## Search

Now showing items 1-100 of 537

(Master thesis / Masteroppgave, 2009)

(Research report / Forskningsrapport, 2009)

New current modified Schrödinger equations are derived suited to study waves on both potential and non-potential inhomogeneous currents. Split-step schemes of first, second, and fourth order are discussed. Different results ...

(Research report / Forskningsrapport, 2009)

We study an optimal stopping problem for a stochastic differential equation with delay driven by a Lévy noise. Approaching the problem by its infinite-dimensional representation, we derive conditions yielding an explicit ...

(Research report / Forskningsrapport, 2009)

In this paper, we study backward stochastic differential equations with respect to general filtrations. The results are used to find the optimal consumption rate for an insider from a cash flow modeled as a generalized ...

(Research report / Forskningsrapport, 2009)

The first part of the paper is an overview of the theory of approximation of wave equations by Galerkin methods. It treats convergence theory for linear second order evolution equations and includes studies of consistency ...

(Research report / Forskningsrapport, 2009)

In this paper we introduce Skorohod-semimartingales as an expanded concept of classical semimartingales in the setting of Lévy processes. We show under mild conditions that Skorohod-semimartingales similarly to semimartingales ...

(Research report / Forskningsrapport, 2009)

(Research report / Forskningsrapport, 2009)

Our aim in this paper is to find a market portfolio and equivalent martingale measure (EMM) that minimizes risk as defined in [1], but in the jump diffusion market. We use optimal control methods for the determination of ...

(Research report / Forskningsrapport, 2009)

Étant donné un complexe cellulaire constitué de polyèdres, plongé dans un espace Euclidien, nous construisons des espaces d'éléments finis de formes différentielles contenant celles qui sont polynomiales de degré maximal ...

(Research report / Forskningsrapport, 2009)

This study provides three results of note. First, analysis of information can be abstracted from monetary values in special cases to variability of returns in general cases. Second, with an appropriately chosen model one ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2009)

Background
Survival prediction from high-dimensional genomic data is an active field in today's medical research. Most of the proposed prediction methods make use of genomic data alone without considering ...

(Research report / Forskningsrapport, 2009)

(Research report / Forskningsrapport, 2009)

Minkowski Pythagorean hodograph curves are polynomial curves with polynomial speed, measured with respect to Minkowski norm. Curves of this special class are particularly well suited for representing medial axis transforms ...

(Research report / Forskningsrapport, 2009)

In this paper we use techniques of Malliavin calculus and forward integration to present a general stochastic maximum principle for anticipating stochastic differential equations driven by a Lévy type of noise. We apply ...

(Research report / Forskningsrapport, 2009)

In this paper we suggest a general stochastic maximum principle for optimal control of anticipating stochastic differential equations driven by a Lévy type of noise. We use techniques of Malliavin calculus and forward ...

(Research report / Forskningsrapport, 2009)

Spot prices in energy markets exhibit special features like price spikes, mean-reversion inverse, stochastic volatility, inverse leverage effect and co-integration between the different commodities. In this paper a ...

(Master thesis / Masteroppgave, 2009)

The fractional Brownian motion (fBm) has recently drawn a lot of attention and has been studied in several directions, such as stochastic integration, stochastic diﬀerential equations, ﬁnancial applications, and solutions ...

Buckling Strength Assessment of Stiffened Steel Panels in Floating Offshore Structures Restricted Access

(Master thesis / Masteroppgave, 2009)

Stiffened plates are common components in many structures, from plate girders and box girder bridges to ships and offshore structures. Stiffened and unstiffened plates buckle into doubly curved surfaces which complicates ...

(Master thesis / Masteroppgave, 2009)

In this thesis I study alternatives to the geometric Brownian motion where the log-return follow Lévy processes with jumps, in particular the normal invers Gaussian and the CGMY Lévy processes.
With focus on Merton's ...

(Master thesis / Masteroppgave, 2009)

In this study, I examined data from a large cohort of HIV infected individuals of both genders from a small township of Bangwe in Malawi to demonstrate the influence of general weight loss, a reported AIDS wasting syndrome ...

