформимо бібліографічне посилання на обрану працю в потрібному вам стилі цитування: APA, MLA, «Гарвард», «Чикаго», «Ванкувер» тощо.
Також ви можете завантажити повний текст наукової публікації у форматі «.pdf» та прочитати онлайн анотацію до роботи, якщо відповідні параметри наявні в метаданих.
Переглядайте дисертації для різних дисциплін та оформлюйте правильно вашу бібліографію.
Baer, Lawrence H. "Numerical aspects of computational geometry." Thesis, McGill University, 1992. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=22507.
Повний текст джерелаDjambazov, Georgi Stefanov. "Numerical techniques for computational aeroacoustics." Thesis, University of Greenwich, 1998. http://gala.gre.ac.uk/6149/.
Повний текст джерелаKuster, Christopher M. "Fast Numerical Methods for Evolving Interfaces." NCSU, 2006. http://www.lib.ncsu.edu/theses/available/etd-04262006-083221/.
Повний текст джерелаLindgren, Jonas. "Numerical modelling of district heating networks." Thesis, Umeå universitet, Institutionen för fysik, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-143896.
Повний текст джерелаEngblom, Stefan. "Numerical methods for the chemical master equation." Licentiate thesis, Uppsala : Univ. : Dept. of Information Technology, Univ, 2006. http://www.it.uu.se/research/publications/lic/2006-007/2006-007.pdf.
Повний текст джерелаEliasson, Bengt. "Numerical simulation of kinetic effects in ionospheric plasma." Licentiate thesis, Uppsala : Dept. of Information Technology, Univ, 2001. http://www.it.uu.se/research/reports/lic/2001-004/2001-004-nc.pdf.
Повний текст джерелаMitrouli, Marilena Th. "Numerical issues and computational problems in algebraic control theory." Thesis, City University London, 1991. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.280573.
Повний текст джерелаKormann, Katharina. "Numerical methods for quantum molecular dynamics." Licentiate thesis, Uppsala : Department of Information Technology, Uppsala University, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-108366.
Повний текст джерелаBastounis, Alexander James. "On fundamental computational barriers in the mathematics of information." Thesis, University of Cambridge, 2018. https://www.repository.cam.ac.uk/handle/1810/279086.
Повний текст джерелаBerglund, André. "Numerical Simulations of Linear Stochastic Oscillators : driven by Wiener and Poisson processes." Thesis, Umeå universitet, Institutionen för matematik och matematisk statistik, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-134800.
Повний текст джерелаDen huvudsakliga komponenten av uppsatsen är en numerisk analys av stokastiska differentialekvationer drivna av Wiener- och Poisson-processer. För att göra det så fokuserar vi på två modellproblem, den geometriska Brownska rörelsen samt den linjära stokastiska oscillatorn, studerade i litteratur för stokastiska differentialekvationer som bara drivs av en Wiener-process.Den här uppsatsen täcker teoretiska samt numeriska undersökningar av hopp - eller mer specifikt, Poisson - processer och hur de påverkar de ovan nämnda modellproblemen.
Lindholm, Love. "Numerical methods for the calibration problem in finance and mean field game equations." Doctoral thesis, KTH, Numerisk analys, NA, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-214082.
