Essays about: "Euler approximation"

Showing result 6 - 10 of 13 essays containing the words Euler approximation.

  1. 6. CIR Modeling of Interest Rates

    University essay from Linnéuniversitetet/Institutionen för matematik (MA)

    Author : ZAN MIAO; [2018]
    Keywords : ;

    Abstract : Short-term interest rate models within one-year financing maturity are considered. In this thesis, we mainly study two short-term interest rate models, the Cox-Ingersoll-Ross model (CIR model) and the Vasicek model. The CIR model is evaluated by numerical simulations based on applying the Euler approximation method and an exact algorithm. READ MORE

  3. 7. A Simulation of the Millau Viaduct

    University essay from KTH/Mekanik

    Author : Cathrina Bergsjö; Marcus Pettersson; [2016]
    Keywords : ;

    Abstract : Cable-stayed bridges have become very popular over the last ve decades due totheir aesthetic appeal, structural eciency, the limited amount of material usageand nancial benets. The rapid increase of new techniques creating longer spans,slender decks and more spectacular design has given rise to a major concern ofthe dynamic behavior of cable-stayed bridges. READ MORE

  4. 8. A Turing model for pattern generation on Lady beetles

    University essay from Lunds universitet/Matematik LTH

    Author : Erik Grandelius; [2016]
    Keywords : Turing model; reaction diffusion equation; Galerkin method; splitting scheme; Mathematics and Statistics;

    Abstract : A Turing model for pattern generation on Lady beetles is considered. This motivates the construction of numerical algorithms for solving reaction-diffusion equations on the sphere. By applying a Galerkin approximation in space, and the implicit Euler method for timestepping, the equation is fully discretized. READ MORE

  5. 9. Assessment of numerical integration schemes and boundary conditions for Lagrangian tracking of marine debris

    University essay from Lunds universitet/Matematik LTH

    Author : Joel Kronborg; [2016]
    Keywords : Lagrangian tracking; PARCELS; Runge-Kutta; time stepping; boundary conditions; Mathematics and Statistics;

    Abstract : A growing environmental issue today is the amount plastic pollution in the ocean. To investigate how it might affect marine life, an important aspect is to study how plastics are transported by ocean currents and where it ends up. This can be done by use of Lagrangian simulation of plastic particles in computer ocean models. READ MORE

  6. 10. Modeling Sound Propagation from Wind Turbines using Linearized 3D Euler Equations

    University essay from Uppsala universitet/Avdelningen för beräkningsvetenskap

    Author : Ylva Rydin; [2016]
    Keywords : ;

    Abstract : In this report sound propagation from wind turbines is modeled using the 3D linearized Euler equations which allows varying atmospheric fields containing wind. The Euler Equations are linearized and a stable high order finite difference approximation of the equations in 1D and 3D is obtained. READ MORE