## Search

Now showing items 301-400 of 2386

(Master thesis / Masteroppgave, 2014)

A short introduction to the Nitsche method is given for the overlapping meshes case. Several algorithms for collision detection and mesh decomposition are reviewed and implemented, and a greedy triangulation routine is ...

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

In electricity markets, it is sensible to use a two-factor model with mean reversion for spot prices. One of the factors is an Ornstein–Uhlenbeck (OU) process driven by a Brownian motion and accounts for the small variations. ...

(Master thesis / Masteroppgave, 2014)

This thesis is written in cooperation with Safetec, a leading provider of services within risk and reliability. The attention is aimed towards the oil and gas industry with the primary goal of improving the selection ...

(Chapter / Bokkapittel / AcceptedVersion; Peer reviewed, 2014)

In this paper we derive power futures prices from a two-factor spot model being a generalization of the classical Schwartz–Smith commodity dynamics. We include non-Gaussian effects by introducing Lévy processes as the ...

(Master thesis / Masteroppgave, 2014)

(Master thesis / Masteroppgave, 2014)

Usually, model selection is based on the merits of the model as such. However, in regression settings where the measurement we wish to estimate or predict is dependent on gathering relevant covariates, there are types of ...

(Research report / Forskningsrapport, 2014)

In this paper we show that solutions of stochastic partial differ- ential equations driven by Brownian motion can be approximated by stochastic partial differential equations forced by pure jump noise/random kicks. ...

(Master thesis / Masteroppgave, 2014)

In their paper, "Type III sigma-spectral triples and quantum statistical mechanical systems", M. Greenfield, M. Marcolli and K. Teh used the Bost-Connes system to construct a type III sigma-spectral triple where the twisting ...

(Master thesis / Masteroppgave, 2014)

Det er kjent både fra eksperimentelle og numeriske resultater, at langkammede bølger som propagerer på grunt vann over en plan variabel bunn mot grunnere vann, har større sannsynlighet for freake bølger ved den grunne delen ...

(Master thesis / Masteroppgave, 2014)

The topic of this thesis is portfolio optimization under model ambiguity, i.e. a situation when the probability distribution of the events in the sample space is not known. The financial market studied is driven by a ...

(Master thesis / Masteroppgave, 2014)

(Master thesis / Masteroppgave, 2014)

This paper is about solving an optimization problem for a sparse solution. Given a matrix A and a vector b, the optimization problem is to solve the linear equation Ax = b for x. The problem can be represented as a ...

(Master thesis / Masteroppgave, 2014)

The one-shot method is an approach to solve PDE-constrained optimization problems. In this thesis we study two models describing the deformation of biological tissue due to harmonic acoustic waves. These models are the ...

(Master thesis / Masteroppgave, 2014)

A problem with the classical firm value model of Merton (1974) arises from modeling the firm value in terms of a diffusion. The resulting term structure of the credit spreads slopes upwards from zero, even for financially ...

(Master thesis / Masteroppgave, 2014)

Given today s limited capacity at airports, and the continuous increase in air transportation, the need for new ways to handle airport logistics will soon be needed. The task of managing arriving and departing flights is ...

Experimental investigation of the boundary layer under a solitary wave Restricted Access

(Master thesis / Masteroppgave, 2014)

The main objective of this master thesis was to experimentally investigate the boundary layer under a solitary wave. Experiments of solitary waves on constant depths were conducted, varying the amplitude in order to ...

(Master thesis / Masteroppgave, 2014)

A key challenge in Air Traffic Management (ATM) is to provide a schedule with high throughput on the runways, and at the same time meet objectives connected to taxiing times and punctuality while ensuring safe operations ...

(Master thesis / Masteroppgave, 2014)

We define various notions of rank of a polynomial, and study them via apolarity. We treat the notion of natural rank in particular depth, and classify ternary forms of degree at most four and quaternary forms of degree at ...

(Doctoral thesis / Doktoravhandling, 2014)

(Doctoral thesis / Doktoravhandling, 2014)

The subject of this thesis concerns deformation quantization for operator algebras, with considerations of some aspects of K-theory and certain concepts from non-commutative geometry.
The thesis studies deformation ...

A Bayesian Approach to Smoothing and Forecasting Mortality Rates Restricted Access

(Master thesis / Masteroppgave, 2014)

The Icelandic population is scarce compared to the Norwegian, causing high variability in the observed mortalities. We apply two mortality models to data on the Norwegian population dating 60 years back, and the Icelandic ...

