Blar i Institutt for matematiske fag på utgivelsesdato
Viser treff 21-40 av 2353
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Reduced basis modeling of hierarchical flow systems
(Doktoravhandlinger ved NTNU, 1503-8181; 2005:212, Doctoral thesis, 2005)In this thesis we consider the reduced basis element method for approximating the solution of parameter dependent problems described by partial differential equations. In particular we focus on fluid flow in pipes, ... -
Volatility and Dependence in Fixed Income Forward Rates with Application to Market Risk of Derivative Portfolios
(Master thesis, 2006)This thesis explores the modeling of volatility and dependence in forward rates in the fixed income market for the purpose of risk estimation in derivative portfolios. A brief background on popular quantile-based risk ... -
Mathematical Model of the Geomagnetic Field
(Master thesis, 2006)First comes a description of a mathematical model of the geomagnetic field. Then some discussion of the classical non-uniqueness results of Backus. Further we look at more recent results concerning reconstruction of the ... -
The Analysis of Continuous Mark-Recapture Data
(Doctoral thesis, 2006)The purpose of this thesis is to develop a general methodology for the analysis of continuously sampled data from open populations. The thesis consists of four parts and one appendix. The four parts may be read independently ... -
A Bayesian spatial assimilation scheme for snow coverage observations in a gridded snow model
(Journal article; Peer reviewed, 2006)A method for assimilating remotely sensed snow covered area (SCA) into the snow subroutine of a grid distributed precipitation-runoff model (PRM) is presented. The PRM is assumed to simulate the snow state in each grid ... -
Romlig interpolering av nedbør
(Master thesis, 2006)I denne oppgaven brukes enkel kriging til å interpolere nedbørsmålinger med tidsoppløsning ett døgn hentet fra 28 nedbørsstasjoner som befinner seg på og omkring Hardangervidda. Historiske tidsserier fra nedbørsstasjonene ... -
Constructing elliptic curves over finite fields using complex multiplication
(Master thesis, 2006)We study and improve the CM-method for the creation of elliptic curves with specified group order over finite fields. We include a thorough review of the mathematical theory needed to understand this method. The ability ... -
Numerical Path Integration for Lévy Driven Stochastic Differential Equations
(Master thesis, 2006)Some theory on Lévy processes and stochastic differential equations driven by Lévy processes is reviewed. Inverse Fast Fourier Transform routines are applied to compute the density of the increments of Lévy processes. We ... -
Advanced Filtering in Intuitive Robot Programming
(Master thesis, 2006)This text deals with the problem of reducing multi-dimensional data in the context of programming an industrial robot. Different ways to treat the positional and orientational data are discussed, and algorithms for each ... -
A General Face Recognition System
(Master thesis, 2006)In this project a real-time face detection and recognition system has been discussed and implemented. The main focus has been on the detection process which is the first and most important step before starting with the ... -
Advanced Filtering in Intuitive Robot Programming
(Master thesis, 2006)This text deals with the problem of reducing multi-dimensional data in the context of programming an industrial robot. Different ways to treat the positional and orientational data are discussed, and algorithms for each ... -
Electronic voting systems
(Master thesis, 2006)We present the cryptographic primitives needed in the construction of electronic voting systems based on homomorphic encryptions and on verifiable secret sharing. Then "The theory and implementation of an electronic voting ... -
Multiple Proposal Strategies for Markov Chain Monte Carlo
(Master thesis, 2006)The multiple proposal methods represent a recent simulation technique for Markov Chain Monte Carlo that allows several proposals to be considered at each step of transition. Motivated by the ideas of Quasi Monte Carlo ... -
Bayesian Inversion of Well Log Data into Facies Units based on a Spatially Coupled Model
(Master thesis, 2006)Through a study of cored wells from the Statfjord Formation in the Tampen Area, we derive a spatially coupled classification model for facies units. We consider a Bayesian framework for the problem. A likelihood model is ... -
Numerical Simulation of Nonholonomic Dynamics
(Master thesis, 2006)We study the numerical integration of nonholonomic problems. The problems are formulated using Lagrangian and Hamiltonian mechanics. We review briefly the theoretical concepts used in geometric mechanics. We reconstruct ... -
Sequential Markov random fields and Markov mesh random fields for modelling of geological structures
(Master thesis, 2006)We have been given a two-dimensional image of a geological structure. This structure is used to construct a three-dimensional statistical model, to be used as prior knowledge in the analysis of seismic data. We consider ... -
Cluster categories and cluster-tilted algebras
(Master thesis, 2006)We have given an introduction to the theory of cluster categories and cluster-tilted algebras, and this was one of our main objectives in this thesis. We have seen that cluster-tilted algebras are relation-extension algebras, ... -
Discontinuous Galerkin Methods with Optimal Ordering for Fast Reservoir Simulation on General Grids
(Master thesis, 2006)This thesis presents a fast solution strategy for a class of hyperbolic transport equations modelling flow in porous media. The basis of the strategy is discontinuous Galerkin schemes which combined with a numerical flux ... -
Numerical Path Integration for Lévy Driven Stochastic Differential Equations
(Master thesis, 2006)Some theory on Lévy processes and stochastic differential equations driven by Lévy processes is reviewed. Inverse Fast Fourier Transform routines are applied to compute the density of the increments of Lévy processes. We ... -
Simulation of counterparty risk in the Norwegian financial market
(Master thesis, 2006)This work will study different methods to estimate counterparty credit risk, where the methods represent both analytical approximation and simulation based method. The somewhat more analytical approximation that will be ...