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Now showing items 201-300 of 3771
(Research report / Forskningsrapport, 2013)
Closed-form analytical expressions are derived for the displacement field and corresponding stress state in two-layer cylinders subjected to pressure and thermal loading. Solutions are developed both for cylinders which ...
(Research report / Forskningsrapport, 1982)
(Doctoral thesis / Doktoravhandling, 2013)
(Doctoral thesis / Doktoravhandling, 2012)
Calabi-Yau manifolds are important objects in algebraic geometry and theoretical physics. A hypothesis of mirror symmetry is that Calabi-Yau manifolds of dimension 3 come in pairs, with the Hodge numbers of one manifold ...
(Master thesis / Masteroppgave, 2014)
The main scope of this thesis is to implement a structured numerical analysis to check the exactness and applicability of the famous Kirk formula (1995) and the newer Bjerksund-Stensland formula (2011) widely used by energy ...
(Master thesis / Masteroppgave, 2013)
Fenomenene utilsiktede deformasjoner og skjærriss har en spesiell tendens til å oppstå i fritt frambygg bruer, og har de siste tiårene tiltrukket seg stor oppmerksomhet blant bruaktører både i Norge og resten av verden. ...
A FEniCS based solver for actively contracting heart muscle tissue Restricted Access
(Master thesis / Masteroppgave, 2012)
In this thesis we present a numerical solver for actively contracting heart muscle tissue. It uses the finite element method for the discretization and is entirely based on free open source software packages made available ...
(Master thesis / Masteroppgave, 2013)
Many families of distributions have been proposed to describe insurance losses. The process of finding the one which results in the best fit is time consuming. This thesis tries to tackle the issue of avoiding such analyses, ...
(Master thesis / Masteroppgave, 2013)
Image enhancement has many applications. This thesis is devoted to image inpainting, which is to fill in the corrupted or missing pixels in a meaningful way. These pixels may be deteriorated or missing for various reasons, ...
(Master thesis / Masteroppgave, 2013)
Dimensjonering for jordskjelv har etter innføringen av Eurokodene blitt et mer aktuelt tema i Norge. NS-EN 1998-1:2004+NA:2008 Eurokode 8: Prosjektering av konstruksjoner for seismisk påvirkning Del 1: Allmenne regler, ...
(Master thesis / Masteroppgave, 2013)
Formålet med denne rapporten er å utlede og vurdere mulighet for bruk av en teoretisk metode som baserer seg på anvendelse av en konseptuel beregningsparameter, ekvivalent initial sprekkdybde (EIFS), i den tradisjonelle ...
(Master thesis / Masteroppgave, 2013)
The first part of this thesis will build up an overview of a small section of the field of subdivision, namely binary univariate schemes. Since most of the theory on subdivision is based on a uniform spacing of the initial ...
(Master thesis / Masteroppgave, 2013)
Introduction: An aneurysm is an acquired, abnormal dilation of a blood vessel. Computational fluid dynamics (CFD) have been used to try and understand this phenomena. CFD studies use assumptions in the simulation model and ...
(Master thesis / Masteroppgave, 2013)
Denne oppgaven beskriver en automatisk algoritme for å koble sammen AIS-data, Automatic Identification System, med en eksisterende algoritme for å detektere oljesøl i SAR-bilder, Synthetic aperture radar. AIS er et system ...
(Master thesis / Masteroppgave, 2013)
Cylindrical shells are common configurations within the technology.
The transition from the side to the bottom on a ship has the shape of a fourth of a cylindrical shell. Both ring and stringer stiffeners can be added to ...
(Master thesis / Masteroppgave, 2013)
The main objective of the present thesis was to study how composite patches can reduce the stress intensity in cracked steel plates, and how these patches, by reducing the stress intensity, can limit the extent of fatigue ...
(Master thesis / Masteroppgave, 2013)
A number of methods have been developed for checking the fit of Cox regression models for cohort data; cf. chapter 11 in Klein & Moeschberger (2003, Springer-verlag). However, the methodology for model checking is much ...