Повний текст джерелаDen här avhandlingen innehåller fyra artiklar och en introduktion. De första fyra av de inkluderade artiklarna är relaterade till finansmatematik och den femte artikeln studerar ett fall av medelfältsekvationer. Introduktionen ger bakgrund i finansmatematik som har relevans för de fyra första artiklarna och en introduktion till medelfältsekvationer relaterad till den femte artikeln. I Artikel I använder vi teori från optimal styrning för att kalibrera den så kallade lokala volatilitetsprocessen givet marknadsdata för optionspriser. Optimalitetsvillkor ges i det här fallet av lösningen till ett Hamiltonskt system av differentialekvationer. Vi regulariserar problemet genom att släta ut systemets Hamiltonian och vi löser den resulterande ekvationen med en trust region Newtonmetod. Den resulterande algoritmen är både noggrann och robust i att lösa kalibreringsproblemet. I Artikel II löser vi kalibreringsproblemet för lokal volatilitet med en teknik som är besläktad med - men också skiljer sig från - det Hamiltonska ramverket i Artikel I. Vi formulerar optimeringsproblemet med en Lagrangemultiplikator och använder en Tikhonovregularisering direkt på den parameter vi försöker uppskatta. De resulterande ekvationerna löses med samma trust region Newtonmetod som i Artikel II. Även i detta fall erhåller vi en noggrann och robust algoritm för kalibreringsproblemet. Artikel III formulerar problemet att kalibrera en lokal volatilitet till optionspriser på att sätt som skiljer sig helt från vad som görs i de två första artiklarna. Vi utnyttjar linjäriteten hos Dupires ekvation som ger optionspriserna och kan skriva optimieringsproblemet som ett kvadratiskt programmeringsproblem. Vi illusterar genom ett numeriskt exempel att metoden kan användas för att hitta en lokal volatilitet som ger en bra anpassning av modellpriser till observerade marknadspriser på optioner. Artikel IV behandlar hedgingproblemet i finans. Vi undersöker om så kallad kvadratiska hedgingstrategier formulerade för en stokastisk volatilitetsmodell kan generera mindre hedgingfel än vad som erhålls med hedging i den standardmässiga Black-Scholes modellen. Vi tillämpar således teorin för kvadratisk hedging så väl som hedging med Black-Scholes modell på observerade priser för optioner skrivna på ett aktieindex, och beräknar de empiriska felen i båda fallen. Våra resultat indikerar att mindre fel kan erhållas med kvadratisk hedging med de använda modellerna än med hedging genom Black-Scholes modell. Artikel V beskriver en modell av en elmarknad som består av hushåll som försöker minimera sin elkostnad genom dynamisk batterianvändning. Vi antar att prisprocessen för el beror på den aggregerade momentana elkonsumtionen. Med detta antagande kommer kostnadsminimeringen för varje hushåll att styras av ett system av medelfältsekvationer. Vi ger också ett existens- och entydighetsresultat för dessa medelfältsekvationer. Ekvationerna regulariseras och de approximerade ekvationerna löses numeriskt. Vi illustrerar hur batterianvändningen påverkar elpriset.
QC 20170911
Mendoza-Smith, Rodrigo. "Numerical algorithms for the mathematics of information." Thesis, University of Oxford, 2017. http://ora.ox.ac.uk/objects/uuid:451a418b-eca0-454f-8b54-7b6476056969.
Повний текст джерелаShaw, Jeremy A. "Computational Algorithms for Improved Representation of the Model Error Covariance in Weak-Constraint 4D-Var." PDXScholar, 2017. https://pdxscholar.library.pdx.edu/open_access_etds/3473.
Повний текст джерелаKronbichler, Martin. "Numerical methods for the Navier-Stokes equations applied to turbulent flow and to multi-phase flow /." Licentiate thesis, Uppsala : Uppsala University, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-110246.
Повний текст джерелаElago, David. "Robust computational methods for two-parameter singular perturbation problems." Thesis, University of the Western Cape, 2010. http://etd.uwc.ac.za/index.php?module=etd&action=viewtitle&id=gen8Srv25Nme4_1693_1308039217.
Повний текст джерелаThis thesis is concerned with singularly perturbed two-parameter problems. We study a tted nite difference method as applied on two different meshes namely a piecewise mesh (of Shishkin type) and a graded mesh (of Bakhvalov type) as well as a tted operator nite di erence method. We notice that results on Bakhvalov mesh are better than those on Shishkin mesh. However, piecewise uniform meshes provide a simpler platform for analysis and computations. Fitted operator methods are even simpler in these regards due to the ease of operating on uniform meshes. Richardson extrapolation is applied on one of the tted mesh nite di erence method (those based on Shishkin mesh) as well as on the tted operator nite di erence method in order to improve the accuracy and/or the order of convergence. This is our main contribution to this eld and in fact we have achieved very good results after extrapolation on the tted operator finitete difference method. Extensive numerical computations are carried out on to confirm the theoretical results.
