This thesis describes briefly the main components of a deep water WOR and presents results of the structural and fatigue analyses on some of the most critical regions of the riser under normal conditions. The thesis considers ...

Cluster analysis is a field of study where the aim is to discover distinct groups or clusters in a data set. The objects in the same groups should be similar to each other in some respect, while at the same time dissimilar ...

The paper proposes a new method, called the Fast Quadratic Transform (FQT), to solve the general indefinite two-variable quadratic equation in integers. The paper presents the new approach, discusses its properties, and ...

We consider non-strictly hyperbolic systems of conservation laws in triangular form, which arise in applications like three-phase flows in porous media. We device simple and efficient finite volume schemes of Godunov type ...

A time series is a sequence of data assigned to specifi c moments in time. Most statistical models are static, such as regression analysis: The defi ning set of parameters has fixed values, and the relationship between ...

We model spot prices in energy markets with exponential non-Gaussian Ornstein-Uhlenbeck processes. We generalize the classical geometric Brownian motion and Schwartz' mean-reversion model by introducing Lévy processes as ...

Effects of axial forces on the displacements in compression members, generally termed second order effects, are small and can be neglected in a great many structures. In recognition of this, most design codes and standards ...

We give a short introduction to the white noise theory for multiparameter Lévy processes and its application to stochastic partial differential equations driven by such processes. Examples include temperature distribution ...

We study risk measures in relation to stochastic differential games in a Levy-market. We minimize a risk measure to get a min-max problem. The problem is to find an optimal solution for a convex risk measure in zero-sum ...

We propose a model for stock price dynamics that explicitly incorporates random waiting times between trades, also known as duration, and show how option prices can be calculated using this model. We use ultra-high-frequency ...