(Master thesis / Masteroppgave, 2009)

The Cox ring of a smooth algebraic projective variety X is the direct sum of H^0(X,D) as D varies in the Picard group of X. The ring was introduced by Y. Hu and S. Keel in 2000 and generalizes Cox' construction of the ...

(Master thesis / Masteroppgave, 2009)

Representasjonsteori er et område innenfor matematikken hvor man representer-
er elementer i grupper og algebraer med lineære transformasjoner av vektorrom.
I lineær algebra ﬁnnes det mye verktøy, og dette kan man bruke ...

(Research report / Forskningsrapport, 2009)

In this note we extend Radner's ([6]) result on the revealing properties of a rational expectations equilibrium to the case of an infinite dimensional probability space. Radner's auxiliary proposition, which states that ...

(Research report / Forskningsrapport, 2009)

In the first part of the paper, we obtain existence and characterizations of an optimal control for a linear quadratic control problem of linear stochastic Volterra equations. In the second part, using the Malliavin calculus ...

(Research report / Forskningsrapport, 2009)

(Research report / Forskningsrapport, 2009)

In Natvig and Gåsemyr (2009) dynamic and stationary measures of importance of a component in a binary system were considered. To arrive at explicit results the performance processes of the components were assumed to be ...

(Research report / Forskningsrapport, 2009)

In Norwegian defined benefit pensions, assets corresponding to the premium reserve and premium fund are guaranteed a minimum return of a fixed rate r. This r is the same interest rate used for discounting when calculating ...

(Research report / Forskningsrapport, 2009)

A great challenge using the traditional regression based Bermuda option valuation based on Longstaff and Schwartz (LS) (see Longstaff and Schwartz [10]) is the stability of solutions for different basis functions. In this ...

(Master thesis / Masteroppgave, 2009)

The aim of this Thesis is to study Stochastic Partial Differential Equations (SPDEs) by regarding the SPDE as a Stochastic Differential Equation taking values in an infinite-dimensional space, i.e. a space of functions. ...

(Master thesis / Masteroppgave, 2009)

(Master thesis / Masteroppgave, 2009)

(Master thesis / Masteroppgave, 2009)

There is a connection between representations of the fundamental group
π_1(X) of a compact Riemann surface X, and holomorphic vector bundles on X. More speciﬁcally, for every representation ρ, there exists an associated ...

Edgewise Subdivision and Simple Maps Restricted Access

(Master thesis / Masteroppgave, 2009)

(Doctoral thesis / Doktoravhandling, 2009)

This thesis deals with modeling and understanding the processes in the atmosphere of the Sun. The solar climate has implications for Earth's climate and effects many of our systems, for instance the Global Positioning ...

(Doctoral thesis / Doktoravhandling, 2009)

(Master thesis / Masteroppgave, 2009)

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 ...

(Research report / Forskningsrapport, 2009)

We investigate Hopf algebroids in the category of <I>L</I>-complete modules over a commutative Noetherian regular complete local ring. The main examples of interest in algebraic topology are the Hopf algebroids associated ...

(Research report / Forskningsrapport, 2009)

We develop a viscosity solution theory for a system of nonlinear degenerate parabolic integro-partial differential equations (IPDEs) related to stochastic optimal switching and control problems or stochastic games. In the ...

(Research report / Forskningsrapport, 2009)

We propose and analyze a finite element method for a semi-stationary
Stokes system modeling compressible fluid flow subject to a Navier-slip boundary condition. The velocity (momentum) equation is approximated by a mixed ...

(Research report / Forskningsrapport, 2009)

We propose a nonconforming finite element method for isentropic viscous gas flow in situations where convective effects may be neglected. We approximate the continuity equation by a piecewise constant discontinuous Galerkin ...

(Research report / Forskningsrapport, 2009)

The electrowetting process is commonly used to handle very small amounts of liquid on a solid surface. This process can be modelled mathematically with the help of the shape optimization theory. However, solving numerically ...

(Research report / Forskningsrapport, 2009)

In this paper, we derive the evolution of a stock price from the dynamics of the "best bid" and "best ask". Under the assumption that the bid and ask prices are described by semimartingales, we study the completeness and ...