Setta, Mario. "Multiscale numerical approximation of morphology formation in ternary mixtures with evaporation : Discrete and continuum models for high-performance computing." Thesis, Karlstads universitet, Institutionen för matematik och datavetenskap (from 2013), 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:kau:diva-85036.
Повний текст джерелаLundgren, Lukas. "Efficient numerical methods for the shallow water equations." Thesis, Uppsala universitet, Avdelningen för beräkningsvetenskap, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-354689.
Повний текст джерелаQirezi, Fatmir. "Discrete schemes for thermoviscoelasticity with thermorheologically-simple nonlinear coupling." Thesis, Brunel University, 2014. http://bura.brunel.ac.uk/handle/2438/13456.
Повний текст джерелаZerroukat, Mohamed. "Numerical computation of moving boundary phenomena." Thesis, University of Glasgow, 1993. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.285256.
Повний текст джерелаBroni-Mensah, Edwin. "Numerical solutions of weather derivatives and other incomplete market problems." Thesis, University of Manchester, 2012. https://www.research.manchester.ac.uk/portal/en/theses/numerical-solutions-of-weather-derivatives-and-other-incomplete-market-problems(26fdd9c6-c5dd-4fea-87fe-11537c353ee7).html.
Повний текст джерелаEriksson, Gustav. "A Numerical Solution to the Incompressible Navier-Stokes Equations." Thesis, Uppsala universitet, Avdelningen för beräkningsvetenskap, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-387386.
Повний текст джерелаTaylor, Simon. "Design environment and anisotropic adaptive meshing in computational magnetics." Thesis, University of Southampton, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.301211.
Повний текст джерелаWik, Niklas, David Niemelä, and Zethrin Valter Wagner. "Numerical simulations of the Dynamic Beam Equation in discontinuous media." Thesis, Uppsala universitet, Avdelningen för beräkningsvetenskap, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-416818.
Повний текст джерелаYu, Yang. "A Numerical Approach for Interfacial Motion and its Application to viscous effects in the Benjamin-Feir instability." The Ohio State University, 2009. http://rave.ohiolink.edu/etdc/view?acc_num=osu1252600763.
Повний текст джерелаSjöberg, Paul. "Numerical solution of the Fokker–Planck approximation of the chemical master equation." Licentiate thesis, Uppsala universitet, Avdelningen för teknisk databehandling, 2005. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-86354.
Повний текст джерелаLeonard, Katherine H. L. "Mathematical and computational modelling of tissue engineered bone in a hydrostatic bioreactor." Thesis, University of Oxford, 2014. http://ora.ox.ac.uk/objects/uuid:05845740-1a74-4e19-95ea-6b5229d1af27.
Повний текст джерелаHellander, Andreas. "Numerical simulation of well stirred biochemical reaction networks governed by the master equation." Licentiate thesis, Uppsala universitet, Avdelningen för teknisk databehandling, 2008. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-85856.
Повний текст джерелаMachado, Tavares Rodrigo. "The use of numerical optimisation techniques in computational fire engineering models : a study through evacuation modelling analyses." Thesis, University of Greenwich, 2011. http://gala.gre.ac.uk/7659/.
Повний текст джерелаNorton, Richard. "Numerical computation of band gaps in photonic crystal fibres." Thesis, University of Bath, 2008. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.501623.
Повний текст джерелаSidahmed, Abdelmgid Osman Mohammed. "Mesh free methods for differential models in financial mathematics." Thesis, University of the Western Cape, 2011. http://etd.uwc.ac.za/index.php?module=etd&action=viewtitle&id=gen8Srv25Nme4_3917_1319185202.
Повний текст джерелаMautner, Karin. "Numerical treatment of the Black-Scholes variational inequality in computational finance." Doctoral thesis, Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2007. http://dx.doi.org/10.18452/15595.
