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(Chapter / Bokkapittel / SubmittedVersion, 2017)
Electricity infrastructure has become a critical element of modern industrial society. In order to model and analyse this infrastructure, identify weaknesses, and optimize performance, one needs to take into account its ...
(Chapter / Bokkapittel / SubmittedVersion, 2017)
With the shenfun Python module (github.com/spectralDNS/shenfun) an effort is made towards automating the implementation of the spectral Galerkin method for simple tensor product domains, consisting of (currently) one ...
(Chapter / Bokkapittel / PublishedVersion; Peer reviewed, 2017)
(Chapter / Bokkapittel / PublishedVersion; Peer reviewed, 2017)
(Chapter / Bokkapittel / PublishedVersion; Peer reviewed, 2017)
(Chapter / Bokkapittel / PublishedVersion; Peer reviewed, 2017)
(Chapter / Bokkapittel / PublishedVersion; Peer reviewed, 2017)
(Chapter / Bokkapittel / AcceptedVersion; Peer reviewed, 2017)
Environmental contours are widely used as a basis for e.g., ship design. The traditional approach to environmental contours is based on the well-known Rosenblatt transformation. However, due to the effects of this ...
(Chapter / Bokkapittel / AcceptedVersion; Peer reviewed, 2017)
For a commodity spot price dynamics given by an Ornstein–Uhlenbeck process with Barndorff-Nielsen–Shephard stochastic volatility, we price forward contracts using a new class of pricing measures, extending the classical ...
(Chapter / Bokkapittel / AcceptedVersion; Peer reviewed, 2017)
We investigate the convergence rates of numerical schemes for degenerate convection diffusion equations. Recent results bound these rates as 1∕3 in one space dimension and 2∕(19 + d) in several space dimension. In our ...