Blar i NTNU Open på forfatter "Kværnø, Anne"
-
A PDE-Based Strategy for Reconstructing Curves from Irregular and Unstructured Sampled Data
Steen, Ellisiv Sætherø (Master thesis, 2021)Vi ser på todimensjonal rekonstruksjon av kurver fra et PDE-perspektiv. PDE-perspektivet er en implisitt nivåsett-tilnærming med formål om å håndtere irregulære datasett med støy. All teorien i denne oppgaven kan utvides ... -
Analytical and numerical solutions of radially symmetric aquifer thermal energy storage problems
Birhanu, Zerihun Kinfe; Kitterød, Nils-Otto; Krogstad, Harald E; Kværnø, Anne (Peer reviewed; Journal article, 2023)Aquifer thermal energy storage (ATES) systems offer reduced energy costs, lower carbon emissions, and increased energy resilience. The feasibility, however, depends on several factors and usually require optimization. We ... -
Application of Nek5000 to dispersion simulations
Rud, Magnus Aarskaug (Master thesis, 2016)Simulations of turbulent flow and gas dispersion are performed using Nek5000, with and without a subgrid-scale model. The results are compared with data from wind- tunnel experiments and previously performed simulations ... -
B-series for SDEs with application to exponential integrators for non-autonomous semi-linear problems
Adugna Arara, Alemayehu; Debrabant, Kristian; Kværnø, Anne (Journal article; Peer reviewed, 2024)In this paper a set of previous general results for the development of B–series for a broad class of stochastic differential equations has been col- lected. The applicability of these results is demonstrated by the derivation ... -
Continuation and Bifurcation software in MATLAB
Ravnås, Eirik (Master thesis, 2008)This article contains discussions of the algorithms used for the construction of the continuation software implemented in this thesis. The aim of the continuation was to be able to perform continuation of equilibria and ... -
Convergence of stiff, nonlinear stochastic differential equations
Bjørkøy, Håvard Bjørgan (Master thesis, 2020)Dette arbeidet gir en oversikt over hvordan man kan analysere numeriske metoder for å approksimere stive, ikke-lineære stokastiske differensialligninger (SDEer). Slike systemer inntrer i flere problemer i praksis, hvilket ... -
Evaluation of a stochastic model for short-term hydro power generation scheduling
Støa, Bendik (Master thesis, 2012)The objective of this thesis has been to evaluate the utilization of a stochastic programming model for short-term hydro power scheduling. The focus has been on the real-life application of such a tool. By considering a ... -
FINITE ElEMENT METHODS APPLIED TO GROUNDWATER MODEL PROBLEMS, IMPLEMENTED WITH THE USE OF FEniCs
Kidane, Dejene Gizaw (Master thesis, 2011)In this thesis an attempt is made to discuss the finite element meth-ods and FEniCs. Its main objective is to provide a general overview offinite element method specially, variational formulation of partial differen-tial ... -
General order conditions for stochastic partitioned Runge–Kutta methods
Anmarkrud, Sverre; Debrabant, Kristian; Kværnø, Anne (Journal article; Peer reviewed, 2017)In this paper stochastic partitioned Runge–Kutta (SPRK) methods are considered. A general order theory for SPRK methods based on stochastic B-series and multicolored, multishaped rooted trees is developed. The theory is ... -
Gryphon - a Module for Time Integration of Partial Differential Equations in FEniCS
Skare, Knut Erik (Master thesis, 2012)This thesis aims to implement time integrators in the FEniCS framework. More specifically, the thesis focuses on selecting suitable time integrators, implement these and verify that the implementation works by applying ... -
Kombinasjonen av eksplisitt og implisitt løser for simulering av den elektriske aktiviteten i hjertet.
Kaarby, Martin (Master thesis, 2007)Å skape realistiske simuleringer av et ECG-signal på en datamaskin kan være til stor nytte når man ønsker å forstå sammenhengen mellom det observerte ECG-signalet og hjertets tilstand. For å kunne få en realistisk simulering ... -
Lagrangian Relaxations for the Prize-Collecting Steiner Tree Problem
Dahle, Lars (Master thesis, 2013)In this thesis we look at the NP-hard Prize-Collecting Steiner Tree Problem (PCSTP). We show an application within biology, where the PCSTP is used to identify coregulated genes which are differently expressed for diffuse ... -
Lawson schemes for highly oscillatory stochastic differential equations and conservation of invariants
Debrabant, Kristian; Kværnø, Anne; Mattson, Nicky Cordua (Peer reviewed; Journal article, 2022)In this paper, we consider a class of stochastic midpoint and trapezoidal Lawson schemes for the numerical discretization of highly oscillatory stochastic differen- tial equations. These Lawson schemes incorporate both the ... -
Order conditions for stochastic Runge–Kutta methods preserving quadratic invariants of Stratonovich SDEs
Anmarkrud, Sverre; Kværnø, Anne (Journal article; Peer reviewed, 2017)In this paper we prove that for a stochastic Runge–Kutta method, the conditions for preserving quadratic invariants work as simplifying assumptions. For such methods, the method coefficients only have to satisfy one condition ... -
Quadratic Invariant-Preserving Runge-Kutta Methods for the Numerical Solution of Stochastic Differential Equations
Anmarkrud, Sverre (Master thesis, 2015)In this paper we consider stochastic Runge-Kutta methods and expand some results from the deterministic theory of invariants to a stochastic setting. Specifically we find the necessary conditions for conservation of quadratic ... -
SDElib: Creating, solving and analyzing stochastic differential equations - A program written in Python 3.5
Hauan, Per Vinje (Master thesis, 2017)This paper is about a Python package called sdelib intended to work with stochastic differential equations (SDEs). The package can solve SDEs, estimate strong and weak orders of convergence of SDEs, and plot stability ... -
Stochastic B-series and order conditions for exponential integrators
Arara, Alemayehu Adugna; Kværnø, Anne; Debrabant, Kristian (Journal article; Peer reviewed, 2019)We discuss stochastic differential equations with a stiff linear part and their approximation by stochastic exponential Runge–Kutta integrators. Representing the exact and approximate solutions using B-series and rooted ... -
Structure-Preserving Schemes for Stochastic Differential Equations
Bergmann, Sjur Svorkmo (Master thesis, 2022)I denne oppgaven betraktes en klasse med implisitte Runge–Kutta-metoder (RK-metoder) som kalles Hamiltonian Boundary Value Methods (HBVMs). Disse metodene er spesielt godt egnet til å løse kanoniske Hamiltonske systemer; ... -
"The numerical Solver BVP5c tested on Advection-Diffusion Equations in a Chemical Reactor Model."
Larsen, Sunniva Bang (Master thesis, 2010)This thesis will consider the modeling of a fixed bed multi tube reactor - in a numerical perspective. To do this, the adaptive boundary value solver BVP5c is investigated as a possible contribution to the modeling picture. ... -
Waves in Excitable Media
Theisen, Bjørn Bjørge (Master thesis, 2012)This thesis is dedicated to the study of Barkley's equation, a stiff diffusion-reaction equation describing waves in excitable media. Several numerical solution methods will be derived and studied, range from the simple ...