(Master thesis / Masteroppgave, 2014)

This work presents a theoretical and experimental investigation on the statistical properties of the surface elevation in a special case of crossing sea conditions. The special case considered is the case of two irregular ...

(Master thesis / Masteroppgave, 2014)

In 1968 John Milnor published his now classic "Singular points of complex hypersurfaces". In this he proved the following theorem: Let f be a holomorphic function from n-dimensional complex space to one-dimensional complex ...

(Master thesis / Masteroppgave, 2014)

With the new regulations of Basel III and Solvency II there is a necessity to have tools that can measure different types of financial and insurance risk in a portfolio. Stochastic Duration is such a measure. This new type ...

(Master thesis / Masteroppgave, 2014)

Claim reserving in long-tailed non-life insurance Restricted Access

(Master thesis / Masteroppgave, 2014)

Reserving outstanding claims is crucial for insurance industry, in the sense that it influences both the cash balance (via pricing) and the solvency of the company. The main objective of this thesis has been to present and ...

(Research report / Forskningsrapport, 2014)

The present report is concerned with the evolution of boundary layers during runup of solitary waves on a beach in a wave tank of depth 0.2m. It comprises both theory and high resolution PIV measurements of velocity profiles. ...

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

Quartic spectrahedra in 3-space form a semialgebraic set of dimension 24. This set is stratified by the location of the ten nodes of the corresponding real quartic surface. There are twenty maximal strata, identified ...

(Chapter / Bokkapittel / AcceptedVersion; Peer reviewed, 2014)

Published by Palgrave Macmillan. Reproduced with permission of Palgrave Macmillan. This extract is taken from the author's original manuscript and has not been edited. The definitive, published, version of record is available ...

(Master thesis / Masteroppgave, 2014)

Oppgaven tar for seg den seismiske bølgeligningen i et og to lag med materialer ved hjelp av endelige differanser i tid, og ved bruk av elementmetoden for romlige koordinater. Oppgaven er delt i en serie prosjekter som tar ...

(Master thesis / Masteroppgave, 2014)

Lee-Carter type modeller, og to-trinns estimering, er standardmetoden i demografi og forsikring, men den kan virke ustabil og følsom når parametrene skal bestemmes fra historiske data. En enkelt pensjonskasse eller ...

(Master thesis / Masteroppgave, 2014)

There are lots of special techniques and distribution models used to solve different problems in the insurance industry today. Learning the theory behind all of them is time consuming and leaves little time to analyze ...

(Master thesis / Masteroppgave, 2014)

By a result due to F. Forstnerič, injective holomorphic maps defined and close to the identity on a certain neighborhood of the intersection of A and B (where (A,B) is a Cartan pair in a complex manifold X) admit compositional ...

(Research report / Forskningsrapport, 2014)

Accurate determination of pipeline eigenfrequencies and mode shapes is essential to free span design. For pipelines resting on rough seabeds, multiple free spans are commonly located sufficiently close to be interacting, ...

(Doctoral thesis / Doktoravhandling, 2014)

In epidemiological research it is common to follow large cohorts over time with respect to exposure and outcome development. This can, however, be expensive, time consuming or even logistically impossible. A much used ...

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

Assume A is a Fréchet algebra equipped with a smooth isometric action of a vector group V, and consider Rieffel’s deformation AJ of A . We construct an explicit isomorphism between the smooth crossed products V⋉AJ and V⋉A ...

(Doctoral thesis / Doktoravhandling, 2014)

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

We show that any open Riemann surface can be properly im- mersed in any Stein manifold with the (Volume) Density property and of dimension at least 2. If the dimension is at least 3, we can actually choose this immersion ...

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

The kinematics below the strongest possible periodic water waves on intermediate depth, for wave periods Tg/h=8.75 and 11.7 (g acceleration of gravity, h water depth), is measured by PTV. The largest possible uniform waves ...

(Research report / Forskningsrapport, 2013)

The aim of the present work is to predict the ultimate strength of simply supported plates subjected to in-plane compressive load using a semi-analytical method. Based on large deflection theory in combination with first ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2013)

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2013)

We give a short introduction to energy markets, describing how they function and what products are traded. Next we survey some of the popular models that have been proposed in the literature. We extend the analysis of one ...

