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Now showing items 1801-1900 of 3734
(Doctoral thesis / Doktoravhandling, 2012)
(Doctoral thesis / Doktoravhandling, 2012)
In the process of modeling, the agent has to make a number of decisions. Therefore two agents can set up different models. This thesis compares the influence of different model choices to stochastic control theory and ...
(Doctoral thesis / Doktoravhandling, 2012)
(Doctoral thesis / Doktoravhandling, 2012)
(Master thesis / Masteroppgave, 2012)
The topic of this thesis is linear optimization in relation to doubly stochastic matrices, which constitute the Birkhoff polytope. This polytope is closely related to the concept of majorization, which will be defined and ...
(Master thesis / Masteroppgave, 2012)
Vi innfører nødvendig teori i algebra og algebraisk geometri til å definere dihedral homologi av en algebra og utvide definisjonen til skjemaer. Vi viser også et resultat om hvordan dihedral homologi oppfører seg med hensyn ...
(Master thesis / Masteroppgave, 2012)
Spline functions are a form of piecewise polynomials with many diverse uses and applications across several fields of study. A particular application concerns approximation of other continuous functions. Although many such ...
(Master thesis / Masteroppgave, 2012)
Løfteoperasjoner med av- og pålasting av utstyr og gods er en veldig vanlig aktivitet på offshoreplattformer. I denne sammenheng vil det alltid være en viss risiko for fallende laster. Det vil derfor være aktuelt med ...
(Master thesis / Masteroppgave, 2012)
Modern digital colour cameras are faced with a number of challenges in producing high-quality images, including noisy sensor measurements and chromatic aberration due to dispersion in the optics. In addition, most digital ...
(Master thesis / Masteroppgave, 2012)
In this thesis we simulate the medical condition known as hydrocephalus. We do this by using the Finite Element Method (FEM), and running simulations of linear elasticity on a mesh obtained from MRI images of the ...
(Master thesis / Masteroppgave, 2012)
(Master thesis / Masteroppgave, 2012)
(Research report / Forskningsrapport, 2012)
(Master thesis / Masteroppgave, 2012)
I denne oppgaven utvikles det en endelig elemente Newton's metode løsningsalgoritme for fluid-strukture vekselvirkning med en arbitrary Lagrangian Eulerian formulering. Denne algoritme implementeres som en softwarepakke ...
(Master thesis / Masteroppgave, 2012)
Repair of a damaged ship hull is time and cost consuming in shipping industry. A damage is something that often sets the ship operation out of business and every part that has an interest, are looking for ways to minimize ...
Variance Swaps as a Hedge for Insurers Restricted Access
(Master thesis / Masteroppgave, 2012)
This thesis addresses whether variance swaps should be part of an insurer's hedge strategy, and the replicating portfolio of a variance swap is derived and analysed to see if it creates a payout similar to the variance ...
Optimal Bond Portfolios in a Heath-Jarrow-Morton Framework Restricted Access
(Master thesis / Masteroppgave, 2012)
We study optimal investments in rolling-horizon bond portfolios. Combinations of a money-market account and 1 to 3 rolling-horizon bonds are considered. Forward interest rates are modelled using finite dimensional realizations ...
Optimale belastningsvalg i terskelsystemer Restricted Access
(Master thesis / Masteroppgave, 2012)
I denne oppgaven ser vi på systemer som består av n komponenter. Systemet blir utsatt for en ytre belastning, og skal fordele denne belastningen på komponentene. Denne oppgaven omhandler hvordan vi skal belaste de ulike ...
Statistical analysis of track and field data Restricted Access
(Master thesis / Masteroppgave, 2012)
In this thesis we analyze the performances of six different track and field disciplines (100m, 200m, 110m hurdles, 400m, 800m and 10000m) using mainly extreme value statistics. Besides fitting the generalized Pareto ...
(Journal article / Tidsskriftartikkel / SubmittedVersion, 2012)
We study the robustness of options prices to model variation in a multidimensional jump-diffusion framework. In particular, we consider price dynamics in which small variations are modeled either by a Poisson random measure ...
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2012)
Atlantic salmon populations are reported to be declining throughout its range, raising major management concerns. Variation in adult fish abundance may be due to variation in survival, growth, and timing of life history ...
