The purpose of this qualitative study was to investigate how the progression appears in the teaching of subtraction between preschool class and grade 1. What was examined was whether the teaching in subtraction is interrelated be- tween these grades or whether it differs completely. In order to find this out, interviews were conducted with employed qualified teachers in pre-school class and grade 1. Through these interviews we got to learn about the teachers' stories about how they work and what influences their choices in their work on subtraction. A teaching media analysis was also carried out on the teaching materials that teachers stated they used in the teaching of subtraction. The re- sults show that teachers in pre-school class work very much with laboratory teaching materials in their teaching as well as in whole class or smaller groups, while teachers in grade 1 work less in whole class/groups but more with indi- vidual work. The work in grade 1 proves to be more focused on the fact that teachers want something to assess the students compared to the preschool class' work where much of the learning is done through play. The results show that preschool teachers work either very little with subtraction or not at all com- pared to primary school teachers in grade 1 where subtraction is practiced on a regular basis. In preschool the terminology that is used is both formal and informal, however, overall more informal words are used compared to grade 1 where more formal words are used. The results also show that preschool teach- ers prepare the subtraction strategy step-by-step calculations. In grade 1 the strategy step-by-step calculations are used as well as the numerical calculations strategy. / Syftet med denna kvalitativa studie var att undersöka hur progressionen ser ut i subtraktionsundervisning mellan förskoleklass och årskurs 1. Det som un- dersöktes var om undervisningen i subtraktion hänger samman mellan dessa årskurser eller om den ser helt olika ut. För att få reda på detta genomfördes intervjuer med verksamma behöriga lärare i förskoleklass samt årskurs 1. Ge- nom dessa intervjuer fick vi ta del av lärares berättelser om hur de arbetar och vad som påverkar deras val i sitt arbete med subtraktion. En läromedelsanalys genomfördes även på de läromedel som lärare uppgav att de använde sig av i subtraktionsundervisningen. Resultatet visar att lärare i förskoleklass arbetar väldigt mycket med laborativa läromedel i sin undervisning samt i helklasser eller mindre grupper medan lärare i årskurs 1 arbetar betydligt mindre del i helklass/grupper men desto mer med individuellt arbete. Arbetet i årskurs 1 visar sig vara mer inriktat på att lärare vill ha något som de kan bedöma ele- verna på jämfört med förskoleklassens arbete där stor del av lärandet sker ge- nom lek. Resultatet visar att lärare i förskoleklass arbetar väldigt lite eller inte alls med subtraktion till skillnad från årskurs 1 där subtraktion tränas regel- bundet. Terminologin som används i förskoleklass är en kombination av in- formella och formella ord, dock merparten informella ord till skillnad från årskurs 1 där det används mer formella ord. Resultatet visar att lärare i för- skoleklass förbereder subtraktionsstrategin stegvisa beräkningar och i årskurs 1 tränas strategierna stegvisa beräkningar samt talsortsvisa beräkningar.

Syftet med studien var att synliggöra hur lärande kan uppstå i arbete med problemlösningsuppgifter i årskurs tre samt om och i så fall hur användning av laborativt material kan bidra till detta lärande.   Studien bygger på observationer som bearbetades med hjälp av den sociokulturella teorin. Begreppen mediering, artefakter och elevers lärande är centrala i studien. Utöver detta behandlas även problemlösning och laborativt material i diskussionen.    Resultatet visade att användandet av laborativt material i samband med problemlösning kunde bidra till elevernas lärande. Vilket laborativt material som används för specifika uppgifter hade dock en påverkan på om och hur materialet användes. Dessutom visade resultatet att den kommunikation som skedde under tiden för lösningen också bidrog till elevernas lärande. Resultatet visade också att lärande kan synas på många olika sätt och att elever medierar och lär på olika sätt.

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The flow of blood in the human body is a very important component in un-derstanding a number of different ailments such as atherosclerosis and a falseaneurysm. In this thesis, we have utilized Poiseuille’s solution to Navier-Stokesequations with a Newtonian, incompressible fluid flowing laminar with zero ac-celeration in a pipe with non-flexible walls in order to study blood flow in anarterial tree. In order to study and simulate a larger arterial tree we have uti-lized a primitive building block, a bifurcation with one inlet and two outlets,joined together forming a tree. By prescribing an inlet flow and the pressureat every outlet at the bottom of the tree we have shown that we may solvethe system by fixed-point iteration, the Matlab functionfsolve, and Newton’smethod. This way of using primitive building blocks offers a flexible way to doanalysis as it makes it possible to easily change the shape of the tree as well asadding new building blocks such as a block that represents arteriosclerosis.

We solve initial boundary value problems with information unavailable at random time-steps. The randomly unavailable information represents asynchrony between processing elements. To approximate the initial boundary value problem, finite difference operators with summation-by-parts proper-ties and weak boundary procedures are used. Utilizing the energy method, we derive energy estimates for synchronous and asynchronous problems. The simulations show that the solutions may remain accurate and stable, even in the asynchronous case.