(Doctoral thesis / Doktoravhandling, 2018)
(Research report / Forskningsrapport, 1986)
(Research report / Forskningsrapport, 1986)
(Research report / Forskningsrapport, 1997)
(Research report / Forskningsrapport, 1996)
(Research report / Forskningsrapport, 1998)
The Fastest Mixing Markov Chain Restricted Access
(Master thesis / Masteroppgave, 2014)
(Research report / Forskningsrapport, 2000)
(Research report / Forskningsrapport, 1996)
(Research report / Forskningsrapport, 2004)
We use the dynamic programming approach to derive an equation for the utility indifference price of Markovian claims in a stochastic volatility model proposed by Barndorff-Nielsen and Shephard (2001). The pricing equation ...
(Research report / Forskningsrapport, 2010)
(Research report / Forskningsrapport, 1997)
(Research report / Forskningsrapport, 1997)
(Research report / Forskningsrapport, 1998)
(Research report / Forskningsrapport, 1996)
(Research report / Forskningsrapport, 1992)
(Research report / Forskningsrapport, 1992)
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2013)
We study stochastic differential games of jump diffusions driven by Brownian motions and compensated Poisson random measures, where one of the players can choose the stochastic control and the other player can decide when ...
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)
This paper is mainly a survey of recent research developments regarding methods for risk minimization in financial markets modeled by Itô-Lévy processes, but it also contains some new results on the underlying stochastic ...
(Research report / Forskningsrapport, 1980)
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)
We study optimal stochastic control problems with jumps under model uncertainty. We rewrite such problems as stochastic differential games of forward–backward stochastic differential equations. We prove general stochastic ...
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)
We consider a financial market model with a single risky asset whose price process evolves according to a general jump-diffusion with locally bounded coefficients and where market participants have only access to a partial ...
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2012)
The single auction equilibrium of Kyle’s (1985) is studied, in which noise traders may be partially informed, or alternatively they can be manipulated. Unlike Kyle’s assumption that the quantity traded by the noise traders ...
(Research report / Forskningsrapport, 1996)
(Research report / Forskningsrapport, 1986)
(Journal article / Tidsskriftartikkel / SubmittedVersion, 2017)
In recent years, renewable energy has gained importance in producing power in many markets. The aim of this article is to model photovoltaic (PV) production for three transmission operators in Germany. PV power can only ...
(Research report / Forskningsrapport, 1986)
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)
Influential points can cause severe problems when deriving a multivariable regression model. A novel approach to check for such points is proposed, based on the variable inclusion matrix, a simple way to summarize results ...
(Research report / Forskningsrapport, 1982)
(Research report / Forskningsrapport, 1997)
(Research report / Forskningsrapport, 1972)
(Research report / Forskningsrapport, 1997)
(Research report / Forskningsrapport, 1999)
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2013)
We prove a maximum principle of optimal control of stochastic delay equations on infinite horizon. We establish first and second sufficient stochastic maximum principles as well as necessary conditions for that problem. ...
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2012)
We study partial information, possibly non-Markovian, singular stochastic control of Itô--Lévy processes and obtain general maximum principles. The results are used to find connections between singular stochastic control, ...
(Research report / Forskningsrapport, 2000)
(Research report / Forskningsrapport, 1982)
(Research report / Forskningsrapport, 1990)
(Research report / Forskningsrapport, 1990)
(Research report / Forskningsrapport, 1996)
(Research report / Forskningsrapport, 1997)
(Research report / Forskningsrapport, 1990)
(Research report / Forskningsrapport, 2003)
(Research report / Forskningsrapport, 1988)
(Research report / Forskningsrapport, 1988)
(Master thesis / Masteroppgave, 2015)
Lending money has been one of the basic activities of banks for centuries. However, credit evaluation and pricing of loans are still not well understood, since the assessment of the impact of credit risk on prices in bond ...
(Research report / Forskningsrapport, 2010)
We study optimal investment in assets subject to risk of default for investors that rely on different levels of information. The price dynamics can include noises both from a Wiener process and a Poisson random measure ...