(Journal article / Tidsskriftartikkel / SubmittedVersion, 2013)

Due to the non-storability of electricity and the resulting lack of arbitrage-based arguments to price electricity forward contracts, a significant time-varying risk premium is exhibited. Using EEX data during the introduction ...

(Journal article / Tidsskriftartikkel / SubmittedVersion, 2013)

The aim of this paper is to introduce a new numerical algorithm for solving the continuous time nonlinear filtering problem. In particular, we present a particle filter that combines the Kusuoka–Lyons–Victoir (KLV) cubature ...

(Journal article / Tidsskriftartikkel / SubmittedVersion, 2013)

We consider a general class of high order weak approximation schemes for stochastic differential equations driven by Lévy processes with infinite activity. These schemes combine a compound Poisson approximation for the ...

(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 ...

(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, ...

(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 ...

(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. ...

(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)

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)

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)

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 ...

(Doctoral thesis / Doktoravhandling, 2013)

(Master thesis / Masteroppgave, 2013)

The purpose of this thesis is to perform some mathematical analysis and study numerical solutions of different models describing (different aspects of) axonal transport. We will explain our numerical results using mathematical ...

(Journal article / Tidsskriftartikkel / SubmittedVersion, 2013)

In this paper, we prove a maximum principle for general stochastic differential Stackelberg games, and apply the theory to continuous time newsvendor problems. In the newsvendor problem, a manufacturer sells goods to a ...

(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 / SubmittedVersion, 2013)

We prove maximum principles for the problem of optimal control for a jump diffusion with infinite horizon and partial information. The results are applied to an optimal consumption and portfolio problem in infinite ...

(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. ...

(Research report / Forskningsrapport, 2013)

(Research report / Forskningsrapport, 2013)

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 / PublishedVersion; Peer reviewed, 2013)

The study of chromatin 3D structure has recently gained much focus owing to novel techniques for detecting genome-wide chromatin contacts using next-generation sequencing. A deeper understanding of the architecture of the ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2013)

(Research report / Forskningsrapport, 2013)

We consider a class of Hilbert-space valued SDE’s where the drift coefficients are non- Lipschitzian in the sense of Hölder-continuity. Using a novel technique based on Malliavin calculus we show in this paper the existence ...

(Doctoral thesis / Doktoravhandling, 2013)

(Doctoral thesis / Doktoravhandling, 2013)

(Doctoral thesis / Doktoravhandling, 2013)

(Doctoral thesis / Doktoravhandling, 2013)

(Chapter / Bokkapittel / PublishedVersion; Peer reviewed, 2013)

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2013)

J. Noncommut. Geom. 7 (2013), 525–546 Copyright 2013 European Mathematical Society.

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2013)

This is an Author's Accepted Manuscript of an article published in Linear and Multilinear Algebra
Volume 61, Issue 3, 2013. Published online: 07 Jun 2012. Copyright Taylor & Francis, available online

(Conference object / Konferansebidrag, 2013)

Joint International Meeting of the AMS and the Romanian Mathematical Society, Alba Iulia, 2013-06-27-2013-06-30.

(Master thesis / Masteroppgave, 2013)

In a situation where the number of available covariates greatly exceeds the number of observations, the fitting of a regression model to explain the connection between the response and the explanatory variables can be a ...

(Research report / Forskningsrapport, 2013)

Sequential Monte Carlo (SMC) methods are one of the most important computational tool to deal with intractability in complex statistical models. In those techniques, the distribution of interest is approximated by a set ...

(Master thesis / Masteroppgave, 2013)

Silverman(1986) tells about a 'recent surge' of interest density estimation. One of the theories discussed in the book is the kernel estimate, presented in Rosenblatt(1956) and Parzen(1962). This project is about using ...

(Master thesis / Masteroppgave, 2013)

Beregninger innenfor skadeforsikring tar ofte utgangspunkt i modeller. Derfor er det interessant å analysere modellfeil, der virkningene av slike feil i stigende grad vil bli mer aktuelt i skadeforsikring. Slike analyser ...

Lined Pipelines : A Study of Wrinkles Restricted Access

(Master thesis / Masteroppgave, 2013)

A lined pipeline consists of an outer main load-bearing pipe of Carbon-Manganese steel, termed backing steel, and an inner corrosion resistant alloy layer, termed liner. The purpose of the liner is to serve as a membrane; ...

