## Search

Now showing items 301-400 of 2561

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

A matrix with a nonzero nonnegative vector in its null space is called central . We study classes of central matrices having zero column sums. The study is motivated by an engineering application concerning induction ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

We initiate the study of the internal structure of C*-algebras associated to a left cancellative semigroup in which any two principal right ideals are either disjoint or intersect in another principal right ideal; these ...

(Master thesis / Masteroppgave, 2016)

The purpose of this thesis is to study the hedging of financial derivatives, using the so-called local risk-minimizing strategy, which is a popular quadratic hedging strategy in incomplete markets. The local risk minimization ...

Sparse Matrix Storage Schemes with OpenCL for a Linear System arising from a Discrete Model of Elasticity Restricted Access

(Master thesis / Masteroppgave, 2016)

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

We prove that the Farrell–Jones assembly map for connective algebraic K -theory is rationally injective, under mild homological finiteness conditions on the group and assuming that a weak version of the Leopoldt–Schneider ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2016)

A matrix of the form A = BBT where B is nonnegative is called completely positive (CP). Berman and Xu (2005) investigated a subclass of CP-matrices, called f0, 1g-completely positive matrices. We introduce a related concept ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

Motivated by the relation between the Drinfeld double and central property (T) for quantum groups, given a rigid C*-tensor category C and a unitary half-braiding on an ind-object, we construct a *-representation of the ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

We classify up to isomorphism all non-Kac compact quantum groups with the same fusion rules and dimension function as SU(n). For this we first prove, using categorical Poisson boundary, the following general result. Let G ...

(Journal article / Tidsskriftartikkel / SubmittedVersion, 2016)

We consider Dolbeault–Dirac operators on quantized irreducible flag manifolds as defined by Krähmer and Tucker-Simmons. We show that, in general, these operators do not satisfy a formula of Parthasarathy–type. This is a ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2016)

We treat a stochastic integration theory for a class of Hilbert-valued, volatility-modulated, conditionally Gaussian Volterra processes. We apply techniques from Malliavin calculus to define this stochastic integration as ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2016)

We construct a new 20-dimensional family of projective six-dimensional irreducible holomorphic symplectic manifolds. The elements of this family are deformation equivalent with the Hilbert scheme of three points on a K3 ...

(Journal article / Tidsskriftartikkel / SubmittedVersion, 2016)

The admission flow generated by a parallel valve diesel engine cylinder head was investigated by planar and stereoscopic Particle Image Velocimetry in a steady flow test bench through measurements in the swirl and tumble ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2016)

Observations of wave propagation in landfast ice were obtained in Tempelfjorden, Svalbard during March 2015. Wave motion was measured near the ice edge using inertial motion units and consisted of a combination of swell ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

This study presents an experimental investigation of plunging breakers on a sloping beach with an inclination of 5.1°. The incident waves are solitary waves with various amplitudes from non-breaking waves to plunging ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

A celebrated financial application of convex duality theory gives an explicit relation between the following two quantities:
(i) The optimal terminal wealth X^*(T) : = X_{\varphi ^*}(T) of the problem to maximize the ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2016)

We study a coupled system of controlled stochastic differential equations (SDEs) driven by a Brownian motion and a compensated Poisson random measure, consisting of a forward SDE in the unknown process X(t) and a predictive ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

We have released a software named EuroForMix to analyze STR DNA profiles in a user-friendly graphical user interface. The software implements a model to explain the allelic peak height on a continuous scale in order to ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

The investigation of the performance of models to interpret complex DNA profiles is best undertaken using real DNA profiles. Here we used a data set to reflect the variety typically encountered in real casework. The ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

We prove a verification theorem for a class of singular control problems which model optimal harvesting with density-dependent prices or optimal dividend policy with capital-dependent utilities. The result is applied to ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

The paper discusses the development of a frequency dependent directional spread from an initial condition of frequency-independence. The study applies basin directional measurements from the Maritime Research Institute ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2016)

Detailed observations of the diurnal jet, a surface intensification of the wind-driven current associated with the diurnal cycle of sea surface temperature (SST), were obtained during August and September 2012 in the ...

(Doctoral thesis / Doktoravhandling, 2016)

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

We introduce the notion of accurate foundation sets and the accurate refinement property for right LCM semigroups. For right LCM semigroups with this property, we derive a more explicit presentation of the boundary quotient. ...

