Browsing Department of Mathematics by Title
Now showing items 637-656 of 932
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Optimal dividend policies for a class of growth-restricted di usion processes under transaction costs and solvency constraints
(Peer reviewed; Journal article, 2012)In this paper, we consider a company where surplus follows a rather general di usion process and whose objective is to maximize expected discounted dividend payments. With each dividend payment there are transaction costs ... -
Optimal dividend policies with transaction costs for a class of jump-diffusion processes
(Peer reviewed; Journal article, 2012)This paper addresses the problem of finding an optimal dividend policy for a class of jump-diffusion processes. The jump component is a compound Poisson process with negative jumps, and the drift and diffusion components ... -
Optimal Portfolio management Rules in a Non-Gaussian Market with Durability and intertemporal Substitution
(Department of Applied Mathematics report, Research report, 2000-05) -
Optimal sensors placement for detecting CO2 discharges from unknown locations on the seafloor
(Journal article; Peer reviewed, 2020-04)Assurance monitoring of the marine environment is a required and intrinsic part of CO2 storage project. To reduce the costs related to the monitoring effort, the monitoring program must be designed with optimal use of ... -
Optimal strategies in the Fighting Fantasy gaming system: influencing stochastic dynamics by gambling with limited resource
(Journal article; Peer reviewed, 2022)In many games and other processes, participants can choose to intervene in some way that does not follow the usual progress of the game (for example, cheating at cards, or spying on rivals) which may provide benefits, but ... -
Optimisation of Production From an Oil-Reservoir Using Augmented Lagrangian Methods
(Doctoral thesis, 2008-02-18)This work studies the use of augmented Lagrangian methods for water flooding production optimisation from an oil reservoir. Commonly, water flooding is used as a means to enhance oil recovery, and due to heterogeneous rock ... -
Optimization of CO2 Geological Storage Cost
(Master thesis, 2013-12-01)Carbon dioxide capture and storage (CCS) is a promising strategy to battle the climate change by injecting large-scale of carbon dioxide back to underground formations and storing the carbon dioxide possibly permanently. ... -
Organelle bottlenecks facilitate evolvability by traversing heteroplasmic fitness valleys
(Journal article; Peer reviewed, 2022)Bioenergetic organelles—mitochondria and plastids—retain their own genomes (mtDNA and ptDNA), and these organelle DNA (oDNA) molecules are vital for eukaryotic life. Like all genomes, oDNA must be able to evolve to suit ... -
Oribatid mites in a changing world
(Doctoral thesis, 2011-12-09)The main scope of this thesis is to illustrate the validity of oribatid mites as tools for palaeoecological reconstructions. Palaeoecology studies the responses of past organisms to past environmental changes. This can be ... -
Overlapping domain Decomposition and multigrid Methods of inverse Problems
(Department of Applied Mathematics report, Research report, 1997-11) -
p-Kernel Stein Variational Gradient Descent for Data Assimilation and History Matching
(Journal article; Peer reviewed, 2021)A Bayesian method of inference known as “Stein variational gradient descent” was recently implemented for data assimilation problems, under the heading of “mapping particle filter”. In this manuscript, the algorithm is ... -
Pairwise local Fisher and naive Bayes: Improving two standard discriminants
(Journal article; Peer reviewed, 2020)The Fisher discriminant is probably the best known likelihood discriminant for continuous data. Another benchmark discriminant is the naive Bayes, which is based on marginals only. In this paper we extend both discriminants ... -
Parallel function decomposition and space decomposition methods - part II. Applications to splitting and domain decomposition
(Department of Applied Mathematics report, Research report, 1994-04) -
Parallel Function Decomposition Methods and Numerical Applications
(Department of Applied Mathematics report, Research report, 1997-09) -
Parameter Estimation of Multivariate Factor Stochastic Volatility Models
(Master thesis, 2018-06-22)Volatility is a crucial aspect of risk management and important to accurately quantify. A broad range of models and methods tackle this problem, but there is no consensus to exactly which method or model that solves this ... -
Parameter estimation with the augmented Lagrangian method for a parabolic equation.
(Department of Applied Mathematics report, Research report, 2001-01) -
Parsimonious hidden Markov models for matrix-variate longitudinal data
(Journal article; Peer reviewed, 2022)Hidden Markov models (HMMs) have been extensively used in the univariate and multivariate literature. However, there has been an increased interest in the analysis of matrix-variate data over the recent years. In this ... -
Particle Trajectories in Long Wave Models
(Doctoral thesis, 2024-04-05)Atferden og mønstrene til partikkelbaner i bølgebevegelser i grunt vann har blitt studert av forskere i flere tiår, spesielt har egenskapene til strømmer under overflatebølger i grunt vann blitt studert ved bruk av matematiske ... -
Passer og linjal, origami og Galoisteori
(Master thesis, 2011-06-01)Denne oppgaven prøver å belyse konstruksjoner med passer og linjal og origami ved hjelp av Galois- teori. De tre klassiske problemene: Kubens fordobling, sirkelens kvadratur og vinkelens tredeling er sentrale. Oppgaven er ... -
Pattern formation in a 2-population homogenized neuronal network model
(Journal article; Peer reviewed, 2021)We study pattern formation in a 2-population homogenized neural field model of the Hopfield type in one spatial dimension with periodic microstructure. The connectivity functions are periodically modulated in both the ...