Browsing Institutt for matematiske fag by Title
Now showing items 762-781 of 2474
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Evaluating Different Simulation-Based Estimates for Value and Risk in Interest Rate Portfolios
(Master thesis, 2010)This thesis evaluates risk measures for interest rate portfolios. First a model for interest rates is established: the LIBOR market model. The model is applied to Norwegian and international interest rate data and used to ... -
Evaluating the predictive properties of the Markov-switching jump diffusion LIBOR Market Model
(Master thesis, 2017)This thesis investigates the predictive properties of the Markov-switching jump diffusion LIBOR market model. A numerical scheme obtaining forward LIBOR rate forecasts is specified by letting the parameters in a jump ... -
Evaluating thermal losses and storage capacity in high-temperature aquifer thermal energy storage (HT-ATES) systems with well operating limits: insights from a study-case in the Greater Geneva Basin, Switzerland
(Peer reviewed; Journal article, 2020)High-temperature aquifer thermal energy storage (HT-ATES) may play a key role in the development of sustainable energies and thereby in the overall reduction of CO2 emission. To this end, a thorough understanding of the ... -
Evaluation of a stochastic model for short-term hydro power generation scheduling
(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 ... -
Evaluation of Modern Design Methods for use in Computer Experiments
(Master thesis, 2011)We have compared the recently developed Multi-level binary replacement (MBR) design method for use in computer experiments, to the Latin hypercube design (LHD) and the Orthogonal array (OA) design. For means of comparison, ... -
Evaluation of selected finite-difference and finite-volume approaches to rotational shallow-water flow
(Journal article; Peer reviewed, 2020)The shallow-water equations in a rotating frame of reference are important for capturing geophysical flows in the ocean. In this paper, we examine and compare two traditional finite-difference schemes and two modern finite-volume ... -
Evolution driven by the infinity fractional Laplacian
(Peer reviewed; Journal article, 2023)We consider the evolution problem associated to the infinity fractional Laplacian introduced by Bjorland et al. (Adv Math 230(4–6):1859–1894, 2012) as the infinitesimal generator of a non-Brownian tug-of-war game. We first ... -
Evolutionarily stable strategies in stable and periodically fluctuating populations: The Rosenzweig–MacArthur predator–prey model
(Peer reviewed; Journal article, 2021)An evolutionarily stable strategy (ESS) is an evolutionary strategy that, if adapted by a population, cannot be invaded by any deviating (mutant) strategy. The concept of ESS has been extensively studied and widely applied ... -
Exact 3D scattering solutions for spherical symmetric scatterers
(Journal article; Peer reviewed, 2018)In this paper, exact solutions to the problem of acoustic scattering by elastic spherical symmetric scatterers are developed. The scatterer may consist of an arbitrary number of fluid and solid layers, and scattering with ... -
Exact large ideals of B(G) are downward directed.
(Journal article; Peer reviewed, 2016)We prove that if E and F are large ideals of B(G) for which the associated coaction functors are exact, then the same is true for E∩F. We also give an example of a coaction functor whose restriction to the maximal coactions ... -
Exact Optimization Methods for the Mixed Capacitated General Routing Problem
(Master thesis, 2013)This thesis is about using exact optimization algorithms to solve the routing problemknown as the Mixed Capacitated General Arc Routing Problem (MCGRP) that is a generalizationof many other well known routing problems. The ... -
Exact Statistical Inference in Nonhomogeneous Poisson Processes, based on Simulation
(Master thesis, 2007)We present a general approach for Monte Carlo computation of conditional expectations of the form E[(T)|S = s] given a sufficient statistic S. The idea of the method was first introduced by Lillegård and Engen [4], and has ... -
Exact Statistical Inference in Parametric Models - Methods for Constructing Confidence Intervals and Confidence Regions Based on Conditional Parametric Bootstrap and Data Depth
(Master thesis, 2017)In this Master's thesis we investigate approaches for constructing approximate and exact confidence intervals and regions in parametric models. A supposedly exact method, called conditional parametric bootstrap, is used ... -
An Example on s-H-Convexity in C2C2
(Peer reviewed; Journal article, 2020)We construct a bounded domain Ω in C2 with boundary of class C1,1 such that Ω¯¯¯¯ has a Stein neighborhood basis, but is nots-H-convex for any real number s≥1. -
Examples of non-algebraic classes in the Brown-Peterson tower
(Journal article; Peer reviewed, 2018)For every n≥0 , we construct classes in the Brown–Peterson cohomology BP⟨n⟩ of smooth projective complex algebraic varieties which are not in the image of the cycle map from the corresponding motivic Brown–Peterson ... -
Existence and Lipschitz stability for α-dissipative solutions of the two-component Hunter–Saxton system
(Journal article, 2018)We establish the concept of α-dissipative solutions for the two-component Hunter–Saxton system under the assumption that either α(x)=1 or 0≤α(x)<1 for all x∈R. Furthermore, we investigate the Lipschitz stability of solutions ... -
Existence of a 2-cluster tilting module does not imply finite complexity.
(Journal article, 2022)We give an example of a finite-dimensional algebra with a 2-cluster tilting module and a simple module which has infinite complexity. This answers a question of Erdmann and Holm. -
Existence of a Highest Wave in a Fully Dispersive Two-Way Shallow Water Model
(Journal article; Peer reviewed, 2018)We consider the existence of periodic traveling waves in a bidirectional Whitham equation, combining the full two-way dispersion relation from the incompressible Euler equations with a canonical shallow water nonlinearity. ... -
Existence of Davey–Stewartson type solitary waves for the fully dispersive Kadomtsev–Petviashvilii equation
(Peer reviewed; Journal article, 2022)We prove the existence of small-amplitude modulated solitary waves for the full-dispersion Kadomtsev--Petviashvilii (FDKP) equation with weak surface tension. The resulting waves are small-order perturbations of scaled, ... -
Existence of Fatou Components in Two Complex Variables
(Bachelor thesis, 2020)I denne oppgaven viser vi at det eksisterer holomorfe funksjoner i $\C^2$ som har en invariant, ikke-rekkurent Fatou Komponent, som er tiltrekkende. Vi viser og at denne komponenten er sammenhengende, men ikke enkeltsamm ...