Sökning: "Numerical Quadrature"

Visar resultat 1 - 5 av 8 uppsatser innehållade orden Numerical Quadrature.

  1. 1. Implementation and study of boundary integral operators related to PDE:s in the plane

    Master-uppsats, Lunds universitet/Matematik LTH

    Författare :Erik Andersson; [2023]
    Nyckelord :Boundary integral equation; Singular integral operator; Product integration; Close evaluation; Numerical integration; MATLAB; Mathematics and Statistics;

    Sammanfattning : The method of solving boundary value problems of partial differential equations numerically by first reformulating the problem as a boundary integral equation has many advantages over other methods, but also some unique difficulties. Some of these difficulties stem from problems in evaluating singular or nearly singular integral operators, and solving these difficulties is an active field of research. LÄS MER

  3. 2. The K-distribution method for calculating thermal infrared radiative transfer in the atmosphere : A two-stage numerical procedure based on Gauss-Legendre quadrature

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för fysik och elektroteknik (IFE)

    Författare :Karl Nerman; [2022]
    Nyckelord :The K-distribution method; thermal infrared radiative transfer; Gauss-Legendre quadrature; numerical integration; MATLAB;

    Sammanfattning : The K-distribution method is a fast approximative method used for calculating thermal infrared radiative transfer in the atmosphere, as opposed to the traditional Line-by-line method, which is precise, but very time-costly. Here we consider the atmosphere to consist of homogeneous and plane-parallel layers in local thermal equilibrium. LÄS MER

  4. 3. Deterministic Quadrature Formulae for the Black–Scholes Model

    Kandidat-uppsats, Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Författare :Sajedeh Saadat; Timo Kudljakov; [2021]
    Nyckelord :Deterministic quadrature formulae; Stochastic differential equation; Black--Scholes model; Discretization method.;

    Sammanfattning : There exist many numerical methods for numerical solutions of the systems of stochastic differential equations. We choose the method of deterministic quadrature formulae proposed by Müller–Gronbach, and Yaroslavtseva in 2016. The idea is to apply a simplified version of the cubature in Wiener space. LÄS MER

  5. 4. Monte Carlo Integration: A Comparison to Numerical Quadrature

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

    Författare :Mirjam Karlsson-Müller; [2021]
    Nyckelord :Monte Carlo Methods; Approximation of Integrals; Numerical Quadrature; Curse of Dimensionality; Integrals; Monte Carlo; Mathematics and Statistics;

    Sammanfattning : Integrals are present everywhere in science, and their computation an emphasis in education. When methods of exact computation fail, a great variety of methods of approximation can step in. This project is interested in the Monte Carlo integration methods, an approach, where the integral is approximated based on the Law of Large Numbers. LÄS MER

  7. 5. Quadrature-based Methods for Sylvester Equations

    Kandidat-uppsats, KTH/Skolan för teknikvetenskap (SCI)

    Författare :Josephine Thuvander; [2018]
    Nyckelord :;

    Sammanfattning : The aim of this thesis is to investigate properties of quadrature-based methods to approximate a solution to the Sylvester equation AX + XBT = C. The Sylvester equation models large systems, hence the need for efficient numerical methods. LÄS MER