Sökning: "Eigenvalue"

Visar resultat 16 - 20 av 72 uppsatser innehållade ordet Eigenvalue.

1. 16. Systems of linear nonautonomous differential equations - Instability and eigenvalues with negative real part

   Kandidat-uppsats, Lunds universitet/Matematik LTH; Lunds universitet/Matematik (naturvetenskapliga fakulteten)

   Författare :Jenny Riesbeck; [2020]
   Nyckelord :Mathematics and Statistics;

   Sammanfattning : For an autonomous system of linear differential equations we are able to determine stability and instability with classical criteria, by looking at the eigenvalues. If the system is stable, all the eigenvalues have negative real part and if the system is unstable, there exist at least one eigenvalue with positive real part. LÄS MER

3. 17. Asymptotics of beta-Hermite Ensembles

   Kandidat-uppsats, Linköpings universitet/Matematisk statistik; Linköpings universitet/Tekniska fakulteten

   Författare :Filip Berglund; [2020]
   Nyckelord :beta-Hermite ensembles; Gaussian ensembles; empirical distribution function; level density; largest eigenvalue; order statistic; Sturm sequence; Hermite polynomials; beta-Hermite ensemblerna; gaussiska ensemblerna; empiriska fördelningsfunktionen; nivåtäthet; största egenvärdet; ordningsstatiska; Sturmföljder; Hermitepolynom;

   Sammanfattning : In this thesis we present results about some eigenvalue statistics of the beta-Hermite ensembles, both in the classical cases corresponding to beta = 1, 2, 4, that is the Gaussian orthogonal ensemble (consisting of real symmetric matrices), the Gaussian unitary ensemble (consisting of complex Hermitian matrices) and the Gaussian symplectic ensembles (consisting of quaternionic self-dual matrices) respectively. We also look at the less explored general beta-Hermite ensembles (consisting of real tridiagonal symmetric matrices). LÄS MER

4. 18. A numerical investigation of Anderson localization in weakly interacting Bose gases

   Master-uppsats, KTH/Numerisk analys, NA

   Författare :Crystal Ugarte; [2020]
   Nyckelord :Applied mathematics; finite elements; eigenvalue solver; eigenvalue problem; Bose-Einstein Codensate; Finita elementmetoden; tillämpad matematik; Bose-Einstein kondensat; egenvärdesalgoritm; egenvärdesproblem;

   Sammanfattning : The ground state of a quantum system is the minimizer of the total energy of that system. The aim of this thesis is to present and numerically solve the Gross-Pitaevskii eigenvalue problem (GPE) as a physical model for the formation of ground states of dilute Bose gases at ultra-low temperatures in a disordered potential. LÄS MER

5. 19. Evaluation of methods for quantifying returns within the premium pension

   Master-uppsats, KTH/Matematisk statistik

   Författare :Emil Backman; David Petersson; [2020]
   Nyckelord :Pension; internal rate of return; applied mathematics; big matrix; numerical methods; large eigenvalue problem; finance; risk analysis; extreme value modeling; probability; stochastic modeling; Pension; intern ränta; tillämpad matematik; stora matrismetoder; numeriska metoder; stora egenvärdesproblem; finans; riskanalys; modellering av extrema värden; sannolikhet; stokastisk modellering;

   Sammanfattning : Pensionsmyndigheten's (the Swedish Pensions Agency) current calculation of the internal rate of return for 7.7 million premium pension savers is both time and resource consuming. LÄS MER

7. 20. Enhancing ESG-Risk Modelling - A study of the dependence structure of sustainable investing

   Master-uppsats, KTH/Matematisk statistik

   Författare :Edvin Berg; Karl Wilhelm Lange; [2020]
   Nyckelord :ESG; Sustainable Investing; Dependency Structure; Correlation; Risk; Random Matrix Theory; Eigenvalue; Eigenvalue Decomposition; Minimum Variance Portfolio; ESG; Hållbar Investering; Beroendestruktur; Korrelation; Stokastisk Matristeori; Egenvärden; Egenvärdes Dekomposition; Minimal Variansportfölj;

   Sammanfattning : The interest in sustainable investing has increased significantly during recent years. Asset managers and institutional investors are urged to invest more sustainable from their stakeholders, reducing their investment universe. LÄS MER