Essays about: "Numerical solutions"

Showing result 1 - 5 of 149 essays containing the words Numerical solutions.

  1. 1. Adaptive Anomaly Detection for Large IoT Datasets with Machine Learning and Transfer Learning

    University essay from Uppsala universitet/Institutionen för informationsteknologi

    Author : Andra Stefania Negus; [2020]
    Keywords : machine learning; transfer learning; internet of things; anomaly detection; time series; one class support vector machine; svm;

    Abstract : As more IoT devices enter the market it becomes increasingly important to develop reliable and adaptive ways of dealing with the data they generate. These must address data quality and reliability. READ MORE

  2. 2. A second order Runge–Kutta method for the Gatheral model

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

    Author : Jérémy Auffredic; [2020]
    Keywords : Stochastic differential equation; Runge–Kutta method; Gatheral model; Monte-Carlo simulation; weak second order.;

    Abstract : In this thesis, our research focus on a weak second order stochastic Runge–Kutta method applied to a system of stochastic differential equations known as the Gatheral Model. We approximate numerical solutions to this system and investigate the rate of convergence of our method. READ MORE

  3. 3. Finite Difference Methods for the Black-Scholes Equation

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

    Author : Asima Parveen Saleemi; [2020]
    Keywords : Option pricing; Generalised Black-Scholes model; Finite difference methods; Stability; Convergence; Numerical solution;

    Abstract : Financial engineering problems are of great importance in the academic community and BlackScholes equation is a revolutionary concept in the modern financial theory. Financial instruments such as stocks and derivatives can be evaluated using this model. Option evaluation, is extremely important to trade in the stocks. READ MORE

  4. 4. A Study in Solar Housing Technology: The Impact of Trombe Walls in Ladakh

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Sebastian Arora-Jonsson; [2020]
    Keywords : ;

    Abstract : The aim of this bachelor’s thesis is to examine the effect of installing a Trombe Wall in houses in Ladakh, India, and to evaluate its impacts for energy-saving, improvement in life quality, and its financial viability. Trombe Walls are a passive solar technology that use a dark wall with a glass covering to slowly heat living spaces by storing solar energy. READ MORE

  5. 5. Numerical simulations of the Dynamic Beam Equation in discontinuous media

    University essay from Uppsala universitet/Avdelningen för beräkningsvetenskap; Uppsala universitet/Avdelningen för beräkningsvetenskap; Uppsala universitet/Avdelningen för beräkningsvetenskap

    Author : Niklas Wik; David Niemelä; Valter Wagner Zethrin; [2020]
    Keywords : Dynamic beam equation; DBE; SAT; projection; SBP;

    Abstract : The study examines the Projection method and the simultaneousapproximation-term (SAT) method as boundary treatment for the dynamic beam equation using summation-by-parts (SBP) operators for handling the inner domain. The methods are examined for both the homogeneous constant coefficient case, and the inhomogeneous piecewise constant coefficient case with a coupled interface. READ MORE