(Doctoral thesis / Doktoravhandling, 2012)
Diffusion with boundary chemical reaction Restricted Access
(Master thesis / Masteroppgave, 2012)
En modell for diffusjon av nevrotransmittere (glutamat) med en enkel reaktive randbetingelse. Eksistens og entydighet av løsninger, stabilitetsestimater.
(Master thesis / Masteroppgave, 2012)
In this thesis we study thwe phase space Ph(A) for an associative algebra A, with k algebraically closed (when needed we will assume k=C). The phase space has a universal property analogous to that of the module of Kähler ...
(Master thesis / Masteroppgave, 2012)
The background for this thesis is the work on broccoli curves by Gathmann, Markwig and Schroeter. In their paper, broccoli curves are introduced in order to give a tropical proof of the invariance of tropical Welschinger ...
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2012)
We study the optimal stopping problem proposed by Dupuis and Wang (Adv. Appl. Probab. 34:141–157, 2002). In this maximization problem of the expected present value of the exercise payoff, the underlying dynamics follow a ...
(Journal article / Tidsskriftartikkel / SubmittedVersion, 2012)
In power markets one frequently encounters a risk premium being positive in the short end of the forward curve and negative in the long end. Economically it has been argued that the positive premium is reflecting retailers ...
(Journal article / Tidsskriftartikkel / SubmittedVersion, 2012)
This is the pre-peer reviewed version of the following article: Benth, Fred Espen; Lempa, Jukka; Nilssen, Trygve Kastberg, On the optimal exercise of swing options in electricity markets, Journal of Energy Markets. 2012, ...
(Master thesis / Masteroppgave, 2012)
In the shipping industry, there is an increase in the requirement of determining a ship's strength when it comes to collision events. This involves ship-against-ship collisions, but also strength against damage caused by ...
(Master thesis / Masteroppgave, 2012)
This thesis is divided into 4 chapters. Chapter 1 gives a brief explanation of what the Greeks are and why they are of interest in applied financial mathematics. There is also a short summary of the first attempts at ...
(Master thesis / Masteroppgave, 2012)
We give a summary of the TTE-approach to computable anlysis, as background for a discussion about Borel complexity on represented spaces. We study the hyperspace A(X) of closed subsets of a separable metric space X, and ...
(Master thesis / Masteroppgave, 2012)
Når vi estimerer effekten av behandling for HIV vil ikke standard metoder gi korrekte resultater når vi har intermediate time-dependent confounders. Marginal Structural Models er en metode som kan brukes og vil korrigere ...
(Master thesis / Masteroppgave, 2012)
The cardiovascular system consists of the heart and the vessels. The pressure in the arteries is regulated by the baroreflex, which means pressure reflex. The baroreflex is a part of the central nervous system. The main ...
(Master thesis / Masteroppgave, 2012)
Verden har stadig økende behov for energi, og for å få bærekraftige løsninger er det et ønske om at denne økningen skal bli dekket av fornybare energikilder, samt at eksisterende energiproduksjon fra fossile kilder blir ...
Analyse av vibrasjoner i geværløp Restricted Access
(Master thesis / Masteroppgave, 2012)
I ballistikken er det generelt gjort lite med forskning for å forstå vibrasjoner som oppstår i rifleløp, noe som nok skyldes at det nok er liten økonomisk gevinst ved å forske på finkalibret våpen. Det er derimot gjort mye ...
(Master thesis / Masteroppgave, 2012)
The motivation of writing this thesis arises in connection with the interpretation of wave measurements: How can the wave height be determined from a grazing incidence radar image? How well can nonlinearity of the ocean ...
(Master thesis / Masteroppgave, 2012)
In general notice, the horizontal component of ground motions will normally always play the dominant role for response of buildings compared to the response from the vertical component. Therefore, the vast literature is ...
(Master thesis / Masteroppgave, 2012)
Several plate theories have been developed to describe the static and dynamic behaviour of plates. This thesis is predominantly a study of plate theories including shear effects, with emphasis on higher order shear deformation ...
(Master thesis / Masteroppgave, 2012)
In this thesis, we investigate the application of duality-based goal-oriented adaptive error control to the computation of shear stresses in biomedical flow problems. As a model problem, we consider the linear Stokes ...
(Master thesis / Masteroppgave, 2012)
Master oppgaven presenterer ulike bølgetall/frekvens spekter som viser målte dispersjons relasjoner utledet fra målte laboratorie irregulære lang-kammede bølge felt. De målte dispersjons relasjonene er sammenlignet med den ...