Повний текст джерелаAmong the central concerns in mathematical finance is the evaluation of American options. An American option gives the holder the right but not the obligation to buy or sell a certain financial asset within a certain time-frame, for a certain strike price. The valuation of American options is formulated as an optimal stopping problem. If the stock price is modelled by a geometric Brownian motion, the value of an American option is given by a deterministic parabolic free boundary value problem (FBVP) or equivalently a non-symmetric variational inequality (VI) on weighted Sobolev spaces on R. To apply standard numerical methods, the unbounded domain R is truncated to a bounded one. Applying the Fourier transform to the FBVP yields an integral representation of the solution including the free boundary explicitely. This integral representation allows to prove explicit truncation errors. Since the VI is formulated within the framework of weighted Sobolev spaces, we establish a weighted Poincare inequality with explicit determined constants. The truncation error estimate and the weighted Poncare inequality enable a reliable a posteriori error estimate between the exact solution of the VI and the semi-discrete solution of the penalised problem on R. A sufficient regular solution provides the convergence of the solution of the penalised problem to the solution of the VI. An a priori error estimate for the error between the exact solution of the VI and the semi-discrete solution of the penalised problem concludes the numerical analysis. The established a posteriori error estimates motivates an algorithm for adaptive mesh refinement. Numerical experiments show the improved convergence of the adaptive algorithm compared to uniform mesh refinement. The reliable a posteriori error estimate including explicit truncation errors allows to determine a truncation point such that the total error (discretisation and truncation error) is below a given error tolerance.
Al-Awadi, Huda. "Efficient numerical computation of the dynamics of a spherical bubble." Thesis, University of Brighton, 2001. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.341282.
Повний текст джерелаAvrutin, Viktor [Verfasser]. "Bifurcation structures within robust chaos: computational aspects, numerical investigation and analytical explanation / Viktor Avrutin." Aachen : Shaker, 2011. http://d-nb.info/1075437423/34.
Повний текст джерелаFosso-Tande, Jacob. "A Computational Chemistry Study of Spin Traps." Digital Commons @ East Tennessee State University, 2007. https://dc.etsu.edu/etd/2127.
Повний текст джерелаChen, Weitao. "Fast Sweeping Methods for Steady State Hyperbolic Conservation Problems and Numerical Applications for Shape Optimization and Computational Cell Biology." The Ohio State University, 2013. http://rave.ohiolink.edu/etdc/view?acc_num=osu1366279632.
Повний текст джерелаNyqvist, Robert. "Algebraic Dynamical Systems, Analytical Results and Numerical Simulations." Doctoral thesis, Växjö : Växjö University Press, 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:vxu:diva-1142.
Повний текст джерелаReis, Francisco das Chagas Azevedo dos. "Mathematical and computational modeling of contamination of aquifers with the use of numerical methods without mesh." Universidade Federal do CearÃ, 2014. http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=13670.
Повний текст джерелаIn many problems of nature and a huge diversity of knowledge areas , there is a real need we model existing phenomena . Sciences like Mathematics , Physics , Chemistry, Biology , Economics and in Engineering , in general , is common among the researchers , the use of models and simulations , whi ch almost always involve fees , principles and laws , governed by Differential Equations . Problems involving fluid motion , intensity of electric current , heat propagation , population growth , among many others , are classic examples of applications of models g overned by Differential Equations , which can be differentiated as to type in Ordinary Differential Equations (ODE ) and Partial Differential Equations ( PDE). In the first , the function to be determined depends on a single variable, while in the second , the dependence of two or more independent variables occurs . Happens is that in a wide variety of problems of nature , the equations do not have well - behaved, analytic and thus solutions , it is necessary the knowledge of numerical methods such as Finite Differen ces , Finite Elements , Boundary Elements , among others, which require the discretization of the domain and therefore the creation of a mesh ( M ESH), with interactive formulas for estimating a solution and minimize the error of approximation . In this sense , t he purpose of this work is to use a very efficient and independent of mesh numerical method , called method without mesh ( MESHLESS), but specifically the method of Kansas , which makes use of Radial Basis Function ( Radial Basis Functions - RBF ) or radial sym metry , the distance between central point of the domain of the function and a generic point of the domain. The interpolating radial basis function also depends on a shape parameter " c" to be found . But the overriding question is how to determine a shape pa rameter " c" great, we can provide a consistent solution , reducing waste and therefore the existing error ? For both , modeled itself a problem of contamination of the aquifer by making use of the diffusion equation , comparing the results of its analytical so lution with the numerical solution obtained by numerical method without mesh and parameter simulated shape and optimized by SCILAB platform (version 5. 4 . 1 )
Payne, Karl A. "Mathematical and Numerical Modeling of Hybrid Adsorption and Biological Treatment Systems for Enhanced Nitrogen Removal." Scholar Commons, 2018. https://scholarcommons.usf.edu/etd/7702.