Customer Duration and Profitability in General Insurance Restricted Access

(Master thesis / Masteroppgave, 2016)

In general insurance, the expected duration of a customer relationship is of great interest since retaining an existing customer is much cheaper than acquiring a new one from an administrative point of view. The expected ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2016)

Watson and Holmes propose ways of investigating robustness of statistical decisions by examining certain neighbourhoods around a posterior distribution. This may partly amount to ad hoc modelling of extra uncertainty. ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

In the Barents Sea and adjacent water, fishing grounds are closed for shrimp fishing by the Norwegian Directorate of Fisheries Monitoring and Surveillance Service (MSS) if the expected number of juvenile fish caught are ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

For the space of \(C^3\) quintics on the Powell–Sabin 12-split of a triangle, we determine explicitly the six symmetric simplex spline bases that reduce to a B-spline basis on each edge and have a positive partition of ...

(Master thesis / Masteroppgave, 2016)

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2016)

Given a Hopf algebra A graded by a discrete group together with an action of the same group preserving the grading, we define a new Hopf algebra, which we call the graded twisting of A. If the action is by adjoint maps, ...

(Master thesis / Masteroppgave, 2016)

En polytop er et legeme i det euklidske rom som avgrenses av et endelig antall hyperplan. Vi kan legge på ulike begrensninger på polytopene og få et ulikt utvalg polytoper. I denne avhandlingen ser vi på polytoper av ulik ...

(Master thesis / Masteroppgave, 2016)

(Master thesis / Masteroppgave, 2016)

A detailed study of computable iterations of Gödel-sentences, both in normal recursion and generalisations to other recursive theories.

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

Complexes of discrete distributional differential forms are introduced into finite element exterior calculus. Thus, we generalize a notion of Braess and Schöberl, originally studied for a posteriori error estimation. We ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

Within the framework of finite element systems, we show how spaces of differential forms may be constructed, in such a way that they are equipped with commuting interpolators and contain prescribed functions, and are minimal ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

We show how the high order finite element spaces of differential forms due to Raviart-Thomas-Nédelec-Hiptmair fit into the framework of finite element systems, in an elaboration of the finite element exterior calculus of ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

A well known property of a harmonic function in a ball is that its value at the centre equals the mean of its values on the boundary. Less well known is the more general property that its value at any point x equals the ...

(Doctoral thesis / Doktoravhandling, 2016)

(Doctoral thesis / Doktoravhandling, 2016)

(Chapter / Bokkapittel / PublishedVersion; Peer reviewed, 2016)

The aim of this study is to measure velocity fields and accurate surface elevation in solitary waves utilizing a fast Xray PTV system. It is difficult to measure the free surface of water waves with the optical measurement ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2016)

It is known that generalized barycentric coordinates (GBCs) can be used to form Bernstein polynomial-like functions over a polygon with any number of sides. We propose to use these functions to form a space of continuous ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

We show that four well-known kinds of generalized barycentric coordinates in convex polygons share a simple monotonicity property: the coordinate function associated with a vertex is increasing along any line from the ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

Using the notion of multivariate lower set interpolation, we construct nodal basis functions for the serendipity family of finite elements, of any order and any dimension. For the purpose of computation, we also show how ...

(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, ...

(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 ...

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)

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 ...

(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 ...

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)

(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 ...

(Doctoral dissertation / Doktoravhandling, 2015)

(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 ...

(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 ...

(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 ...

(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 ...

(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)

(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 ...

(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 ...

(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, ...

(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, ...

(Doctoral thesis / Doktoravhandling, 2015)

(Master thesis / Masteroppgave, 2015)

(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)

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 / 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 ...

(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 ...

(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, ...

(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 ...

(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 ...

(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 ...

(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 ...

(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., ...

(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 / 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 ...

(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 / 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 ...

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

We present a new approach to the optimal portfolio problem for an insider with logarithmic utility. Our method is based on white noise theory, stochastic forward integrals, Hida-Malliavin calculus and the Donsker delta function.

(Master thesis / Masteroppgave, 2015)

(Doctoral thesis / Doktoravhandling, 2015)

Banebrytende forskningsmodeller innenfor viktige tema/fagområder som blant annet klima, menneskekroppen og jordskorpen tar alle utgangspunkt i kompliserte dataprogrammer, og krever ofte flere dager for en super-datamaskin ...

(Master thesis / Masteroppgave, 2015)

Most insurance companies deal with reinsurance. One of the problems they have to solve is: What reinsurance treaty is optimal for their company? Optimal reinsurance for large portfolios has, during the past decades, been ...

(Master thesis / Masteroppgave, 2015)

The frequency of demands are crucial when analysing a safety instrumented system (SIS). IEC 61508 distinguishes between low and high demand mode when calculating risk for such a system. In reality there are systems that ...

(Master thesis / Masteroppgave, 2015)

One of the challenges related to modelling calcium dynamics in cardiac cells is the large difference in the length scales involved. The dyad, where important processes take place, is very small compared to the whole cell. ...

(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 ...

(Master thesis / Masteroppgave, 2015)

(Master thesis / Masteroppgave, 2015)

(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 ...