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(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 ...
(Chapter / Bokkapittel / PublishedVersion; Peer reviewed, 2013)
(Chapter / Bokkapittel / AcceptedVersion; Peer reviewed, 2013)
Numerical simulations using non-linear finite element analysis have been perform to study ship grounding. The results are compared with experimental tests which was performed in USA in 1995 and good agreement is achieved. ...
(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 ...
(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 ...
(Chapter / Bokkapittel / PublishedVersion; Peer reviewed, 2016)
We introduce Bichromatic Synthetic Schlieren (BiCSS) for instantaneous surface measurements, in where we use two simultaneous images taken at blue and near infrared wavelengths, making use of that refractive index variation ...
(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.
(Chapter / Bokkapittel / PublishedVersion; Peer reviewed, 2019)
Environmental contours are widely used as a basis for e.g., ship design, especially in early design phases. The traditional approach to such contours is based on the well-known Rosenblatt transformation. In the present ...
(Chapter / Bokkapittel / AcceptedVersion; Peer reviewed, 2018)
Modulational instability is an efficient mechanism for the generation of rogue waves in the limit of narrow-banded and long-crested wave fields. While such wave fields are easily achieved in laboratories, there appears to ...
(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 ...