Essays about: "jacobi"

Showing result 1 - 5 of 32 essays containing the word jacobi.

  1. 1. Randomized Diagonal Estimation

    University essay from KTH/Matematik (Avd.)

    Author : Niclas Joshua Popp; [2023]
    Keywords : Diagonal estimation; randomized numerical linear algebra; low-rank approximation; matrix functions; Diagonalestimering; randomiserad numerisk linjär algebra; lågrankad approximation; matrisfunktioner;

    Abstract : Implicit diagonal estimation is a long-standing problem that is concerned with approximating the diagonal of a matrix that can only be accessed through matrix-vector products. It is of interest in various fields of application, such as network science, material science and machine learning. READ MORE

  3. 2. Merton's Portfolio Problem under Jourdain--Sbai Model

    University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

    Author : Sajedeh Saadat; [2023]
    Keywords : Merton’s Optimal Investment-Consumption Problem; Dynamic Programming; Hamilton-Jacobi-Bellman equation; Stochastic Volatility Model; Finite-difference method; Crank-Nicolson.;

    Abstract : 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

  4. 3. Merton's Portfolio Problem under Grezelak-Oosterlee-Van Veeren Model

    University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

    Author : Tara Romsäter; [2023]
    Keywords : Merton s Optimal Investment-Consumption Problem; Dynamic Programming; Hamilton-Jacobi-Bellman equation; Stochastic Volatility Model.;

    Abstract : Merton’s Optimal Investment-Consumption Problem is a classic optimization problem in finance. It aims to find the optimal controls for a portfolio with both risky and risk-less assets, inorder to maximize an investor’s utility function. READ MORE

  5. 4. Vectorization of the Jacobi method with single- and multiple right-hand sides

    University essay from Lunds universitet/Matematikcentrum; Lunds universitet/Matematik (naturvetenskapliga fakulteten)

    Author : Patrik Paaso; [2022]
    Keywords : C ; Vectorization; SIMD; DUNE; VCL; Vc; Jacobi method; Jacobi iteration; discrete Poisson s equation; Stationary iterative methods; Computational science; Optimization; Numerical analysis; Mathematics and Statistics;

    Abstract : Vectorization has been an important consideration for scientific com- puting performance for a long time. Early super computers were designed around vectorization, the so called ”vector computers”, but recent trends point toward favouring other computer architectures, and vector comput- ers are much more rare than they used to be. READ MORE

  6. 5. The Asylum Policy Problem of the EU after the Refugee Crisis 2015/16 : A theory-constituting case study

    University essay from Linnéuniversitetet/Institutionen för statsvetenskap (ST)

    Author : Pia Jacobi; [2021]
    Keywords : ;

    Abstract : .... READ MORE