Essays about: "Finite difference method"

Showing result 21 - 25 of 137 essays containing the words Finite difference method.

  1. 21. Differential Deep Learning for Pricing Exotic Financial Derivatives

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Erik Alexander Aslaksen Jonasson; [2021]
    Keywords : Deep Learning; Exotic Derivatives; Differential Machine Learning;

    Abstract : Calculating the value of a financial derivative is a central problem in quantitative finance. For many exotic derivatives there are no closed-form solutions for present values, instead, computationally expensive Monte Carlo methods are used for valuation. READ MORE

  3. 22. GPU-Accelerated Monte Carlo Geometry Processing for Gradient-Domain Methods

    University essay from Linköpings universitet/Medie- och Informationsteknik; Linköpings universitet/Tekniska fakulteten

    Author : Linus Mossberg; [2021]
    Keywords : Monte Carlo; geometry processing; partial differential equations; Poisson equation; seamless image editing; distance field; importance sampling; random walk on spheres;

    Abstract : This thesis extends the utility of the Monte Carlo approach to PDE-based methods presented in the paper Monte Carlo Geometry Processing. In particular, we implement this method on the GPU using CUDA, and investigate more viable methods of estimating the source integral when solving Poisson’s equation with intricate source terms. READ MORE

  4. 23. Infrared Curing of Glass Fiber Composite Tube : Optimization of the curing cycle

    University essay from Karlstads universitet/Avdelningen för maskin- och materialteknik

    Author : Rasmus Fredheim; [2021]
    Keywords : ;

    Abstract : This thesis has investigated the possibility of optimizing curing time by changing the energy source from a conventional oven to infrared radiation (IR) and if it is possible to achieve similar results as the company's current production of glass fiber composite tubes.   Many different parameters (time, temperature, heating rate, and rotation speed) might influence a cured composite tube's properties. READ MORE

  5. 24. A speech therapy support tool based on spectral density adjustment

    University essay from Lunds universitet/Matematisk statistik

    Author : Erik Stålberg; Artur Lidström; [2021]
    Keywords : speech therapy; spectral estimation; fundamental frequency estimation; FIR filter design; Mathematics and Statistics; Medicine and Health Sciences;

    Abstract : The purpose of this work is to expand the toolbox of speech language pathologists and give them the ability to redesign a patient’s voice to a healthier sounding one, thereby giving the patient a target voice to strive towards. A modified voice is generated by applying a finite impulse response (FIR) filter, altering the spectrum of the patient’s voice. READ MORE

  6. 25. Simulation of Mechanical Shock with Finite Element Analysis and Estimation of Shock Attenuation

    University essay from KTH/Hållfasthetslära

    Author : Cheng Qian; [2021]
    Keywords : shock; SRS; FEA; attenuation; chock; SRS; FEA; chockdämpning;

    Abstract : Space equipment is often subjected to mechanical shocks. Some devices like electronics are sensitive to shocks, and they can easily be damaged. To protect these devices, it is important to study shock penetrations in space structures. The Finite Element Method is an effective tool to simulate response to transient excitations. READ MORE