This dissertation presents several solutions on the simulation of weakly nonlinear circuits. The work is motivated by the increasing demand on fast yet accurate simulation methods circuits (IC)s, and the current lack of such methods in the electronic design automation (EDA) / computer-aided design (CAD) community. Three types of frequency domain methods are studied to analyze weakly nonlinear circuits. The first method employs numerical multi-dimensional inverse Laplace transform based on Laguerre function expansion. An adaptive mesh refinement (AMR) technique is developed and its parallel implementation is introduced to speed up the computation. The second method applies a Fourier series based algorithm to invert Laplace transform. The algorithm is straightforward to implement, and gives increasing accuracy with increasing number of frequency sampling points. It employs a fast Fourier transform (FFT)-based method to directly invert the frequency domain solution. Its parallel routine is also studied. The third method is based on Gaver functional. It enjoys a high accuracy independent of the number of sampling points, and for multidimensional simulation, only the diagonal points in the matrix are required to be computer, which can be further speeded up by parallel implementation. Numerical results show that the aforementioned three methods enjoy good accuracy as well as high efficiency. A comparative study is carried out to investigate the strengths and drawbacks of each method. / published_or_final_version / Electrical and Electronic Engineering / Master / Master of Philosophy

Thesis (Ph. D.)--University of Adelaide, Dept. of Electrical and Electronic Engineering, 1993. / Includes bibliographical references (leaves 272-277).

Thesis--Technical University of Denmark. / With Danish resumé. Bibliography: p. [75]-76.

Thesis--Technical University of Denmark. / With Danish resumé. Bibliography: p. [75]-76.

Thesis (Ph. D.)--Oregon State University, 2004. / Typescript (photocopy). Includes bibliographical references (leaves 123-125). Also available via the World Wide Web.

Thesis (Ph. D.)--University of Wisconsin--Madison, 1968. / Typescript. Vita. eContent provider-neutral record in process. Description based on print version record. Includes bibliographical references.

Universiẗat, Diss., 2001--Mainz.

No description available.

Bao, Zhenhua. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2008. / Abstracts in English and Chinese. / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- Literature Review --- p.5 / Chapter 2.1 --- Review of the Models --- p.6 / Chapter 2.1.1 --- Black-Scholes-Merton Model --- p.6 / Chapter 2.1.2 --- Merton's Jump Diffusion Model --- p.8 / Chapter 2.1.3 --- Stochastic Volatility Jump Diffusion Model --- p.10 / Chapter 2.1.4 --- Constant Elasticity of Variance (CEV) Model --- p.13 / Chapter 2.2 --- Kou´ةs Double Exponential Jump Diffusion Model --- p.16 / Chapter 2.2.1 --- The Model Formulation --- p.16 / Chapter 2.2.2 --- The Merits of the Model --- p.17 / Chapter 2.2.3 --- Preliminary Results --- p.20 / Chapter 2.2.4 --- Extant Results on Option Pricing under the Model --- p.21 / Chapter 2.3 --- The Laplace Transform and Its Inversion --- p.24 / Chapter 2.3.1 --- The Laplace Transform --- p.24 / Chapter 2.3.2 --- One-dimensional Euler Laplace Transform Inversion Algorithm --- p.25 / Chapter 2.3.3 --- Two-dimensional Euler Laplace Transform Inversion Algorithm --- p.28 / Chapter 2.4 --- Monte Carlo Simulation for Double Exponential Jump Diffusion --- p.32 / Chapter 3 --- Pricing Double Barrier Option via Laplace Transform --- p.34 / Chapter 3.1 --- Double Barrier Option and the First Passage Time --- p.35 / Chapter 3.2 --- Preliminary Results --- p.35 / Chapter 3.3 --- Laplace Transform of the First Passage Time --- p.38 / Chapter 3.4 --- Pricing Double Barrier Option via Laplace Transform --- p.50 / Chapter 4 --- Numerical Results --- p.54 / Chapter 5 --- Conclusion --- p.57

Thesis (Ph. D.)--University of Washington, 1988. / Vita. Bibliography: leaves [271]-273.