## Search

Now showing items 201-300 of 2386

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2015)

The paper describes the philosophy, design, functionality, and usage of the Python software toolbox Chaospy for performing uncertainty quantification via polynomial chaos expansions and Monte Carlo simulation. The paper ...

(Master thesis / Masteroppgave, 2015)

Mortality rates are the ratio of death counts and estimates of the population exposed to risk of deaths in matched intervals of time and age. Mortality forecasting is the use of historical data of mortality to determine ...

(Master thesis / Masteroppgave, 2015)

(Master thesis / Masteroppgave, 2015)

(Master thesis / Masteroppgave, 2015)

(Master thesis / Masteroppgave, 2015)

Cox's regression model is one of the most applied methods in medical research. This method finds also applications in other fields such as econometrics, demography, insurance etc. This method is based on two crucial ...

(Master thesis / Masteroppgave, 2015)

In this thesis we compute the K_2-homology of B^3\Z=K(\Z,3) following Ravenel-Wilson, and exhibit all ring spectrum maps from \Sigma^\infty B^3\Z_+ to K_2. We define the complex oriented theory K_n as a quotient of Lubin-Tate ...

(Master thesis / Masteroppgave, 2015)

(Master thesis / Masteroppgave, 2015)

The electrical activity in the Purkinje network and the myocardial tissue in the ventricles of the human heart was modeled. The focus was on the Purkinje tree and the coupling of the Purkinje network and the myocardium. ...

(Journal article / Tidsskriftartikkel / SubmittedVersion, 2015)

This paper is an invitation to Fourier analysis in the context of reduced twisted C*-crossed products associated with discrete unital twisted C*-dynamical systems. We discuss norm-convergence of Fourier series, multipliers ...

(Master thesis / Masteroppgave, 2015)

The main result of my mine in the master thesis is a new Bismut-Elworthy-Li-formula with respect to a pure jump Levy noise driven stochastic differential equation (SDE), with non-Lipschitz continuous coefficients. This ...

(Master thesis / Masteroppgave, 2015)

A handful of special methods and techniques are available for solving the problems in insurance industries. The techniques are diﬀerent based on the situation and each of these techniques has their own theory and logic. ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2015)

We study quasi-linear stochastic partial differential equations with discontinuous drift coefficients. Existence and uniqueness of a solution is already known under weaker conditions on the drift, but we are interested in ...

(Master thesis / Masteroppgave, 2015)

In elliptic curve cryptography, the choice of the elliptic curve is important for security. This is because there exist elliptic curves where certain shortcuts can be made that breaks the security of elliptic curve ...

(Master thesis / Masteroppgave, 2015)

The thesis solves the problem of finding the local-risk minimizing strategies in an incomplete market of electricity and fuels where there is a time-change. This is done under two methodologies: in the classical sense and ...

(Master thesis / Masteroppgave, 2015)

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2015)

The final publication is available at Springer via http://dx.doi.org/10.1007/s00031-015-9324-y

(Master thesis / Masteroppgave, 2015)

Det er betraktet to rektangulære geometrier på en fri overflate i 2-D. Når geometriene er adskilt med en liten spalteavstand kan det oppstå stor vertikal bevegelse av væsken. Vanlige lineære sea keeping programmer ...

(Master thesis / Masteroppgave, 2015)

Estimators with cube root asymptotics are typically the result of M-estimation with non-smooth objective functions. Aside from being inefficient, they are hard to calculate, have intractable limiting distributions, and are ...

Bond Portfolio Optimization in the Presence of Illiquidity Risk Restricted Access

(Master thesis / Masteroppgave, 2015)

In 2008 Acerbi and Scandolo (see [?]) introduced a formalism to calculate portfolio values under the influence of liquidity risk. The formalism was used on asset portfolios, and stated that in the presence of liquidity ...

(Master thesis / Masteroppgave, 2015)

Consider a random walk on an undirected, connected graph. On each edge we can set a transition probability to connect two adjacent vertices. The mixing rate of the associated Markov chain to the uniform equilib- rium ...

(Master thesis / Masteroppgave, 2015)

The aim of this work has been to implement a range of Large Eddy Simulation (LES) turbulence models into Oasis, a Computational Fluid Dynamic (CFD) solver for incompressible flows based on the Finite Element method (FEM), ...