(Research report / Forskningsrapport, 2009)

We study the robustness of the sensitivity with respect to parameters in expectation functionals with respect to various approximations of a Lévy process. As sensitivity parameter, we focus on the delta of an European ...

(Research report / Forskningsrapport, 2009)

As an example of a simple constrained geometric non-linear wave equation, we study a numerical approximation of the Maxwell Klein Gordon equation. We consider an existing constraint preserving semi-discrete scheme based ...

(Research report / Forskningsrapport, 2009)

We propose a method to compute approximate eigenpairs of the Schrödinger operator on a bounded domain in the presence of an electromagnetic field. The method is formulated for the simplicial grids that satisfy the discrete ...

Problem Solving Environment for Partial Differential Equations in Python Restricted Access

(Master thesis / Masteroppgave, 2009)

This master thesis presents a collection of tools for solving partial
differential equations using Python. Three different Python modules
make up the majority of the thesis.
When solving partial differential equations ...

(Master thesis / Masteroppgave, 2009)

Particle deposition in the lungs have so far been modeled mainly with the assumption of laminar flow. In the present study, several Reynolds-Averaged Navier-Stokes (RANS) turbulence models are used to simulate the airflow ...

(Master thesis / Masteroppgave, 2009)

In this paper were shown derivation of methods of Roe, Haarten-Lax-Leer and Lax Friedrichs, using of these methods in splitting schemes for shallow water with magnetohydrodynamics. An analysis of behavior of such schemes ...

(Master thesis / Masteroppgave, 2009)

Numerical simulation of the airflow inside a slowly rotating aerosol chamber is carried out using a high resolution LES and several RANS based turbulence models. The result of the LES revealed a complex turbulent flow field ...

(Master thesis / Masteroppgave, 2009)

Denne oppgaven undersøker hypotesen om at dødelighet i voksen alder
avhenger av ernæringsforholdene individene levde under i barnealder. Dersom ernæringsforholdene var svært dårlige ventes høy dødelighet, men det har også ...

(Master thesis / Masteroppgave, 2009)

Composite structures consisting of plates or plate-like elements are used widely in windturbine blades and in certain types of ships, particularly naval ships. These structual elements are often subjected to signiﬁcant ...

(Master thesis / Masteroppgave, 2009)

Nemo Engineering AS (Nemo) has built a series of Tees for welding into offshore pipelines for transportation of hydrocarbons. The purpose with the Tees is to allow connection of new pipelines from existing or future oil ...

(Master thesis / Masteroppgave, 2009)

(Master thesis / Masteroppgave, 2009)

Denne oppgaven omhandler sammenføyninger av åpne tverrsnitt ved bruk av skrueforbindelser. Det er veldig viktig at skrudde sammenføyninger har en hensiktsmessig utforming, og at kapasiteten dimensjoneres “riktig” etter ...

(Research report / Forskningsrapport, 2009)

Use of auxiliary variables for generating proposal variables within a Metropolis-Hastings setting has been suggested in many different settings. This has in particular been of interest for simulation from complex distributions ...

(Master thesis / Masteroppgave, 2009)

We set out to find how copula-based dependence modelling of large
jumps in the NIG-Lévy model affects the option price. This leads to
the definition of a rejection-based approximation algorithm
for the NIG-Lévy.
Using ...

(Master thesis / Masteroppgave, 2009)

Since the deregulation of electricity, new models were needed to quantify the
price of contracts with speci ed delivery period of electricity. In this thesis
we have looked at two such models. The rst model is given in ...

(Doctoral thesis / Doktoravhandling, 2009)

When a large oil or gas field is produced, several reservoirs often share the same processing facility. This facility is typically capable of processing only a limited amount of oil, gas and water per unit of time. In order ...

(Master thesis / Masteroppgave, 2009)

Nowadays records, radio, television and the internet spread music more widely than ever before, and an overwhelming number of musical works are available to us. During the last decades, a great interest in converting music ...

(Master thesis / Masteroppgave, 2009)

Abstract
This paper examines the utility indiﬀerence price of interest rate products
and the risk associated with these. Such products can be compared with
put options and are here considered to be written on a non-tradeable ...

