• Refine Query
  • Source
  • Publication year
  • to
  • Language
  • 2
  • Tagged with
  • 2
  • 2
  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

Point symmetry methods for Itô Stochastic Differential Equations (SDE) with a finite jump process

Nass, Aminu Ma'aruf January 2017 (has links)
The mixture of Wiener and a Poisson processes are the primary tools used in creating jump-diffusion process which is very popular in mathematical modeling. In financial mathematics, they are used to describe the change of stock rates and bonanzas, and they are often used in mathematical biology modeling and population dynamics. In this thesis, we extended the Lie point symmetry theory of deterministic differential equations to the class of jump-diffusion stochastic differential equations, i.e., a stochastic process driven by both Wiener and Poisson processes. The Poisson process generates the jumps whereas the Brownian motion path is continuous. The determining equations for a stochastic differential equation with finite jump are successfully derived in an Itô calculus context and are found to be deterministic, even though they represent a stochastic process. This work leads to an understanding of the random time change formulae for Poisson driven process in the context of Lie point symmetries without having to consult much of the intense Itô calculus theory needed to formally derive it. We apply the invariance methodology of Lie point transformation together with the more generalized Itô formulae, without enforcing any conditions to the moments of the stochastic processes to derive the determining equations and apply it to few models. In the first part of the thesis, point symmetry of Poisson-driven stochastic differential equations is discussed, by considering the infinitesimals of not only spatial and temporal variables but also infinitesimals of the Poisson process variable. This was later extended, in the second part, to define the symmetry of jumpdiffusion stochastic differential equations (i.e., stochastic differential equations driven by both Wiener and Poisson processes).
2

Computational aeroacoustic modelling using hybrid RANS/LES methods with modified acoustic analogies

Nyandeni, Zamashobane January 2017 (has links)
This study considers a numerical approach to identifying noise mechanisms in tandem cylinders to understand aircraft landing gear as a primary contributor to airframe noise during approach and landing. Fluctuations in the flow properties induced by turbulence are computed as well as the corresponding propagations. A hybrid IDDES turbulence model is employed, to compute the boundary layer and fluctuations in the flow properties. Larsson et al. modified Curle's analogy leading to the derivation of a version of Curle's analogy that makes use of strictly time derivatives which has been proven to be less sensitive to numerical errors. Brentner and Farassat derived a formulation of the Ffowcs-Williams and Hawkings analogy for a permeable surface enclosing the acoustic sources which accounts for the quadrupole acoustic sources in the flow without the costly calculation of a volume integral. This study will consider the impact of neglecting the volume sources through a comparison of the two modified versions of Curle's and FWH analogies with the results of other CFD practitioners as well as experimental data.

Page generated in 0.3552 seconds