(Master thesis / Masteroppgave, 2012)
Denne oppgaven kartlegger den naturlige gruppen som virker på Rubik's kube. Gruppen består av de forskjellige trekkene som kan gjøres på kuben.
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2012)
In this paper, we initiate a study on optimal control problem for stochastic differential games under generalized expectation via backward stochastic differential equations and partial information. We first prove a sufficient ...
Load-carrying capacity assessment of composite (GRP) sandwich pipes Restricted Access
(Master thesis / Masteroppgave, 2012)
Oppgaven tar for seg en rekke mekaniske egenskaper i en glassfiberarmert kompositt. En rekke eksperimenter har blitt utført og resultatene har blitt verifisert ved hjelp av en elementmetode-basert numerisk løser.
Trading in the energy market by multicointegration and stochastic optimal control theory Restricted Access
(Master thesis / Masteroppgave, 2012)
(Master thesis / Masteroppgave, 2012)
The canonical map from the Kan subdivision of a product of two 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.
(Research report / Forskningsrapport, 2012)
In an L<sub>2</sub>-framework, we study various aspects of stochastic calculus with respect to the centered doubly stochastic Poisson process. We introduce an orthogonal basis via multilinear forms of the value of the ...
(Research report / Forskningsrapport, 2012)
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. ...
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2012)
We extend Donaldson’s diagonalization theorem to intersection forms with certain local coefficients, under some constraints. This provides new examples of non-smoothable topological 4–manifolds.
Properties of Estimators for Cumulative Baseline Hazard from Case-control Studies in the Relative Risk Model Restricted Access
(Master thesis / Masteroppgave, 2012)
Sampling techniques such as case-cohort and nested case-control studies, allows us to analyze survival data under the relative risk model assumption, without having to collect data for the full cohort. This can reduce the ...
(Master thesis / Masteroppgave, 2012)
The objective of this thesis is to value spread options with payoff function on the form max(S_1(T)-hS_2(T)-K,0), where S_1(T) and S_2(T) are the spot prices of two energy commodities at maturity time T, h is the heatrate ...
Dynamisk respons av vindturbiner plassert offshore Restricted Access
(Master thesis / Masteroppgave, 2012)
Verden har stadig økende behov for energi, og for å få bærekraftige løsninger er det et ønske om at denne økningen skal bli dekket av fornybare energikilder, samt at eksisterende energiproduksjon fra fossile kilder blir ...
(Master thesis / Masteroppgave, 2012)
Til enhver kvatratisk (reel eller kompleks) matrise A kan man tilordne dens eksponentialmatrise e^{At}. Eksponentialmatriser spiller en viktig rolle ved løsningen av enkelte differensialligninger og i mange andre anvendelser. ...
(Master thesis / Masteroppgave, 2012)
This thesis has been written about the analytical and semi-analytical formulae as an alternative to finite element analyses in computing lateral deflection, buckling loads and ultimate capacity of steel elastomer sandwich ...
(Doctoral thesis / Doktoravhandling, 2011)
Romlig analyse av lammevekter Restricted Access
(Master thesis / Masteroppgave, 2011)
I denne oppgaven gjør vi en romlig analyse på lammevekter som vil ha en geografisk tilhørighet til områder på både beitelagskala og kommuneskala. Ved å anta en varianskomponentmodell der vi spesifiserer områdene til å være ...
(Master thesis / Masteroppgave, 2011)
Oppgaven omhandler komplett positive matriser, det vil si matriser som kan skrives på formen A = BB^T der B er elementvis ikkenegativ. Hovedproblemet i denne teorien er å avgjøre hvorvidt en matrise er komplett positiv. I ...
Analysis of adhesively bonded joints exposed to low temperatures Restricted Access
(Master thesis / Masteroppgave, 2011)
This thesis is an analysis of the mechanical properties of bulk adhesive and the behaviour of adhesively bonded single lap joints at room temperature and sub-zero temperatures.
The process of making test specimens and ...
(Master thesis / Masteroppgave, 2011)
Denne masteroppgaven gir et overblikk over i-planet skademekanismer i fiber armerte polymer kompositt-laminater. Tre forskjellige feil kriterier er evaluert, og Puck feil kriteriet er beskrevet og testet i detalj. En ...