(Research report / Forskningsrapport, 2009)

Threshold Definition of Early Warning Systems to Natural Hazards Restricted Access

(Master thesis / Masteroppgave, 2009)

Information collected from warning systems monitoring natural threats
can be synthesized into a risk measure to determine the state of nature, and for defining the threshold for issuing (or not) of an early warning. This ...

(Research report / Forskningsrapport, 2009)

(Research report / Forskningsrapport, 2009)

In this paper we study the Cauchy problem for the wave equation with space-time Lévy noise initial data in the Kondratiev space of stochastic distributions. We prove that this problem has a strong and unique C2-solution, ...

(Master thesis / Masteroppgave, 2009)

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 ...

(Master thesis / Masteroppgave, 2009)

The aim of the study was to compare the rates of mortality among
disability pensioners to the rates of mortality in the general population.
The causes considered are musculoskeletal- and psychiatric disorders and a group ...

(Master thesis / Masteroppgave, 2009)

Det har lenge vært klart at dødelighet oppfører seg på en stokastisk måte, og at livselskap som følge av forpliktelser som ofte varer i 30 år er sterkt utsatt for risiko som følge av nedgående dødelighet. For å sikre seg ...

(Master thesis / Masteroppgave, 2009)

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 ...

Pulsatile flow in bifurcation with aneurysm using µPTV technique Restricted Access

(Master thesis / Masteroppgave, 2009)

An important topic in biomechanical flow is the study of aneurysms. Aneurysm can be found in bifurcation and curved blood vessels. These can rupture leading to life threatening situations.
In this thesis we will look at ...

(Master thesis / Masteroppgave, 2009)

In this thesis we will apply forcing to domain theory.
When a Scott domain represents a function space, each function
will be a filter in the basis of the domain. By using the
partially ordered basis as the forcing ...

(Master thesis / Masteroppgave, 2009)

New challenges within statistical sciences have arisen with the explosive growth of information. Classical methods are not designed for these kinds of problems and may not be possible to use or may not behave as expected. ...

Mortalitetsvingninger og kapital på lang sikt Restricted Access

(Master thesis / Masteroppgave, 2009)

Endringer i d ødelighetsm ønstre er et område som forsikringsbransjen har lagt mer og mer vekt på den siste tiden. Dette er som fø lge av at man over lengre tid har observert en stadig økning i menneskets forventede ...

(Journal article / Tidsskriftartikkel / SubmittedVersion, 2009)

We consider a combinatorial problem motivated by a special simplified timetabling problem for subway networks. Mathematically the problem is to find (pairwise) disjoint congruence classes modulo certain given integers; ...

(Research report / Forskningsrapport, 2009)

(Master thesis / Masteroppgave, 2009)

Sound traveling through water was traditionally thought to be a linear or close to linear process.
With the recent improvement of echosounders and their accompanying equipment, one has become aware that excess sound ...

Lineær og ikke-lineær propagering av akustiske felt. Lineær tilnærming til ikke-lineært felt. Restricted Access

(Master thesis / Masteroppgave, 2009)

In this master thesis we study the linear and nonlinear acoustic field propagation. We also look into the possibility of estimating the non-linearly generated second harmonic by linear propagation of two times the fundamental ...

(Master thesis / Masteroppgave, 2009)

(Master thesis / Masteroppgave, 2009)

Modellering av befolkningslevetid vil si å tilpasse en matematisk modell som skal forklare levetiden i en populasjon på en best mulig måte. Det ene målet med denne oppgaven var å sammenligne to levetidsmodeller sin tilpasning ...

Valuation Portfolios in Life Insurance Restricted Access

(Master thesis / Masteroppgave, 2009)

In recent years insurance companies in a series of European countries have been committed to finally implement several new initiatives of supervision and politics in their insurance business. These uidelines are known under ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2009)

First published in Geometry & Topology Monographs series, in 16 (2009) 401–544, published by Mathematical Sciences Publishers. Copyright Geometry & Topology Publications.

Optimal portfolio problems in presence of default Restricted Access

(Master thesis / Masteroppgave, 2009)

The aim of this Thesis is to to study optimal investment in stocks when the stock is subject to default events and investors have different levels of information. The problem is solved in a general setting by combining a ...