(Master thesis / Masteroppgave, 2015)

The Institute of Marine Research collects data from different sources for the estimation of fish abundance. These data can be divided into two groups: 1) Data from research surveys. 2) Fishery based data. In this thesis, ...

(Research report / Forskningsrapport, 2015)

We study a hierarchical dynamic state-space model for abundance estimation. A generic data fusion approach for combining computer simulated posterior samples of catch output data with observed re- search survey indices ...

(Master thesis / Masteroppgave, 2015)

Studiet undersøker muligheten for å bruke Steamline Upwind/Petrov Galerkin (SUPG) og Discontinuous Galerkin (DG) i adveksjons-dominert skalar-blanding med høyt Schmidt-tall. Forenklede tester viste at DUPG og DG gir dårlig ...

(Master thesis / Masteroppgave, 2015)

Implementation of a New Concept of Duration with respect to the Stochastic Fluctuations of the Yield Surface Restricted Access

(Master thesis / Masteroppgave, 2015)

One objective of this Master thesis is to give an overview and discussion of the most important stochastic models for the dynamics of the yield surface. Since interest rates are of stochastic nature, and e.g. insurance ...

(Master thesis / Masteroppgave, 2015)

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2015)

The canonical map from the Kan subdivision of a product of finite simplicial sets to the product of the Kan subdivisions is a simple map, in the sense that its geometric realization has contractible point inverses.
First ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2015)

The purpose of this paper is to discuss the construction of a linear operator, referred to as the bubble transform, which maps scalar functions defined on Ω⊂Rn into a collection of functions with local support. In fact, ...

(Master thesis / Masteroppgave, 2015)

Mammographic screening is a method for detecting breast cancer at an early stage of the disease progression, and is thus considered a secondary prevention. The Norwegian Breast Cancer Screening Program invites all women ...

(Master thesis / Masteroppgave, 2015)

A basic problem in large collections of documents is to find similar items, for basic search, recommendation, or other purposes. Traditionally techniques for this have relied only on the text in the document, since analysing ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2015)

Tsunamis induced by rock slides constitute a severe hazard towards coastal fjord communities. Fjords are narrow and rugged with steep slopes, and modeling the short-frequency and high-amplitude tsunamis in this environment ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2015)

This review presents modelling techniques and processes that govern landslide tsunami generation, with emphasis on tsunamis induced by fully submerged landslides. The analysis focuses on a set of representative examples ...

(Doctoral thesis / Doktoravhandling, 2015)

The present thesis is motivated by the desire to understand and to predict the effects of stable stratification on turbulent flow and passive scalar dispersion.
A methodology which enables the simulation of stably stratified, ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2015)

Motivated by Quantum Bayesianism I give background for a general epistemic approach to quantum mechanics, where complementarity and symmetry are the only essential features. A general definition of a symmetric epistemic ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2015)

Direct numerical simulation data of an evolving Kelvin-Helmholtz instability have been analyzed in order to characterize the dynamic and kinematic response of shear-generated turbulent flow to imposed stable stratification. ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2015)

We study the logarithmic topological Hochschild homology of ring spectra with logarithmic structures and establish localization sequences for this theory. Our results apply, for example, to connective covers of periodic ...

(Chapter / Bokkapittel / AcceptedVersion; Peer reviewed, 2015)

We present an overview of the continuous and discontinuous Galerkin finite element methods (CG-FEM, DG-FEM) for numerical solution of the transport equation and show how the Navier-Stokes equations can be solved with CG-FEM ...

(Doctoral thesis / Doktoravhandling, 2015)

Microfluidics is considered as both science and technology that deal with fluids in microchannels or in micro scale space. During the past two decades, microfluidic has been the hot spot in various research areas, e.g., ...

(Master thesis / Masteroppgave, 2015)

Reaction-Diffusion equations arise in many models in biomedical computing. One of these areas are models for the calcium dynamic in the heart cells. As the terms in reaction-diffusion equations can be solved separately ...

(Master thesis / Masteroppgave, 2015)

(Master thesis / Masteroppgave, 2015)

In this thesis we will consider Markov operators on cones . More precisely, we let X equipped with certain norm be a real Banach space, K in X be a closed, normal cone with nonempty interior, e in Int (K) be an order unit. ...

