Now showing items 71-80 of 265
Optimal dividend policies with transaction costs for a class of jump-diffusion processes
(Springer Verlag, 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 ...
Multiscale mass conservative domain decomposition preconditioners for elliptic problems on irregular grids
Multiscale methods can in many cases be viewed as special types of domain decomposition preconditioners. The localisation approximations introduced within the multiscale framework are dependent upon both the heterogeneity ...
Numerical Modeling of Supercritical ‘Out-Salting’ in the “Atlantis II Deep” (Red Sea) Hydrothermal System
(Bentham Open, 2007)
Supercritical water behaves close to that of a non-polar fluid and its ability to dissolve salt ions is very low. In rifting locations world-wide, where hot vents occur, it has been shown that seawater attains supercritical ...
Ruin probability and optimal dividend policy for models with investment
(The University of Bergen, 2012-11-06)
<p>In most countries the authorities impose capital requirements on insurance companies in order to avoid the adverse consequences to society when insurance companies default on claims. Since holding capital is costly, ...
Weak solutions and convergent numerical schemes of Brenner-Navier-Stokes equations
Lately, there has been some interest in modifications of the compressible Navier-Stokes equations to include diffusion of mass. In this paper, we investigate possible ways to add mass diffusion to the 1-D Navier-Stokes ...
An approximate hybrid method for modeling of electromagnetic scattering from an underground target
(The University of Bergen, 2010-12-09)
The detection of a potential petroleum reservoir is achieved through inversion of electromagnetic data acquired in sea floor receivers. Inversion of electromagnetic data requires a number of repeated solves of the ...
Two phase flow including interfacial area as a variable
(The XIII international conference on computational methods in water resources, 2000)
Based on the procedure of (Gray & Hassanizadeh 1998) we state macroscale conservation equations for multi phase flow in porous media including interfacial area as a variable. The phases we consider are a solid phase, a ...
Sammenhenger mellom koder, matroider, grafer og simplisielle komplekser
(The University of Bergen, 2008)
Denne masteroppgaven handler hovedsakelig om å studere sammenhenger mellom ulike em- ner innen algebra og kombinatorikk. De matematiske konseptene som studeres, er lineære koder, matroider, grafer og simplisielle komplekser, ...
Improving the error rates of the Begg and Mazumdar test for publication bias in fixed effects meta-analysis
(BioMed Central, 2014-09-22)
<p>Background: The rank correlation test introduced by Begg and Mazumdar is extensively used in meta-analysis to test for publication bias in clinical and epidemiological studies. It is based on correlating the standardized ...
Probability distributions of surface gravity waves during spectral changes
(Cambridge University Press, 2005-11)