Now showing items 406-425 of 725

• #### Nonlinear spectral analysis via the local Gaussian correlation ﻿

(Journal article, 2017)
The spectral distribution $f(\omega)$ of a stationary time series $\{Y_t\}_{t\in\mathbb{Z}}$ can be used to investigate whether or not periodic structures are present in $\{Y_t\}_{t\in\mathbb{Z}}$, but $f(\omega)$ ...
• #### Nonlinear Spectral Analysis: A Local Gaussian Approach ﻿

(Journal article; Peer reviewed, 2020)
The spectral distribution f(ω) of a stationary time series {Yt}t∈Z can be used to investigate whether or not periodic structures are present in {Yt}t∈Z, but f(ω) has some limitations due to its dependence on the autocovariances ...
• #### Nonlinear Spectrum Analysis based on the Local Gaussian Correlation and Model Selection for Copulas ﻿

(Doctoral thesis, 2017-11-20)
• #### The Norwegian Stock Market: - A Local Gaussian Perspective ﻿

(Master thesis, 2013-06-03)
In this thesis, using daily returns from 18 stocks, oil price, exchange rates and the main index of the Oslo Stock Exchange over a period of 5 years, we investigate how the Local Gaussian Correlation can be used to describe ...
• #### A note on Front tracking and the Equivalence between Viscosity Solutions of Hamilton-Jacobi Equations And Entropy Solutions of scalar Conservation Laws. ﻿

(Department of Applied Mathematics report, Research report, 2000-01)
• #### A Note on Portfolio Management under non-Gaussian Logreturns ﻿

(Department of Applied Mathematics report, Research report, 2000-02)
• #### A Note on Portfolio oprimization in a levy Market with local Substitution and habit formation ﻿

(Department of Applied Mathematics report, Research report, 2000-05)
• #### A note on Severi varieties of nodal curves on Enriques surfaces ﻿

(Journal article; Peer reviewed, 2020)
Let |L| be a linear system on a smooth complex Enriques surface S whose general member is a smooth and irreducible curve of genus p, with L2 > 0, and let V|L|,δ(S) be the Severi variety of irreducible δ-nodal curves in ...
• #### A Note on the Stability of Steady Inviscid Helical Gas Flows ﻿

(Department of Applied Mathematics report, Research report, 1976-01)
• #### A Note on the Wave Field in the Surface Zone ﻿

(Department of Applied Mathematics report, Research report, 1991-07)
• #### A note on the Wick product ﻿

(Statistical report no. 23, Research report, 1993-03)
• #### A numerical approach to ruin probability in finite time for fitted models with investment ﻿

(2012)
In this paper we present a numerical method for solving a partial integro-differential equation (PIDE) associated with ruin probability, when the surplus is continuously invested in stochastic assets. The method uses ...
• #### Numerical bifurcation for the capillary Whitham equation ﻿

(Journal article, 2017-03)
The so-called Whitham equation arises in the modeling of free surface water waves, and combines a generic nonlinear quadratic term with the exact linear dispersion relation for gravity waves on the free surface of a fluid ...
• #### Numerical computation of a finite amplitude sound beam ﻿

(Department of Applied Mathematics report no. 81, Research report, 1986-11)
• #### Numerical Investigation on the Fixed-Stress Splitting Scheme for Biot’s Equations: Optimality of the Tuning Parameter ﻿

(Peer reviewed; Journal article, 2019)
We study the numerical solution of the quasi-static linear Biot equations solved iteratively by the fixed-stress splitting scheme. In each iteration the mechanical and flow problems are decoupled, where the flow problem ...
• #### Numerical Methods for Conservation Laws with a Discontinuous Flux Function ﻿

(Master thesis, 2011-06-01)
When simulating two-phase flow in a porous medium, numerical methods are used to solve the equations of flow, called conservation laws. In the industry, this is done by a reservoir simulator, and the most widely used method ...
• #### Numerical methods for coupled processes in fractured porous media ﻿

(Doctoral thesis, 2019-11-15)
Numerical simulations have become essential in the planning and execution of operations in the subsurface, whether this is geothermal energy production or storage, carbon sequestration, petroleum production, or wastewater ...
• #### Numerical Methods for Flow in a Porous Media with Internal Boundaries ﻿

(Department of Applied Mathematics report, Research report, 1997-02)
• #### Numerical methods for modeling geothermal energy extraction ﻿

(Master thesis, 2009-11-20)
Modeling of flow in porous media is an important scientific research area, and has been so for decades. It is also one of the major topics within applied mathematics. Models for flow in porous media are for example important ...
• #### Numerical methods for the simulation of continous sedimentation in ideal clarifier-thickener units. ﻿

(Department of Applied Mathematics report, Research report, 2001-10)