Essays about: "Numerical Quadrature"
Showing result 1 - 5 of 8 essays containing the words Numerical Quadrature.
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1. Implementation and study of boundary integral operators related to PDE:s in the plane
University essay from Lunds universitet/Matematik LTHAbstract : The method of solving boundary value problems of partial differential equations numerically by first reformulating the problem as a boundary integral equation has many advantages over other methods, but also some unique difficulties. Some of these difficulties stem from problems in evaluating singular or nearly singular integral operators, and solving these difficulties is an active field of research. READ MORE
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2. The K-distribution method for calculating thermal infrared radiative transfer in the atmosphere : A two-stage numerical procedure based on Gauss-Legendre quadrature
University essay from Linnéuniversitetet/Institutionen för fysik och elektroteknik (IFE)Abstract : The K-distribution method is a fast approximative method used for calculating thermal infrared radiative transfer in the atmosphere, as opposed to the traditional Line-by-line method, which is precise, but very time-costly. Here we consider the atmosphere to consist of homogeneous and plane-parallel layers in local thermal equilibrium. READ MORE
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3. Deterministic Quadrature Formulae for the Black–Scholes Model
University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikationAbstract : There exist many numerical methods for numerical solutions of the systems of stochastic differential equations. We choose the method of deterministic quadrature formulae proposed by Müller–Gronbach, and Yaroslavtseva in 2016. The idea is to apply a simplified version of the cubature in Wiener space. READ MORE
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4. Monte Carlo Integration: A Comparison to Numerical Quadrature
University essay from Lunds universitet/Matematik (naturvetenskapliga fakulteten); Lunds universitet/MatematikcentrumAbstract : Integrals are present everywhere in science, and their computation an emphasis in education. When methods of exact computation fail, a great variety of methods of approximation can step in. This project is interested in the Monte Carlo integration methods, an approach, where the integral is approximated based on the Law of Large Numbers. READ MORE
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5. Quadrature-based Methods for Sylvester Equations
University essay from KTH/Skolan för teknikvetenskap (SCI)Abstract : The aim of this thesis is to investigate properties of quadrature-based methods to approximate a solution to the Sylvester equation AX + XBT = C. The Sylvester equation models large systems, hence the need for efficient numerical methods. READ MORE