This thesis concerns the identifiability issue; which, if any, parameters can be deduced from the input and output behavior of a model? The two types of identifiability concepts, a priori and practical, will be addressed and explained. Two methods for identifiability testing are evaluated and the result shows that the two methods work well if they are combined. The first method is for a priori identifiability analysis and it can determine the a priori identifiability of a system in polynomial time. The result from the method is probabilistic with a high probability of correct answer. The other method takes the simulation approach to determine whether the model is practically identifiable. Non-identifiable parameters manifest themselves as a functional relationship between the parameters and the method uses transformations of the parameter estimates to conclude if the parameters are linked. The two methods are verified on models with known identifiability properties and then tested on some examples from systems biology. Although the output from one of the methods is cumbersome to interpret, the results show that the number of parameters that can be determined in practice (practical identifiability) are far fewer than the ones that can be determined in theory (a priori identifiability). The reason for this is the lack of quality, noise and lack of excitation, of the measurements. / Fokus i denna rapport är på identifierbarhetsproblemet. Vilka parametrar kan unikt bestämmas från en modell? Det existerar två typer av identifierbarhetsbegrepp, a priori och praktisk identifierbarhet, som kommer att förklaras. Två metoder för identifierbarhetstestning är utvärderade och resultaten visar på att de två metoderna fungerar bra om de kombineras med varandra. Den första metoden är för a priori identifierbarhetsanalys och den kan avgöra identifierbarheten för ett system i polynomiell tid. Resultaten från metoden är slumpmässigt med hög sannolikhet för ett korrekt svar. Den andra metoden använder sig av simuleringar för att avgöra om modellen är praktiskt identifierbar. Icke-identifierbara parametrar yttrar sig som funktionella kopplingar mellan parametrar och metoden använder sig av transformationer av parameterskattningarna för att avgöra om parametrarna är kopplade. De två metoderna är verifierade på modeller där identifierbarheten är känd och är därefter testade på några exempel från systembiologi. Trots att resultaten från den ena metoden är besvärliga att tolka visar resultaten på att antalet parametrar som går att bestämma i verkligheten (praktiskt identifierbara) är betydligt färre än de parametrar som kan bestämmas i teorin (a priori identifierbara). Anledningen beror på brist på kvalitet, både brus och brist på excitation, i mätningarna.

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In this paper the rate of convergence, speed of execution and symplectic properties of the time-integrators Leap-Frog (LF2), fourth order Runge-Kutta(RK4) and Crank-Nicholson (CN2) have been studied. This was done by solving the one-dimensional model for a particle in a box (Dirichlet-conditions). The results show that RK4 is the fastest in achieving higher tolerances, while CN2 is the fastest in achieving lower tolerances. Fourth order corrections of LF (LF4)and CN (CN4) were also studied, though these showed no improvements overLF2 and CN2. All methods were shown to exhibit symplectic behavior.

Matrices whose rows (or columns) consists of monomials of sequential powers are called Vandermonde matrices and can be used to describe several useful concepts and have properties that can be helpful for solving many kinds of problems. In this thesis we will discuss this matrix and some of its properties as well as a generalization of it and how it can be applied to curve fitting discharge current for the purpose of ensuring electromagnetic compatibility. In the first chapter the basic theory for later chapters is introduced. This includes the Vandermonde matrix and some of its properties, history, applications and generalizations, interpolation and regression problems, optimal experiment design and modelling of electrostatic discharge currents with the purpose to ensure electromagnetic compatibility. The second chapter focuses on finding the extreme points for the determinant for the Vandermonde matrix on various surfaces including spheres, ellipsoids, cylinders and tori. The extreme points are analysed in three dimensions or more. The third chapter discusses fitting a particular model called the p-peaked Analytically Extended Function (AEF) to data taken either from a standard for electromagnetic compatibility or experimental measurements. More specifically the AEF will be fitted to discharge currents from the IEC 62305-1 and IEC 61000-4-2 standards for lightning protection and electrostatic discharge immunity as well as some experimentally measured data of similar phenomena.

