Essays about: "Crank-Nicolson"
Showing result 1 - 5 of 13 essays containing the word Crank-Nicolson.
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1. Numerical Simulations of Resonant Tunnelling Diodes
University essay from KTH/Skolan för teknikvetenskap (SCI)Abstract : In this thesis, four different numerical techniques are implemented for the purpose of simulating resonant tunnelling diodes (RTDs). The chosen methods were: piecewise constant transfer matrix (TMM-C), piecewise linear transfer matrix (TMM-L), quantum transmitting boundary method (QTBM), and the Crank-Nicolson method (CN). READ MORE
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2. Merton's Portfolio Problem under Jourdain--Sbai Model
University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikationAbstract : Portfolio selection has always been a fundamental challenge in the field of finance and captured the attention of researchers in the financial area. Merton's portfolio problem is an optimization problem in finance and aims to maximize an investor's portfolio. READ MORE
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3. Spatial Statistical Modelling of Insurance Claim Frequency
University essay from Lunds universitet/Matematisk statistikAbstract : In this thesis a fully Bayesian hierarchical model that estimates the number of aggregated insurance claims per year for non-life insurances is constructed using Markov chain Monte Carlo based inference with Riemannian Langevin diffusion. Some versions of the model incorporate a spatial effect, viewed as the relative spatial insurance risk that originates from a policyholder's geographical location and where the relative spatial insurance risk is modelled as a continuous spatial field. READ MORE
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4. Comparing Three Numerical Methods For Solving The 1D Time Dependent Schrödinger Equation
University essay from KTH/Skolan för teknikvetenskap (SCI)Abstract : The purpose of this thesis is to implement three numerical methods for solving and examining the time-dependent Schrödinger equation (TDSE) of the analytically solved quantum harmonic oscillator (QHO) and the, to our knowledge, analytically unsolved double well potential (DW), and to compare the numerical solutions. These methods are the Crank-Nicolson method and two split operator methods of different orders. READ MORE
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5. Reconstruction of past European land cover from pollen data: using spatial statistics and Crank-Nicolson Monte Carlo
University essay from Lunds universitet/Matematisk statistikAbstract : Given a pollen data set from Europe over a time period, the aim is to reconstruct the past land cover by interpolating from the pollen data values to a continuous map. The data is on compositional form with three vegetation categories; coniferous forest, broadleaved forest and open land. READ MORE