(Research report / Forskningsrapport, 1986)
(Research report / Forskningsrapport, 1999)
(Research report / Forskningsrapport, 1990)
(Research report / Forskningsrapport, 1990)
(Research report / Forskningsrapport, 1990)
(Research report / Forskningsrapport, 1992)
Buckling Strength Assessment of Stiffened Steel Panels in Floating Offshore Structures Restricted Access
(Master thesis / Masteroppgave, 2009)
Stiffened plates are common components in many structures, from plate girders and box girder bridges to ships and offshore structures. Stiffened and unstiffened plates buckle into doubly curved surfaces which complicates ...
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)
We consider general singular control problems for random fields given by a stochastic partial differential equation (SPDE). We show that under some conditions the optimal singular control can be identified with the solution ...
(Research report / Forskningsrapport, 1987)
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2018)
The classical maximum principle for optimal stochastic control states that if a control û is optimal, then the corresponding Hamiltonian has a maximum at u=û. The first proofs for this result assumed that the control did ...
(Research report / Forskningsrapport, 1986)
(Research report / Forskningsrapport, 1995)
(Research report / Forskningsrapport, 2014)
A semi-analytical model for ultimate strength prediction of simply supported, rectangular, composite plates has been presented previously. The model is based on large deflection theory in combination with first order shear ...
(Research report / Forskningsrapport, 2010)
This paper investigates a problem arising in asset-liability management in life insurance. As shown by other authors, an insurance company can guarantee its solvency by purchasing a Margrabe option enabling it to exchange ...
(Research report / Forskningsrapport, 1997)
(Research report / Forskningsrapport, 1978)
(Master thesis / Masteroppgave, 2011)
This thesis describes, analyzes and applies the Solvency II on life and pension insurance by using the standard formulas in the Quantitative Impact Study 5 (QIS5) to calculate the Solvency Capital Requirement (SCR). We ...
(Master thesis / Masteroppgave, 2008)
In this master thesis we investigate the properties of a chi-squared goodness-of-fit test for case-control data, of Grønnesby and Borgan (1996). This goodness-of-fit test is based on a comparison of observed and expected ...
(Master thesis / Masteroppgave, 2011)
If we want to interpolate a set of data with a curve, we have several choices. We can use polynomial interpolation, spline interpolation or interpolatory subdivision. Polynomial interpolation gives high degrees for large ...
(Research report / Forskningsrapport, 1996)
(Research report / Forskningsrapport, 2014)
Hierarchical models defined by means of directed, acyclic graphs are a power- ful and widely used tool for Bayesian analysis of problems of varying degrees of complexity. A simulation based method for model criticism in ...
(Research report / Forskningsrapport, 1997)
(Research report / Forskningsrapport, 1982)
(Research report / Forskningsrapport, 1988)
(Research report / Forskningsrapport, 1991)
(Research report / Forskningsrapport, 1999)
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)
Given a discrete quantum group H with a finite normal quantum subgroup G, we show that any positive, possibly unbounded, harmonic function on H with respect to an irreducible invariant random walk is G-invariant. This ...
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2020)
Environmental contours are used in structural reliability analysis of marine and coastal structures as an approximate means to locate the boundary of the distribution of environmental variables, and hence sets of environmental ...
(Research report / Forskningsrapport, 2013)
(Research report / Forskningsrapport, 2009)
(Research report / Forskningsrapport, 1983)
(Research report / Forskningsrapport, 2009)
(Research report / Forskningsrapport, 2001)
(Research report / Forskningsrapport, 2006)
The non-anticipating stochastic derivative represents the integrand in the best L2-approximation for any random variables by the Itô non-anticipating integrals with respect to a general stochastic measure with independent ...
(Research report / Forskningsrapport, 2004)
We show existence of a unique, regular global solution of the parabolic-elliptic system
$u_t +f(t,x,u)_x+g(t,x,u)+P_x=(a(t,x) u_x)_x$
and $-P_{xx}+P=h(t,x,u,u_x)+k(t,x,u)$ with initial data
$u|_{t=0} = u_0$. Here ...
(Research report / Forskningsrapport, 1998)
In the present paper the numerical method for three dimensional run-up, given in Johnsgard and Pedersen, Numerical methods in fluids, 1997, is extended to include wave breaking. In the fundamental problem of run-up of a ...