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Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 51 for “"partial differential equation (PDE)"”.
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Calibrating a Latent Order Book Model to Market Data
… Latent Order Book (LOB) as a reaction diffusion Partial Differential Equation (PDE) and its subsequent numerical solution through an explicit method based on discrete stochastic processes. The numerical solution is calibrated using likelihood-free methods, Approximate Bayesian Computation (ABC) …
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Cell dynamical system approach to block copolymers
… system (CDS) model. The model suggests a partial differential equation (PDE) model that allows us to find a close relation between the block copolymer and spinodal decomposition problems. A detailed numerical study of the CDS model is given, which indicates that hydrodynamic effects are …
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Analysis of a Partial Differential Equation Model of Surface Electromigration
<p>A Partial Differential Equation (PDE) based model combining surface electromigration and wetting is developed for the analysis of the morphological instability of mono-crystalline metal films in a high temperature environment typical to operational conditions of microelectronic interconnects. …
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Credit Risk Pricing based on Epstein-Zin Preference
… of a system of a two-dimensional parabolic partial differential equation (PDE) which is solved numerically. The price under the imperfect information is derived based on the solution of a stochastic partial differential equation (SPDE). Finally, We analyze the implications of imperfect …
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Reputation in continuous-time games with multiple commitment types
… a unique Markov equilibrium, we characterize a partial differential equation (PDE) for the equilibrium payoff, and we derive an optimality condition for the equilibrium actions. Also, we provide a stochastic representation of the Markov equilibrium payoffs, which is the solution to the PDE. …
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ADMM Based Methods for Time-Domain Decomposition Formulations of Optimal Control Problems
… (TDD) formulations of linear-quadratic partial differential equation (PDE)-constrained optimization problems. The solution of such optimization problems is computing time and memory intensive. TDD formulations split the time-dependent PDE into coupled subdomain equations and introduce …
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Design and control strategy of a flexible, hyper-redundant robotic arm using electroactive dielectric polymers
… this thesis presents a control strategy called partial differential equation (PDE) boundary control in hopes to effectively control arms of this nature. Experimental results are presented on PDE boundary control to validate its effectiveness.
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An approximation to the solution of hyperbolic equation by homotopy analysis method
… the approximation solution of hyperbolic equation. Hyperbolic equation is a one of the class of Partial Differential Equation (PDE). PDE is one of the basic areas of applied analysis, and it is difficult to imagine any area of applications where its impact is not felt. In recent decades, …
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Modelling facial action units using partial differential equations.
… a solution to a fourth order elliptic Partial Differential Equation (PDE) subject to suitable boundary conditions is utilized, where the chosen boundary curves are based on muscles movement defined by Facial Action Coding System (FACS). This study involved three stages: modelling faces, …
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Finite element solution of the S-limit Schrodinger equation of helium
The Schroedinger equation, for all but the simplest systems, is an elliptic partial differential equation. Almost every method of solution is based on the expansion of the unknown solution in terms of a set of known global functions. Only a few calculations, using strictly numerical techniques …
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Electromagnetic analysis with discrete exterior calculus
… analysis. The problem is studied for both partial differential equation (PDE) and integral equation (IE) based approaches. A systematical treatment is proposed for various boundary conditions. With a careful implementation of the Hodge star operators, we are able to represent and solve …
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Simulation of axisymmetric stepped surfaces with a facet
… obey a coupled system of "step-flow" Ordinary Differential Equations (step flow ODEs). Chapter 2 of this thesis concentrates on the derivation and numerical solution of these equations, and their properties in the limits of slow adatom terrace diffusion and slow adatom attachment-detachment. …
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The required ansatz to construct Lie point transformations and the symmetries of a first-order stochastic differential equation
… Lie point transformations of evolution-type equations from the contact transformation approach. We indicate that the Lie point transformations of the Fokker-Planck equation (FPE), which is a second-order linear parabolic partial differential equation (PDE), are projectable by using the …
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On a Class of Parametrized Domain Optimization Problems with Mixed Boundary Condition Types
… been an interest in solving these problems with partial differential equation (PDE) constraints. We consider a special class of PDE-constrained shape optimization problems where different boundary condition types (Dirichlet and Neumann) are imposed on the same boundary segment. We also consider …
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Novel fitted multi-point flux approximation methods for options pricing
… the resolution of the second order Black-Scholes Partial Differential Equation (PDE). Several studies have been conducted to solve this PDE for pricing different type of financial options. However the Black-Scholes PDE has an analytical solution only for pricing European options with constant …
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Shock capturing with PDE-based artificial viscosity for an adaptive, higher-order discontinuous Galerkin finite element method
… viscosity with an associated governing partial differential equation (PDE). In the governing PDE, the shock sensor acts as a forcing term, driving the artificial viscosity to a non-zero value where it is necessary. The decay rate of the higher-order solution modes and edge-based jumps …
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Finite Elements for the Quasi-Geostrophic Equations of the Ocean
The quasi-geostrophic equations (QGE) are usually discretized in space by the finite difference method. The finite element (FE) method, however, offers several advantages over the finite difference method, such as the easy treatment of complex boundaries and a natural treatment of boundary …
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Physics motivated algorithms for partial differential equations
… and the most popular means to model them is the partial differential equation (PDE). Resultant PDEs are, however, often nonlinear, defying analytical approaches. Thus, devising efficient numerical algorithms to solve PDEs is important for the study of nonequilibrium systems, and has traditionally …
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The dynamics of multi-dimensional detonation
… which ultimately is expressed as an intrinsic partial differential equation (PDE) for the motion of the shock surface. Two cases are considered for an ideal equation of state. The first corresponds to a model of a condensed phase explosive, with modest reaction-rate sensitivity, and the …
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Discrete symmetry analysis of partial differential equations for bond pricing
… symmetries for a given Black-Scholes (B-S) partial differential equation (PDE) with the aid of the full automorphism group of the Lie algebra associated to the standard B-S PDE. The paper determines the discrete symmetries using two methods. The first is by G. Silberberg which determines the …
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