(Master thesis / Masteroppgave, 2011)
This thesis describes, analyzes and applies the Solvency II on life and pension insurance by using the standard formulas in the Quantitative Impact Study 5 (QIS5) to calculate the Solvency Capital Requirement (SCR). We ...
(Master thesis / Masteroppgave, 2011)
If we want to interpolate a set of data with a curve, we have several choices. We can use polynomial interpolation, spline interpolation or interpolatory subdivision. Polynomial interpolation gives high degrees for large ...
(Research report / Forskningsrapport, 2011)
In an L∞-framework, we present a few extension theorems for linear operators. We focus the attention on majorant preserving and sandwich preserving types of extensions. These results are then applied to the study of price ...
(Research report / Forskningsrapport, 2011)
In this paper, the option hedging problem for a Markov-modulated exponential Lévy model is examined. We employ the local risk-minimization approach to study optimal hedging strategies for Europeans derivatives under both ...
(Research report / Forskningsrapport, 2011)
(Research report / Forskningsrapport, 2011)
The aim of this paper is to study pricing of weather insurance contracts based on temperature indices. Three different pricing methods are analysed: the classical burn approach, index modelling and temperature modelling. ...
(Research report / Forskningsrapport, 2011)
(Research report / Forskningsrapport, 2011)
(Research report / Forskningsrapport, 2011)
In this paper, we study a robust recursive utility maximization problem for time-delayed stochastic di erential equation with jumps. This problem can be written as a stochastic delayed di erential game. We suggest a maximum ...
(Research report / Forskningsrapport, 2011)
We prove an existence and uniqueness result for non-linear time-advanced backward stochastic partial di erential equations with jumps (ABSPDEJs). We then apply our results to study a time-advanced backward type of stochastic ...
(Research report / Forskningsrapport, 2011)
The single auction equilibrium of Kyle's (1985) is studied, in which noise traders may be partially informed, or alternatively they can be manipulated. Unlike Kyle's assumption that the quantity traded by the noise traders ...
(Research report / Forskningsrapport, 2011)
(Research report / Forskningsrapport, 2011)
We study optimal stochastic control problems under model uncertainty. We rewrite such problems as (zero-sum) stochastic di erential games of forward-backward stochastic di erential equations. We prove general stochastic ...
(Research report / Forskningsrapport, 2011)
(Research report / Forskningsrapport, 2011)
Climate change will affect the insurance industry. We develop a Bayesian hierarchical statistical approach to explain and predict insurance losses due to weather events at a local geographical scale. The number of ...
(Master thesis / Masteroppgave, 2011)
Vi betrakter en gruppevirkning av G på en mengde X. Opgaven omhandler C*-algebraer relatert til den uniforme Roe-algebraen. Vi bruker konstruksjoner fra kryssprodukter av C*-algebraer til å konstruere en analog til den ...
(Master thesis / Masteroppgave, 2011)
In this thesis we show a reflection theorem for K2. We compare the 3-rank of K2 of the ring of integers of ℚ(√-3D) to the 3-rank of K2 of the ring of integers of ℚ(√-3D) and find that they differ by at most 2. We also show ...
(Master thesis / Masteroppgave, 2011)
The second World War (WWII) involved most of the world's nations and lasted from 1939-1945. Several countries were occupied during this period. One of these countries was Norway, which was occupied during a five year period ...
(Research report / Forskningsrapport, 2011)
Merton's classical portfolio optimisation problem for an investor, who can trade in a risk-free bond and a stock, can be extended to the case where the driving noise of the log-returns is a pure jump process instead of a ...
(Master thesis / Masteroppgave, 2011)
Potenslov-demping av akustiske bølger er observert i komplekse medier som biologisk vev og de sedimentære lag av jordens øvre skorpe. Å forstå bølgeutbredelse gjennom slike medier er avgjørende for anvendelser i medisinsk ...
(Research report / Forskningsrapport, 2011)
We study the problem of recursive utility maximization in the presence of nonlinear constraint on the wealth for a model driven by L evy processes. We extend the notion of W-divergence to vector valued functions and then ...
Analyse og reduksjon av falske avvik i hyperspektrale bilder Restricted Access
(Master thesis / Masteroppgave, 2011)
Ulike materialer reflekterer og absorberer forskjellige bølgelengder i ulik grad. Variasjon i disse egenskapene over et bredt spekter av bølgelengder gir materialer en unik spektral signatur. Hyperspektrale kameraer måler ...