(Doctoral thesis / Doktoravhandling, 2009)

During the past few years there has been a revolution in the design of desktop computers. Most processors today include more than one processor core, allowing parallel execution of programs. Furthermore, most commodity ...

(Doctoral thesis / Doktoravhandling, 2009)

For many people the behaviour of stock prices may appear to be unpredictable. The price dynamics seem to exhibit no regularity. Although it might be hard to believe, mathematicians and physisists have managed to explain ...

(Doctoral thesis / Doktoravhandling, 2009)

(Master thesis / Masteroppgave, 2009)

Det har blitt utviklet en andre ordens ikke linær Schrödinger metode for å estimere kinematikk i irregulær sjø på endelig dyp. Hastighetspotensialet og tilhørende overflatehevning har blitt uviklet under antagelse om sakte ...

Tow-out Forces and Motion during Installation of a Complete Assembled Wind Turbine. Restricted Access

(Master thesis / Masteroppgave, 2009)

Uttauingskrefter og bevegelser av en komplett vindturbin under installasjon har blitt aanalysert.
(Se engelsk sammendrag for mer detaljer)

(Master thesis / Masteroppgave, 2008)

In Europe, statistical evidence shows a decline in human mortality over the 20th century. The growing mortality concern led actuaries to consider a dynamic and stochastic survival model in order to forecast realistic ...

(Research report / Forskningsrapport, 2008)

This report is the documentation of a new model for large scale solution of the Boussinesq equations. The equations are briefly presented with emphasis on the inclusion of spherical coordinates and the Coriolis force. We ...

(Research report / Forskningsrapport, 2008)

(Research report / Forskningsrapport, 2008)

When a large oil or gas field is produced, several reservoirs often share the same processing facility. This facility is typically capable of processing only a limited amount of oil, gas and water per unit of time. In the ...

(Research report / Forskningsrapport, 2008)

A main field and satellite fields consist of several separate reservoirs with gas cap and/or oil rim. A processing facility on the main field receives and processes the oil, gas and water from all the reservoirs. This ...

Calibration of Claim Size Processes in Non-Life Insurance by Non-Linear Filtering for Lévy Processes Restricted Access

(Master thesis / Masteroppgave, 2008)

This thesis deals with infinitely divisible distributions, Poisson process, Stochastic Partial Differential Equations and Lévy processes.
Keywords: Infinitely divisible distributions, stable distributions, compensated ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2008)

Background
It is of biological interest to make genome-wide predictions of the locations of DNA melting bubbles using statistical mechanics models. Computationally, this poses the challenge that a generic ...

(Research report / Forskningsrapport, 2008)

In Dahl et al. (2007) we extended and refined some tools given in O'Hagan (2003) for criticism of Bayesian hierarchical models. Especially, avoiding double use of data by a data splitting approach was a main concern. Such ...

(Research report / Forskningsrapport, 2008)

When estimating parametric copula models by the semiparametric pseudo maximum likelihood procedure (MPLE), many practitioners have used the Akaike Information Criterion (AIC) for model selection in spite of the fact that ...

(Research report / Forskningsrapport, 2008)

In this paper we will approximate the sum of the margins from a two dimensional lognormal variable by moment matching with a one dimensional lognormal variable. We will look at different cases of correlation and volatility ...

(Research report / Forskningsrapport, 2008)

Present approximate second order methods for the analysis of unbraced multistorey frames may significantly underestimate moments in single curvature regions. To clarify reasons for this that may not be well understood, the ...

(Research report / Forskningsrapport, 2008)

Present approximate second order methods for the analysis of frames with sway are not capable of reflecting the transition from sway to partly braced, and nearly fully braced behaviour of individual columns in the frames. ...

(Research report / Forskningsrapport, 2008)

A large deflection, semi-analytical method for pre- and postbuckling analysis of stiffened plates with a free edge is presented. The stiffeners can be oriented in both directions parallel and perpendicular to the free edge, ...

Cooperative and non-cooperative management for a grazer-plant system Restricted Access

(Master thesis / Masteroppgave, 2008)

Consider a common pasture owned by $N$ herders. We consider first a scenario where the herders are individualistic and only interested in the maximization of their personal yield, neglecting their influence on the vegetation ...