Повний текст джерелаGiere, Swetlana [Verfasser]. "Numerical and Analytical Aspects of POD-Based Reduced-Order Modeling in Computational Fluid Dynamics / Swetlana Giere." Berlin : Freie Universität Berlin, 2016. http://d-nb.info/1119151341/34.
Повний текст джерелаArthurs, Christopher J. "Efficient simulation of cardiac electrical propagation using adaptive high-order finite elements." Thesis, University of Oxford, 2013. http://ora.ox.ac.uk/objects/uuid:ad31f06f-c4ed-4c48-b978-1ef3b12fe7a1.
Повний текст джерелаStary, Tomas. "Mathematical and computational study of Markovian models of ion channels in cardiac excitation." Thesis, University of Exeter, 2016. http://hdl.handle.net/10871/24166.
Повний текст джерелаSaha, Suvash C. "Natural convection adjacent to an inclined flat plate and in an attic space under various thermal forcing conditions." Thesis, School of Engineering and Physical Sciences, 2009. https://eprints.qut.edu.au/44171/1/Master_phd.pdf.
Повний текст джерелаMechaik, Mehdi Mohamad. "Novel Theoretical And Numerical Methods For The Computation Of Electromagnetic Fields Due To Current Sources." Diss., The University of Arizona, 1994. http://hdl.handle.net/10150/186619.
Повний текст джерелаHohn, Jennifer Lynn. "Generalized Probabilistic Bowling Distributions." TopSCHOLAR®, 2009. http://digitalcommons.wku.edu/theses/82.
Повний текст джерелаPRUETT, CHARLES DAVID. "NUMERICAL SIMULATION OF NONLINEAR WAVES IN FREE SHEAR LAYERS (MIXING, COMPUTATIONAL, FLUID DYNAMICS, HYDRODYNAMIC STABILITY, SPATIAL, FLUID FLOW MODEL)." Diss., The University of Arizona, 1986. http://hdl.handle.net/10150/183869.
Повний текст джерелаHellman, Fredrik. "Numerical Methods for Darcy Flow Problems with Rough and Uncertain Data." Doctoral thesis, Uppsala universitet, Avdelningen för beräkningsvetenskap, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-318589.
Повний текст джерелаMyers, Jeremy. "Computational Fluid Dynamics in a Terminal Alveolated Bronchiole Duct with Expanding Walls: Proof-of-Concept in OpenFOAM." VCU Scholars Compass, 2017. http://scholarscompass.vcu.edu/etd/5011.
Повний текст джерелаBujok, Karolina Edyta. "Numerical solutions to a class of stochastic partial differential equations arising in finance." Thesis, University of Oxford, 2013. http://ora.ox.ac.uk/objects/uuid:d2e76713-607b-4f26-977a-ac4df56d54f2.
Повний текст джерелаSkjerven, Brian M. "A parallel implementation of an agent-based brain tumor model." Link to electronic thesis, 2007. http://www.wpi.edu/Pubs/ETD/Available/etd-060507-172337/.
Повний текст джерелаKeywords: Visualization; Numerical analysis; Computational biology; Scientific computation; High-performance computing. Includes bibliographical references (p.19).
Barnes, Gary James. "Computational modelling for type-II superconductivity and the investigation of high temperature superconducting electrical machines." Thesis, University of Oxford, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.365887.
Повний текст джерела