(Master thesis / Masteroppgave, 2015)

The Aalen-Johansen estimator for calculation of transition probabilities in a multi-state model, builds on the assumption that the data are Markovian. For real data, the Markov property may not be fulfilled, and it is then ...

(Journal article / Tidsskriftartikkel / SubmittedVersion, 2015)

We analyze cointegration in commodity markets, and propose a parametric class of pricing measures which preserves cointegration for forward prices with fixed time to maturity. We present explicit expressions for the term ...

(Journal article / Tidsskriftartikkel / SubmittedVersion, 2015)

We investigate multivariate subordination of Lévy processes which was first introduced by Barndorff-Nielsen et al. [O.E. Barndorff-Nielsen, F.E. Benth, and A. Veraart, Modelling electricity forward markets by ambit fields, ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2015)

The construction of projection operators, which commute with the exterior derivative and at the same time are bounded in the proper Sobolev spaces, represents a key tool in the recent stability analysis of finite element ...

(Doctoral dissertation / Doktoravhandling, 2015)

(Master thesis / Masteroppgave, 2015)

(Doctoral thesis / Doktoravhandling, 2015)

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2015)

Based on forward curves modelled as Hilbert-space valued processes, we analyze the pricing of various options relevant in energy markets. In particular, we connect empirical evidence about energy forward prices known from ...

(Research report / Forskningsrapport, 2015)

Quantifying operational risk exposure typically involves gathering information from several sources, including historical data as well as subjective assessments. Using historical data one can estimate both an incident ...

(Doctoral thesis / Doktoravhandling, 2015)

(Master thesis / Masteroppgave, 2015)

Geodesiske linjer og hyperstrømlinjer er brukt for å visualisere andre ordens tensorer. Dessuten ser vi på en ny måte å fremstille andreordens tensorfelt på. Ved å bruke retning til geodesiske linjer i steden for egenvektorer, ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2015)

We solve the problem of pricing and hedging Asian-style options on energy with a quadratic risk criterion when trading in the underlying future is restricted. Liquid trading in the future is only possible up to the start ...

(Master thesis / Masteroppgave, 2015)

Metagenomics is the investigation of genetic samples directly obtained from the environment. Driven by the rapid development of DNA sequencing technology and continuous reductions in sequencing costs, studies in metagenomics ...

(Master thesis / Masteroppgave, 2015)

(Master thesis / Masteroppgave, 2015)

Resonant behaviour in the gap between two adjacent bodies on a free surface is investigated numerically. The study is done within the framework of two-dimensional potential theory. It is of common conception that traditional ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2015)

We show how a stochastic version of the Lagrange multiplier method can be combined with the stochastic maximum principle for jump diffusions to solve certain constrained stochastic optimal control problems. Two different ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2015)

Background
Common genetic variants have been shown to modify BRCA1 penetrance. The aim of this study was to validate these reports in a special cohort of Norwegian BRCA1 mutation carriers that were selected ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2015)

We study optimal insider control problems, i.e., optimal control problems of stochastic systems where the controller at any time t, in addition to knowledge about the history of the system up to this time, also has additional ...

(Journal article / Tidsskriftartikkel / SubmittedVersion, 2015)

For a commodity spot price dynamics given by an Ornstein–Uhlenbeck (OU) process with Barndorff-Nielsen and Shephard stochastic volatility, we price forwards using a class of pricing measures that simultaneously allow for ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2015)

We discuss the crossing sea state and the probability of rogue waves during the accident of the tanker Prestige on 13 November 2002. We present newly computed hindcast spectra for every hour during that day at nearby ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2015)

Solutions of stochastic Volterra (integral) equations are not Markov processes, and therefore, classical methods, such as dynamic programming, cannot be used to study optimal control problems for such equations. However, ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2015)

Quadric fibrations over smooth curves are investigated with respect to their osculatory behavior. In particular, bounds for the dimensions of the osculating spaces are determined, and explicit formulas for the classes of ...

(Master thesis / Masteroppgave, 2014)

In a subsea facility, the pipelines will be surrounded by sea water at 4◦C, which will actively cool the production fluid inside. If temperatures drop below a critical value, water and gas will form unwanted solids called ...

