A5062538944- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Mathematical Approximation and Integration
- Magnetic confinement fusion research
- Complex Systems and Time Series Analysis
- Nuclear reactor physics and engineering
- Markov Chains and Monte Carlo Methods
- Capital Investment and Risk Analysis
- Ionosphere and magnetosphere dynamics
- Electromagnetic Simulation and Numerical Methods
- Financial Markets and Investment Strategies
- Teaching and Learning Programming
- Statistical Methods and Inference
- Plasma Diagnostics and Applications
- Neural Networks and Applications
- Plant and animal studies
- Genetic diversity and population structure
- Quantum Mechanics and Applications
- Probabilistic and Robust Engineering Design
- Laser-induced spectroscopy and plasma
- Gas Dynamics and Kinetic Theory
- High voltage insulation and dielectric phenomena
- Online Learning and Analytics
- Particle accelerators and beam dynamics
- Geophysics and Sensor Technology
Uppsala University
2013-2022
KTH Royal Institute of Technology
2010-2012
The aim of the BENCHOP project is to provide finance community with a common suite benchmark problems for option pricing. We detailed description six together methods compute reference solutions. have implemented fifteen different numerical these problems, and compare their relative performance. All implementations are available on line can be used future development comparisons.
In this work, the student performance in an introductory programming course given at department of information technology Uppsala University is analyzed. The results from final exam are studied and potential bimodality distribution investigated. A questionnaire, answered by students exam, including study behavior connections to Our findings indicate that amount time spend coding factor has highest impact on exam. And a seemingly bimodal grades appears depend correction procedure rather than...
A self-consistent modelling of ion cyclotron resonance heating (ICRH) is reviewed with the aim obtaining a fast robust scheme suitable for routine simulation transport codes and data analysis. Due to complexity calculating wave field distribution function self-consistently simplifications are necessary. To improve field, methods developed include higher order finite Larmor radius terms, up-and downshifts parallel number calculations damping due transit time magnetic pumping in element...
Abstract An earlier elaborated model of the electron, being based on a revised quantum electrodynamic theory, is further investigated in terms an improved numerical iteration scheme. This point-charge-like “infinity” divergent generating function balanced by “zero” shrinking characteristic radius. eliminates self-energy problem. According to computations, conditions spin, magnetic moment, and flux, plus requirement elementary charge having experimental value, can all be satisfied within...
This work investigates the applicability of randomized quasi-Monte Carlo method for simulation fast-ion thermalization processes in fusion plasmas, e.g. neutral beam injection and radio frequency heating. In contrast to standard Monte method, uses deterministic numbers instead pseudo-random has a statistical weak convergence close , where N is number markers. We have compared different methods scenario, which solved by many realizations associated stochastic differential equation,...
Abstract Gene family expansions and crossing over are two main mechanisms for the generation of novel genetic variants that can be picked up by natural selection. Here, we developed a high-density, pedigree-based linkage map painted lady butterfly ( Vanessa cardui ) – non-diapausing, highly polyphagous species famous its long-distance migratory behavior. We also performed detailed annotations genes interspersed repetitive elements previously genome assembly, characterized species-specific...
Modelling of fast wave ICRF heating in large machines with high density such as DEMO is challenging because the short lengths. Therefore, fast, efficient global solvers are necessary. A major difficulty calculating field a spatial dispersive medium that dielectric tensor becomes function local vector, which its turn depends on solution. Furthermore, solution may consist several waves co-existing at same location subjected to separate response functions. In order model upshift parallel higher...
A new adaptive <formula formulatype="inline" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"><tex Notation="TeX">$\delta f$</tex></formula> Monte Carlo method is presented with an application to radio frequency heating and transport in fusion plasmas. The suitable when initial zeroth-order approximation of the distribution function known. difference between our earlier methods that we model source term, obtained from ansatz, by adding particles. rate...
We introduce a simple method for nearly simultaneous computation of all moments needed quasi maximum likelihood estimation parameters in discretely observed stochastic differential equations commonly seen finance. The proposed this papers is not restricted to any particular dynamics the equation and virtually insensitive sampling interval. key contribution paper that computational complexity sublinear number observations as we compute through single operation. Furthermore, operation can be...