## Search

Now showing items 1-100 of 1820

(Journal article / Tidsskriftartikkel / SubmittedVersion, 2017)

We consider systems with memory represented by stochastic functional differential equations. Substantially, these are stochastic differential equations with coefficients depending on the past history of the process itself. ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2017)

Intrathecal drug and gene vector delivery is a procedure to release a solute within the cerebrospinal fluid. This procedure is currently used in clinical practice and shows promise for treatment of several central nervous ...

(Research report / Forskningsrapport, 2017)

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)

In this paper we derive optimal subspaces for Kolmogorov nn-widths in the L2 norm with respect to sets of functions defined by kernels. This enables us to prove the existence of optimal spline subspaces of arbitrarily high ...

(Doctoral thesis / Doktoravhandling, 2017)

(Doctoral thesis / Doktoravhandling, 2016)

(Doctoral thesis / Doktoravhandling, 2016)

(Doctoral thesis / Doktoravhandling, 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 / SubmittedVersion, 2016)

Biot's consolidation model in poroelasticity has a number of applications in science, medicine, and engineering. The model depends on various parameters, and in practical applications these parameters range over several ...

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

For many high-dimensional studies, additional information on the variables, like (genomic) annotation or external p-values, is available. In the context of binary and continuous prediction, we develop a method for adaptive ...

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

libRadtran is a widely used software package for radiative transfer calculations. It allows one to compute (polarized) radiances, irradiance, and actinic fluxes in the solar and thermal spectral regions. libRadtran has ...

(Journal article / Tidsskriftartikkel / SubmittedVersion, 2016)

The final publication is available at IOS Press.

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

We study the a priori error analysis of finite element methods for Biot’s consolidation model. We consider a formulation which has the stress tensor, the fluid flux, the solid displacement, and the pore pressure as unknowns. ...

(Journal article / Tidsskriftartikkel / SubmittedVersion, 2016)

We combine stochastic control methods, white noise analysis, and Hida–Malliavin calculus applied to the Donsker delta functional to obtain explicit representations of semimartingale decompositions under enlargement of ...

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

We study stochastic differential games of jump diffusions, where the players have access to inside information. Our approach is based on anticipative stochastic calculus, white noise, Hida–Malliavin calculus, forward ...

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

Objective A number of observational studies have shown an inverse association between circulating 25-hydroxyvitamin D and total mortality, but a reverse J-shaped association has also been reported. In a large nested ...

(Research report / Forskningsrapport, 2016)

(Journal article / Tidsskriftartikkel / SubmittedVersion, 2016)

Direct Numerical Simulations (DNS) of the Navier Stokes equations is an invaluable research tool in fluid dynamics. Still, there are few publicly available research codes and, due to the heavy number crunching implied, ...

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

We prove that if a closed subset X of the Baire space is searchable in the sense of Escardó [Logical Methods in Computer Science 4(3) (2008), 3], and by a functional definable in Gödel’s T, then X is countable, and the ...

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

In the present paper, a three-component, stationary, multistate flow network system is studied. Detailed costs and incomes are specified. The aim is to minimize the expected total net loss with respect to the expected times ...

(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 ...

(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)

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)

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 / AcceptedVersionAcceptedVersion; Peer reviewed, 2016)

(Doctoral thesis / Doktoravhandling, 2016)

(Doctoral thesis / Doktoravhandling, 2016)

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

We consider the pricing problem facing a seller of a contingent claim. We assume that this seller has some general level of partial information, and that he is not allowed to sell short in certain assets. This pricing ...

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

In this paper we continue our study of logarithmic topological Hochschild homology. We show that the inclusion of the connective Adams summand ℓ into the p-local complex connective K-theory spectrum ku(p), equipped with ...

(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 ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2015)

The paper describes the philosophy, design, functionality, and usage of the Python software toolbox Chaospy for performing uncertainty quantification via polynomial chaos expansions and Monte Carlo simulation. The paper ...

(Journal article / Tidsskriftartikkel / SubmittedVersion, 2015)

This paper is an invitation to Fourier analysis in the context of reduced twisted C*-crossed products associated with discrete unital twisted C*-dynamical systems. We discuss norm-convergence of Fourier series, multipliers ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2015)

We study quasi-linear stochastic partial differential equations with discontinuous drift coefficients. Existence and uniqueness of a solution is already known under weaker conditions on the drift, but we are interested in ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2015)

The final publication is available at Springer via http://dx.doi.org/10.1007/s00031-015-9324-y

(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 ...