(Doctoral thesis / Doktoravhandling, 2014)

(Master thesis / Masteroppgave, 2014)

This master thesis presents an experimental study of plunging breakers on a beach with a slope of 5.1◦. The incoming waves are solitary waves with various amplitudes, and the areas investigated are the swash zone and the ...

(Master thesis / Masteroppgave, 2014)

In this thesis, we have studied the preselection bias that can occur when the number of covariates in a high dimensional regression problem is reduced prior to a high dimensional regression analysis like the lasso. Datasets ...

(Master thesis / Masteroppgave, 2014)

Accelerating Reactive Transport Modeling Restricted Access

(Master thesis / Masteroppgave, 2014)

(Master thesis / Masteroppgave, 2014)

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2014)

The present paper discusses simulation of Lévy semistationary (LSS) processes in the context of power markets. A disadvantage of applying numerical integration to obtain trajectories of LSS processes is that such a scheme ...

Stackelberg equilibria in continuous newsvendor models with uncertain demand and delayed information

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)

We consider explicit formulae for equilibrium prices in a continuous-time vertical contracting model. A manufacturer sells goods to a retailer, and the objective of both parties is to maximize expected profits. Demand is ...

(Journal article / Tidsskriftartikkel / SubmittedVersion, 2014)

(Journal article / Tidsskriftartikkel / SubmittedVersion, 2014)

This paper generalizes the integration theory for volatility modulated Brownian-driven Volterra processes onto the space of Potthoff–Timpel distributions. Sufficient conditions for integrability of generalized processes ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)

This paper presents a nonconforming finite element approximation of the space of symmetric tensors with square integrable divergence, on tetrahedral meshes. Used for stress approximation together with the full space of ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)

In this paper an infinite-dimensional approach to model energy forward markets is introduced. Similar to the Heath–Jarrow–Morton framework in interest-rate modelling, a first-order hyperbolic stochastic partial differential ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)

We give a short introduction to the stochastic calculus for Itô-Lévy processes and review briefly the two main methods of optimal control of systems described by such processes:
(i) Dynamic programming and the ...

(Journal article / Tidsskriftartikkel / SubmittedVersion, 2014)

We develop a general approach to portfolio optimization in futures markets. Following the Heath–Jarrow–Morton (HJM) approach, we model the entire futures price curve at once as a solution of a stochastic partial differential ...

(Journal article / Tidsskriftartikkel / SubmittedVersion, 2014)

We study valuation of swing options on commodity markets when the commodity prices are driven by multiple factors. The factors are modeled as diffusion processes driven by a multidimensional Lévy process. We set up a ...

(Journal article / Tidsskriftartikkel / SubmittedVersion, 2014)

In this paper we propose a new modelling framework for electricity futures markets based on so-called ambit fields. The new model can capture many of the stylised facts observed in electricity futures and is highly ...

(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, 2014)

The parameter dependent Brinkman equation can be used to model viscous and porous flow. The equation covers a family of problems, ranging from the Stokes problem to the Darcy problem. We apply the stabilization methods; ...

The Fastest Mixing Markov Chain Restricted Access

(Master thesis / Masteroppgave, 2014)

(Master thesis / Masteroppgave, 2014)

Målet med oppgaven er å undersøke isomorfier mellom visse Heisenberginvariante variteter eller finne ut når to slike er isomorfe.

(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 ...

(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 / SubmittedVersion, 2014)

We consider a problem of optimal control of an infinite horizon system governed by forward–backward stochastic differential equations with delay. Sufficient and necessary maximum principles for optimal control under partial ...

(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 ...

An investigation of residual strength in a monolithic carbon fiber reinforced polymer laminate - finite element simulations of open hole compression Restricted Access

(Master thesis / Masteroppgave, 2014)

(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, 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, 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 ...

(Doctoral thesis / Doktoravhandling, 2014)

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2014)

First published in Mathematics of Computation Mathematics of Computation. 2014, 83 (290), published by the American Mathematical Society.

(Master thesis / Masteroppgave, 2014)

This master thesis gives an extensive survey of fundamental concepts in stochastic analy- sis like Itô s stochastic calculus and Malliavin calculus. These tools form the framework to numerically study the solutions of the ...

(Master thesis / Masteroppgave, 2014)

(Research report / Forskningsrapport, 2014)

(Research report / Forskningsrapport, 2014)