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2011)
Background
Transcription factors in disease-relevant pathways represent potential drug targets, by impacting a distinct set of pathways that may be modulated through gene regulation. The influence of ...
(Research report / Forskningsrapport, 2011)
This paper addresses the levels in an aggregate at which one may find particles of a specified size. Assumed are the size distribution and the allocation of the particles to strata according to the Brazil nut effect, i.e., ...
(Doctoral thesis / Doktoravhandling, 2011)
The thesis studies certain mathematical aspects of model selection, statistical estimation theory and probability using stochastic process tools.
The paper “The copula information criterion” is the paper with most direct ...
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2011)
We show that the blow-up of P^2 in n points on a line has finitely generated Cox ring. We give explicit generators for the ring and calculate its defining ideal of relations.
The final version of this research was originally ...
(Doctoral thesis / Doktoravhandling, 2011)
(Doctoral thesis / Doktoravhandling, 2011)
(Master thesis / Masteroppgave, 2011)
I denne oppgaven skal vi studere traseringen til endelig-dimensjonale representasjoner av den ikke-kommutative k-algebraen k<x,y>, generert av to elementer. Vi skal se på traser til elementer i ringen generert av to generiske ...
(Master thesis / Masteroppgave, 2011)
Gauss-Bonnets teorem relaterer den geometriske strukturen til en flate til dens eulerkarakteristikk, en topologisk invariant. Dette teoremet forutsetter at flaten ikke inneholder noen singulariteter. I denne oppgaven vil ...
(Master thesis / Masteroppgave, 2011)
Chapter 1, Computable fields. We define computable fields, using the natural numbers NN. We show that if K is a computable field, then its algebraic closure K' is a computable field. We show that if K is a computable field ...
(Master thesis / Masteroppgave, 2011)
This thesis is based on M. J. Greenberg's article "Old and New Results in the Foundation of Elementary Plane Euclidean and Non-Euclidean Geometries" (American Mathematical Monthly , Vol 117, No 3 pp. 198-219). The aim of ...
(Master thesis / Masteroppgave, 2011)
A study of the action propagation in excitable cardiac cells. In this thesis we look at different mathematical models for simulating the biophysiological phenomena of wave propagation and fibrillation. Furthermore, we ...
(Master thesis / Masteroppgave, 2011)
In this master's thesis an optimization problem in relation to a partial differential equation (PDE) called the discrete Laplace problem with Dirichlet boundary conditions is studied. The solution of the optimization problem ...
(Master thesis / Masteroppgave, 2011)
I oppgaven tas det sikte på å anvende begreper og metoder fra kategoriteori og især toposteori innen kvantefysikken. I den resulterende teorien, "toposfysikk", brukes toposteori (teorien om generaliserte mengdeuniverser ...
(Master thesis / Masteroppgave, 2011)
(Master thesis / Masteroppgave, 2011)
Merton's portfolio problem tells us that given a risky asset modelled by a geometric Brownian motion and a risk-free asset modelled by a deterministic differential equation, the optimal trading strategy for a risk-averse ...
(Master thesis / Masteroppgave, 2011)
The topic of this master's thesis is modeling of diffusion of neurotransmitters in the extracellular space (ECS) of the central nervous system (CNS). In the models presented here diffusion will be affected by the binding ...
(Master thesis / Masteroppgave, 2011)
This thesis presents experiments on run-up of solitary waves on a beach of 10◦ inclination. The purpose of this study is to find out what causes the lower maximum run-up heights in experimental results compared with results ...
(Master thesis / Masteroppgave, 2011)
Grunnet et stadig økende behov for energi i en hurtig industrialiserende verden, samt økt fokus på kilden til den energien vi bruker i forbindelse med de antatte menneskeskapte klimaendringene, har grønnenergi fått stor ...
(Master thesis / Masteroppgave, 2011)
The main objective of the thesis is to determine the capacity against buckling of the main girder web at a launching stage. As the webs and the flanges of the main girder must defined as slender structural elements (class ...
(Master thesis / Masteroppgave, 2011)
At toga er punktlege er ein av dei viktigaste indikatorane
på at togtrafikken fungerer, og høg andel punktlege tog er naudsynt om jernbana skal vera ein attraktiv transportform. I alle jernbanenett vil det skje at tog ...