(Master thesis / Masteroppgave, 2013)

The aim of this thesis is to develop an algorithm for solving the best approximation problem in the L1 - norm with splines. Our study is based on the theory of L1-approximation with polynomials as well as theory that explain ...

Esscher transform for Lévy processes in a separable Hilbert space Restricted Access

(Master thesis / Masteroppgave, 2013)

In this master’s thesis we define a pricing model for futures contracts by using Lévy processes in an infinite dimensional Hilbert space H. The elements in H are assumed to be absolutely continuous functions on the positive ...

(Master thesis / Masteroppgave, 2013)

The European Trading Scheme (ETS) has been implemented as a way of reducing emissions of greenhouse gasses. In this scheme European Union emission allowances (EUAs) are traded during the so called trading period. In the ...

(Master thesis / Masteroppgave, 2013)

Let G(d,n) be the Grassmannian parametrizing d-dimensional linear subspaces in an n-dimensional vector space V. It is a projective scheme embedded in P^N for N = (n,d) − 1 via its Plücker embedding. Let L be a distributive ...

Weighted Lasso Analysis for Cervix Cancer Data Restricted Access

(Master thesis / Masteroppgave, 2013)

In this thesis I analyze two datasets about cervix cancer supplied by the Norwegian Radium Hospital. The datasets are measured by two different methods, the cDNA microarray technology and the Illumina BeadArray technology, ...

(Master thesis / Masteroppgave, 2013)

I denne oppgaven brukes Kullback-Leibler divergens og bootstrap-simuleringer til å studere feil i velkjente dødelighetsmodeller anvendt i livsforsikring. Feil deles inn i tre kategorier; estimering-, modell- og ...

(Research report / Forskningsrapport, 2013)

Two independent sets of analytical solutions, one based on matrix inversion and one based on iteration, are derived for the displacement field and corresponding stress state in multi-layer cylinders subjected to pressure ...

(Research report / Forskningsrapport, 2013)

We propose a finite difference scheme to simulate solutions to a certain type of hyperbolic stochastic partial differential equation (SPDE). These solutions can in turn estimate so called volatility modulated Volterra (VMV) ...

(Research report / Forskningsrapport, 2013)

We study optimal stochastic control problems of general coupled systems of forward- backward stochastic di erential equations with jumps. By means of the Itô-Ventzell formula the system is transformed to a controlled ...

Greeks of Interest Rate Derivatives using Malliavin Calculus Restricted Access

(Master thesis / Masteroppgave, 2013)

(Master thesis / Masteroppgave, 2013)

Abstract
Out of two alternative bridge designs, a cantilever bridge is chosen as a highway bridge by the owner in collaboration with a consulting company. The design decision is based on initial cost estimates and regular ...

(Master thesis / Masteroppgave, 2013)

Digital analysis of seismic images is a key component in the automation of seismic data interpretation. Other authors have explored using curvature as an attribute in this kind of analysis, but only on data which has been ...

Harmonic response of offshore cables in free spans Restricted Access

(Master thesis / Masteroppgave, 2013)

Motivation for the thesis is the vortex induced vibrations (VIV). To predict the fatigue life of an offshore cable subjected to VIV, the eigen frequencies of the system need to be known for the configuration of a cable ...

(Master thesis / Masteroppgave, 2013)

(Research report / Forskningsrapport, 2013)

A general market model with memory is considered. The formulation is given in terms of stochastic functional di erential equations, which allow for exibility in the modeling of market memory and delays. We focus on the ...

(Master thesis / Masteroppgave, 2013)

The object of this thesis is to study the classical Heath-Jarrow-Morton(HJM) model for interest rates, and the corresponding London Interbank Offered Rate(LIBOR) model, when the noise is driven by an It\^o-L\'evy process ...

A Zero-Coupon Bond based Spread Option : An Application of the Heath-Jarrow-Morton Model Restricted Access

(Master thesis / Masteroppgave, 2013)

In this thesis we derive the price of a spread option based on two zero-coupon bonds. The two bonds will represent di erent nancial markets, and the HJM framework is used as the model for the underlying forward rates. We ...

(Master thesis / Masteroppgave, 2013)

(Research report / Forskningsrapport, 2013)

We find a maximum principle for processes driven by martingale random fields. We do so by describing the adjoint processes with non-anticipating stochastic derivatives. In the case of the Levy processes this mimics maximum ...