(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 ...

(Doctoral dissertation / Doktoravhandling, 2015)

(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, ...

(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 ...

(Doctoral thesis / Doktoravhandling, 2015)

(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 ...

(Doctoral thesis / Doktoravhandling, 2015)

(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 / 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 ...

(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., ...

(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 ...

(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 / 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)

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 ...

(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)

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)

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 / 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 ...

(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 / 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 ...

(Doctoral thesis / Doktoravhandling, 2014)

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2014)

The present paper discusses simulation of Lévy semistationary (LSS) processes in the context of power markets. A disadvantage of applying numerical integration to obtain trajectories of LSS processes is that such a scheme ...

Stackelberg equilibria in continuous newsvendor models with uncertain demand and delayed information

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)

We consider explicit formulae for equilibrium prices in a continuous-time vertical contracting model. A manufacturer sells goods to a retailer, and the objective of both parties is to maximize expected profits. Demand is ...

(Journal article / Tidsskriftartikkel / SubmittedVersion, 2014)

(Journal article / Tidsskriftartikkel / SubmittedVersion, 2014)

This paper generalizes the integration theory for volatility modulated Brownian-driven Volterra processes onto the space of Potthoff–Timpel distributions. Sufficient conditions for integrability of generalized processes ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)

This paper presents a nonconforming finite element approximation of the space of symmetric tensors with square integrable divergence, on tetrahedral meshes. Used for stress approximation together with the full space of ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)

In this paper an infinite-dimensional approach to model energy forward markets is introduced. Similar to the Heath–Jarrow–Morton framework in interest-rate modelling, a first-order hyperbolic stochastic partial differential ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)

We give a short introduction to the stochastic calculus for Itô-Lévy processes and review briefly the two main methods of optimal control of systems described by such processes:
(i) Dynamic programming and the ...

(Journal article / Tidsskriftartikkel / SubmittedVersion, 2014)

We develop a general approach to portfolio optimization in futures markets. Following the Heath–Jarrow–Morton (HJM) approach, we model the entire futures price curve at once as a solution of a stochastic partial differential ...

(Journal article / Tidsskriftartikkel / SubmittedVersion, 2014)

We study valuation of swing options on commodity markets when the commodity prices are driven by multiple factors. The factors are modeled as diffusion processes driven by a multidimensional Lévy process. We set up a ...

(Journal article / Tidsskriftartikkel / SubmittedVersion, 2014)

In this paper we propose a new modelling framework for electricity futures markets based on so-called ambit fields. The new model can capture many of the stylised facts observed in electricity futures and is highly ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)

This paper is mainly a survey of recent research developments regarding methods for risk minimization in financial markets modeled by Itô-Lévy processes, but it also contains some new results on the underlying stochastic ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)

We study optimal stochastic control problems with jumps under model uncertainty. We rewrite such problems as stochastic differential games of forward–backward stochastic differential equations. We prove general stochastic ...

(Journal article / Tidsskriftartikkel / SubmittedVersion, 2014)

We consider a problem of optimal control of an infinite horizon system governed by forward–backward stochastic differential equations with delay. Sufficient and necessary maximum principles for optimal control under partial ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)

We consider a financial market model with a single risky asset whose price process evolves according to a general jump-diffusion with locally bounded coefficients and where market participants have only access to a partial ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)

We consider general singular control problems for random fields given by a stochastic partial differential equation (SPDE). We show that under some conditions the optimal singular control can be identified with the solution ...

(Research report / Forskningsrapport, 2014)

A semi-analytical model for ultimate strength prediction of simply supported, rectangular, composite plates has been presented previously. The model is based on large deflection theory in combination with first order shear ...

(Research report / Forskningsrapport, 2014)

Hierarchical models defined by means of directed, acyclic graphs are a power- ful and widely used tool for Bayesian analysis of problems of varying degrees of complexity. A simulation based method for model criticism in ...

(Doctoral thesis / Doktoravhandling, 2014)

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2014)

First published in Mathematics of Computation Mathematics of Computation. 2014, 83 (290), published by the American Mathematical Society.