Parameter setting is a process primary used to specify in what kind of vehicle an electronic control unit of each type is used. This thesis is targeted to investigate whether the current strategy to measure complexity gives user satisfactory results. The strategy consists of structure-based algorithms that are an essential part of the Complexity Analyzer - a prototype application used to evaluate the complexity.     The results described in this work suggest that the currently implemented algorithms have to be properly defined and adapted to be used in terms of parameter setting. Moreover, the measurements that the algorithms output has been analyzed in more detail making the results easier to interpret.     It has been shown that a typical parameter setting file can be regarded as a tree structure. To measure variation in this structure a new concept, called Path entropy has been formulated, tested and implemented.     The main disadvantage of the original version of the Complexity Analyzer application is its lack of user-friendliness. Therefore, a web version of the application based on Model-View-Controller technique has been developed. Different to the original version it has user interface included and it takes just a couple of seconds to see the visualization of data, compared to the original version where it took several minutes to run the application.

A standard problem in the field of computational finance is that of pricing derivative securities. This is often accomplished by estimating an expected value of a functional of a stochastic process, defined by a stochastic differential equation (SDE). In such a setting the random sampling algorithm Monte Carlo (MC) is useful, where paths of the process are sampled. However, MC in its standard form (SMC) is inherently slow. Additionally, if the analytical solution to the underlying SDE is not available, a numerical approximation of the process is necessary, adding another layer of computational complexity to the SMC algorithm. Thus, the computational cost of achieving a certain level of accuracy of the estimation using SMC may be relatively high. In this thesis we introduce and review the theory of the SMC method, with and without the need of numerical approximation for path simulation. Two numerical methods for path approximation are introduced: the Euler–Maruyama method and Milstein's method. Moreover, we also introduce and review the theory of a relatively new (2008) MC method – the multilevel Monte Carlo (MLMC) method – which is only applicable when paths are approximated. This method boldly claims that it can – under certain conditions – eradicate the additional complexity stemming from the approximation of paths. With this in mind, we wish to see whether this claim holds when pricing a European call option, where the underlying stock process is modelled by geometric Brownian motion. We also want to compare the performance of MLMC in this scenario to that of SMC, with and without path approximation. Two numerical experiments are performed. The first to determine the optimal implementation of MLMC, a static or adaptive approach. The second to illustrate the difference in performance of adaptive MLMC and SMC – depending on the used numerical method and whether the analytical solution is available. The results show that SMC is inferior to adaptive MLMC if numerical approximation of paths is needed, and that adaptive MLMC seems to meet the complexity of SMC with an analytical solution. However, while the complexity of adaptive MLMC is impressive, it cannot quite compensate for the additional cost of approximating paths, ending up roughly ten times slower than SMC with an analytical solution.

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This thesis proposes a probabilistic level set method to be used in segmentation of tumors with heterogeneous intensities. It models the intensities of the tumor and surrounding tissue using Gaussian mixture models. Through a contour based initialization procedure samples are gathered to be used in expectation maximization of the mixture model parameters. The proposed method is compared against a threshold-based segmentation method using MRI images retrieved from The Cancer Imaging Archive. The cases are manually segmented and an automated testing procedure is used to find optimal parameters for the proposed method and then it is tested against the threshold-based method. Segmentation times, dice coefficients, and volume errors are compared. The evaluation reveals that the proposed method has a comparable mean segmentation time to the threshold-based method, and performs faster in cases where the volume error does not exceed 40%. The mean dice coefficient and volume error are also improved while achieving lower deviation.

American-style options are contracts traded on financial markets. These are derivatives of some underlying security or securities that in contrast to European-style options allow their holders to exercise at any point before the contracts expire. However, this advantage aggravates the mathematical formulation of an option's value considerably, explaining why essentially no exact closed-formed pricing formulas exist. Numerous price approximation methods are although available, but their possible areas of application as well as performance, measured by speed and accuracy, differ. A clearing house offering real-time solutions are especially dependent on fast pricing methods to calculate portfolio risk, where accuracy is assumed to be an important factor to guarantee low-discrepancy estimations. Conversely, overly biased risk estimates may worsen a clearing house's ability to manage great losses, endangering the stability of a financial market it operates. The purpose of this project was to find methods with optimal performance and to investigate if price approximation errors induce biases in option portfolios' risk estimates. Regarding performance, a Quasi-Monte Carlo least squares method was found suitable for at least one type of exotic option. Yet none of the analyzed closed-form approximation methods could be assessed as optimal because of their varying strengths, where although the Binomial Tree model performed most consistently. Moreover, the answer to which method entails the best risk estimates remains inconclusive since only one set of parameters was used due to heavy calculations. A larger study involving a broader range of parameter values must therefore be performed in order to answer this reliably. However, it was revealed that large errors in risk estimates are avoided only if American standard options are priced with any of the analyzed methods and not when a faster European formula is employed. Furthermore, those that were analyzed can yield rather different risk estimates, implying that relatively large errors may arise if an inadequate method is applied.