Wave propagation problems can be modeled by partial differential equations. In this thesis, we study wave propagation in fluids and in solids, modeled by the acoustic wave equation and the elastic wave equation, respectively. In real-world applications, waves often propagate in heterogeneous media with complex geometries, which makes it impossible to derive exact solutions to the governing equations. Alternatively, we seek approximated solutions by constructing numerical methods and implementing on modern computers. An efficient numerical method produces accurate approximations at low computational cost. There are many choices of numerical methods for solving partial differential equations. Which method is more efficient than the others depends on the particular problem we consider. In this thesis, we study two numerical methods: the finite difference method and the discontinuous Galerkin method. The finite difference method is conceptually simple and easy to implement, but has difficulties in handling complex geometries of the computational domain. We construct high order finite difference methods for wave propagation in heterogeneous media with complex geometries. In addition, we derive error estimates to a class of finite difference operators applied to the acoustic wave equation. The discontinuous Galerkin method is flexible with complex geometries. Moreover, the discontinuous nature between elements makes the method suitable for multiphysics problems. We use an energy based discontinuous Galerkin method to solve a coupled acoustic-elastic problem.

The fast Fourier transform (FFT), even though it has been widely applicable in Physics and Engineering, it has become attractive in Finance as well for it’s enhancement of computational speed. Carr and Madan succeeded in implementing the FFT for pricing of an option. This project, inspired by Carr and Madan’s paper, attempts to elaborate and connect the various mathematical and theoretical concepts that are helpful in understanding of the derivation. Further, we derive the characteristic function of the risk neutral probability for the logarithmic terminal stock price. The Black-Scholes-Merton (BSM) model is also revised including derivation of the partial deferential equation and the formula. Finally, comparison of the BSM numerical implementation with and without the FFT method is done using MATLAB.

Microsized hexagonal gallium nitride pyramids show promise as next generation Light Emitting Diodes (LEDs) due to certain quantum properties within the pyramids. One metric for evaluating the efficiency of a LED device is by studying its Light Extraction Efficiency (LEE). To calculate the LEE for different pyramid designs, simulations can be performed using the FDTD method. Maximizing the LEE is treated as a black-box optimization problem with an interpolation method that utilizes radial basis functions. A simple heuristic is implemented and tested for various pyramid parameters. The LEE is shown to be highly dependent on the pyramid size, the source position and the polarization. Under certain circumstances, a LEE over 17% is found above the pyramid. The results are however in some situations very sensitive to the simulation parameters, leading to results not converging properly. Establishing convergence for all simulation evaluations must be done with further care. The results imply a high LEE for the pyramids is possible, which motivates the need for further research.

This report analyzes and compares Barycentric Lagrange interpolation to Cardinal Trigonometric interpolation, with regards to computational cost and accuracy. It also covers some edge case scenarios which may interfere with the accuracy and stability. Later on, these two interpolation methods are applied on parameterized curves and surfaces, to compare and contrast differences with the standard one dimensional scenarios. The report also contains analysis of and comparison with regular Lagrange interpolation. The report concludes that Barycentric Lagrange interpolation is generally speaking more computationally efficient, and that the inherent need for periodicity makes Cardinal Trigonometric interpolation less reliable in comparison. On the other hand, Barycentric Lagrange interpolation is difficult to implement for higher dimensional problems, and also relies heavily on Chebyshev spaced nodes, something which can cause issues in a practical application of interpolation. Given ideal scenarios, Cardinal Trigonometric interpolation is more accurate, and for periodic functions generally speaking better than Barycentric Lagrange interpolation. Regular Lagrange interpolation is found to be unviable due to the comparatively big computational cost.

QC 20101206

Inthis degree project, a solution on a coarse grid is recovered by fitting apartial differential equation to a few known data points. The PDE to consideris the heat equation and the Dupire’s equation with their synthetic data,including synthetic data from the Black-Scholes formula. The approach to fit aPDE is by optimal control to derive discrete approximations to regularized Hamiltoncharacteristic equations to which discrete stepping schemes, and parameters forsmoothness, are examined. By non-parametric numerical implementation thedervied method is tested and then a few suggestions on possible improvementsare given / I detta examensarbete återskapas en lösning på ett glest rutnät genom att anpassa en partiell differentialekvation till några givna datapunkter. De partiella differentialekvationer med deras motsvarande syntetiska data som betraktas är värmeledningsekvationen och Dupires ekvation inklusive syntetiska data från Black-Scholes formel. Tillvägagångssättet att anpassa en PDE är att med hjälp av optimal styrning härleda diskreta approximationer på ett system av regulariserade Hamilton karakteristiska ekvationer till vilka olika diskreta stegmetoder och parametrar för släthet undersöks. Med en icke-parametrisk numerisk implementation prövas den härledda metoden och slutligen föreslås möjliga förbättringar till metoden.