Essays about: "Crank-Nicolson"

Showing result 1 - 5 of 13 essays containing the word Crank-Nicolson.

1. 1. Numerical Simulations of Resonant Tunnelling Diodes

   University essay from KTH/Skolan för teknikvetenskap (SCI)

   Author : Love Sundström; Alexander Holmström Janeld; [2023]
   Keywords : Quantum mechanics; numerical methods; resonant tunnelling diode;

   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

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. Spatial Statistical Modelling of Insurance Claim Frequency

   University essay from Lunds universitet/Matematisk statistik

   Author : Daniel Faller; [2022]
   Keywords : Insurance risk; claim frequency; Markov chain Monte Carlo MCMC ; Riemann manifold Metropolis adjusted Langevin algorithm MMALA ; spatial statistics; Gaussian Markov random field GMRF ; preconditioned Crank Nicolson Langevin algorithm pCNL ; Gibbs sampling; Bayesian hierarchical modelling; high dimensional; shrinkage prior; horseshoe prior; regularisation.; Mathematics and Statistics;

   Abstract : 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

5. 4. Comparing Three Numerical Methods For Solving The 1D Time Dependent Schrödinger Equation

   University essay from KTH/Skolan för teknikvetenskap (SCI)

   Author : Atabak Fathe Jalali; Hugo Åkesson; [2021]
   Keywords : ;

   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

6. 5. Reconstruction of past European land cover from pollen data: using spatial statistics and Crank-Nicolson Monte Carlo

   University essay from Lunds universitet/Matematisk statistik

   Author : Lovisa Svensson; [2019]
   Keywords : Pollen data; compositional data; Dirichlet distribution; spatio-temporal reconstruction; Kronecker product; Gaussian Markov random field GMRF ; Markov Chain Monte Carlo MCMC ; Metropolis Hastings MH ; Metropolis adjusted Langevin algorithm MALA ; Mathematics and Statistics;

   Abstract : 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