(Research report / Forskningsrapport, 2014)

(Research report / Forskningsrapport, 2014)

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2014)

In electricity markets, it is sensible to use a two-factor model with mean reversion for spot prices. One of the factors is an Ornstein–Uhlenbeck (OU) process driven by a Brownian motion and accounts for the small variations. ...

(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 ...

(Research report / Forskningsrapport, 2014)

The present report is concerned with the evolution of boundary layers during runup of solitary waves on a beach in a wave tank of depth 0.2m. It comprises both theory and high resolution PIV measurements of velocity profiles. ...

(Research report / Forskningsrapport, 2014)

Accurate determination of pipeline eigenfrequencies and mode shapes is essential to free span design. For pipelines resting on rough seabeds, multiple free spans are commonly located sufficiently close to be interacting, ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)

Assume A is a Fréchet algebra equipped with a smooth isometric action of a vector group V, and consider Rieffel’s deformation AJ of A . We construct an explicit isomorphism between the smooth crossed products V⋉AJ and V⋉A ...

(Doctoral thesis / Doktoravhandling, 2014)

In epidemiological research it is common to follow large cohorts over time with respect to exposure and outcome development. This can, however, be expensive, time consuming or even logistically impossible. A much used ...

(Doctoral thesis / Doktoravhandling, 2014)

List of papers. Papers IV and V are removed from the thesis due to publisher restrictions.
Paper I / Chapter 2: Fouzia Baghery, Sven Haadem, Bernt Øksendal & Isabelle Turpin: Optimal Stopping and Stochastic Control ...

(Research report / Forskningsrapport, 2014)

In this paper we show that solutions of stochastic partial differ- ential equations driven by Brownian motion can be approximated by stochastic partial differential equations forced by pure jump noise/random kicks. ...

(Doctoral thesis / Doktoravhandling, 2014)

List of papers.
Paper 1 / Chapter 2: On chaos representation and orthogonal polynomials for the doubly stochastic Poisson process, together with Giulia Di Nunno. Published in Seminar on stochastic analysis, random ...

(Doctoral thesis / Doktoravhandling, 2014)

The subject of this thesis concerns deformation quantization for operator algebras, with considerations of some aspects of K-theory and certain concepts from non-commutative geometry.
The thesis studies deformation ...

(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 ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)

Quartic spectrahedra in 3-space form a semialgebraic set of dimension 24. This set is stratified by the location of the ten nodes of the corresponding real quartic surface. There are twenty maximal strata, identified ...

(Research report / Forskningsrapport, 2013)

The aim of the present work is to predict the ultimate strength of simply supported plates subjected to in-plane compressive load using a semi-analytical method. Based on large deflection theory in combination with first ...

(Doctoral thesis / Doktoravhandling, 2013)

Chapter 4 is removed from the thesis due to publisher restrictions.
Chapter 2 / Paper I: A Variational Approach to the construction and Malliavin Differentiability of Strong solutions of SDE’s. Olivier Menoukeu-Pamen, ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2013)

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2013)

We give a short introduction to energy markets, describing how they function and what products are traded. Next we survey some of the popular models that have been proposed in the literature. We extend the analysis of one ...

(Journal article / Tidsskriftartikkel / SubmittedVersion, 2013)

The aim of this paper is to introduce a new numerical algorithm for solving the continuous time nonlinear filtering problem. In particular, we present a particle filter that combines the Kusuoka–Lyons–Victoir (KLV) cubature ...

(Journal article / Tidsskriftartikkel / SubmittedVersion, 2013)

Due to the non-storability of electricity and the resulting lack of arbitrage-based arguments to price electricity forward contracts, a significant time-varying risk premium is exhibited. Using EEX data during the introduction ...

(Journal article / Tidsskriftartikkel / SubmittedVersion, 2013)

We consider a general class of high order weak approximation schemes for stochastic differential equations driven by Lévy processes with infinite activity. These schemes combine a compound Poisson approximation for the ...

(Research report / Forskningsrapport, 2013)

Closed-form analytical expressions are derived for the displacement field and corresponding stress state in two-layer cylinders subjected to pressure and thermal loading. Solutions are developed both for cylinders which ...