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Dissertationen zum Thema „Free boundary model“

Autor: Grafiati

Veröffentlicht am 2. November 2024

Zuletzt aktualisiert am 31. Juli 2025

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1

Tambyah, Tamara. "A novel free boundary mathematical model of epithelial tissues with mechanobiological coupling." Thesis, Queensland University of Technology, 2020. https://eprints.qut.edu.au/205987/1/Tamara_Tambyah_Thesis.pdf.

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Epithelial tissues are known to deform in response to chemical signals and mechanical forces or due to trauma, such as tumours and wounds. In this thesis, a novel free boundary mathematical model of epithelial tissues with mechanobiological coupling is developed to study how the deformation of epithelial tissues impacts tumour growth and wound healing. Mechanobiological coupling is introduced in a discrete modelling framework and new reaction-diffusion equations are derived. Case studies involving the Rac-Rho pathway and activator-inhibitor patterning demonstrate that the reaction-diffusion eq

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2

Teles, da Silva A. F. "Application of boundary integral methods to the study of steep free surface waves." Thesis, University of Bristol, 1989. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.279782.

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3

Heitzman, Michael Thomas Chicone Carmen Charles. "A free boundary gas dynamic model as a two-body field theory problem." Diss., Columbia, Mo. : University of Missouri--Columbia, 2009. http://hdl.handle.net/10355/7017.

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Title from PDF of title page (University of Missouri--Columbia, viewed on Feb 26, 2010). The entire thesis text is included in the research.pdf file; the official abstract appears in the short.pdf file; a non-technical public abstract appears in the public.pdf file. Dissertation advisor: Professor Carmen Chicone. Vita. Includes bibliographical references.

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4

Glasner, Karl. "Multilayered Equilibria in a Density Functional Model of Copolymer-solvent Mixtures." SIAM PUBLICATIONS, 2017. http://hdl.handle.net/10150/624087.

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This paper considers a free energy functional and corresponding free boundary problem for multilayered structures which arise from a mixture of a block copolymer and a weak solvent. The free boundary problem is formally derived from the limit of large solvent/polymer segregation and intermediate segregation between monomer species. A change of variables based on Legendre transforms of the effective bulk energy is used to explicitly construct a family of equilibrium solutions. The second variation of the effective free energy of these solutions is shown to be positive. This result is used to sh

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5

Sidahmed, Abdelmgid Osman Mohammed. "Mesh free methods for differential models in financial mathematics." Thesis, University of the Western Cape, 2011. http://etd.uwc.ac.za/index.php?module=etd&action=viewtitle&id=gen8Srv25Nme4_3917_1319185202.

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Many problems in financial world are being modeled by means of differential equation. These problems are time dependent, highly nonlinear, stochastic and heavily depend on the previous history of time. A variety of financial products exists in the market, such as forwards, futures, swaps and options. Our main focus in this thesis is to use the numerical analysis tools to solve some option pricing problems. Depending upon the inter-relationship of the financial derivatives, the dimension of the associated problem increases drastically and hence conventional methods (for example, the finite diff

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6

Wanntorp, Henrik. "Optimal Stopping and Model Robustness in Mathematical Finance." Doctoral thesis, Uppsala : Department of Mathematics, Uppsala University, 2008. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-9516.

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7

Formentin, Marco. "Two problems concerning interacting systems: 1. On the purity of the free boundary condition Potts measure on Galton-Watson trees 2. Uniform propagation of chaos in some spin-flip models." Doctoral thesis, Università degli studi di Padova, 2009. http://hdl.handle.net/11577/3426494.

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Abstract: A rigorous approach to Statistical Physics issues often produces interesting mathematical questions. This Ph.D. thesis is composed of two different parts. One does not intersect the other, but both research topics lie at the interface between Probability Theory and Statistical Mechanics. • In the first part we deal with reconstruction of a tree-indexedMarkov chain on Galton-Watson trees, improving previous bound byMossel and Peres, both for symmetric and strongly asymmetric chains. Moreover, we give some numerical estimates to compare our bound with those of other authors. We provi

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8

Bu, Tianren. "Option pricing under exponential jump diffusion processes." Thesis, University of Manchester, 2018. https://www.research.manchester.ac.uk/portal/en/theses/option-pricing-under-exponential-jump-diffusion-processes(0dab0630-b8f8-4ee8-8bf0-8cd0b9b9afc0).html.

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The main contribution of this thesis is to derive the properties and present a closed from solution of the exotic options under some specific types of Levy processes, such as American put options, American call options, British put options, British call options and American knock-out put options under either double exponential jump-diffusion processes or one-sided exponential jump-diffusion processes. Compared to the geometric Brownian motion, exponential jump-diffusion processes can better incorporate the asymmetric leptokurtic features and the volatility smile observed from the market. Prici

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9

Jiang, An. "American Spread Option Pricing with Stochastic Interest Rate." BYU ScholarsArchive, 2016. https://scholarsarchive.byu.edu/etd/5987.

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In financial markets, spread option is a derivative security with two underlying assets and the payoff of the spread option depends on the difference of these assets. We consider American style spread option which allows the owners to exercise it at any time before the maturity. The complexity of pricing American spread option is that the boundary of the corresponding partial differential equation which determines the option price is unknown and the model for the underlying assets is two-dimensional.In this dissertation, we incorporate the stochasticity to the interest rate and assume that it

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10

Coelho, Afonso Valente Ricardo de Seabra. "American options and the Black-Scholes Model." Master's thesis, Instituto Superior de Economia e Gestão, 2020. http://hdl.handle.net/10400.5/20735.

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Mestrado em Mathematical Finance<br>Os problemas de apreçamento de opções têm sido um dos principais assuntos de em Matemática Financeira, desde a criação desse conceito nos anos 70. Mais especificamente, as opções americanas são de grande interesse nesta área do conhecimento porque são matematicamente muito mais complexas do que as opções europeias padrão e o modelo de Black-Scholes não fornece, na maioria dos casos, uma fórmula explícita para a determinação do preço deste tipo de opções. Nesta dissertação, mostramos como o estudo de opções americanas conduz à análise de problemas de frontei

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11

Cummings, Linda Jane. "Free boundary models in viscous flow." Thesis, University of Oxford, 1996. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.339364.

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12

Xin, W. (Weidong). "Continuum electrostatics of biomolecular systems." Doctoral thesis, University of Oulu, 2008. http://urn.fi/urn:isbn:9789514287602.

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Abstract Electrostatic interactions are very important in biomolecular systems. Electrostatic forces have received a great deal of attention due to their long-range nature and the trade-off between desolvation and interaction effects. It remains a challenging task to study and to predict the effects of electrostatic interactions in biomolecular systems. Computer simulation techniques that account for such interactions are an important tool for the study of biomolecular electrostatics. This study is largely concerned with the role of electrostatic interactions in biomolecular systems and with

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13

Kiss, Andrew Elek, and Andrew Kiss@anu edu au. "Dynamics of laboratory models of the wind-driven ocean circulation." The Australian National University. Research School of Earth Sciences, 2001. http://thesis.anu.edu.au./public/adt-ANU20011018.115707.

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This thesis presents a numerical exploration of the dynamics governing rotating flow driven by a surface stress in the " sliced cylinder " model of Pedlosky & Greenspan (1967) and Beardsley (1969), and its close relative, the " sliced cone " model introduced by Griffiths & Veronis (1997). The sliced cylinder model simulates the barotropic wind-driven circulation in a circular basin with vertical sidewalls, using a depth gradient to mimic the effects of a gradient in Coriolis parameter. In the sliced cone the vertical sidewalls are replaced by an azimuthally uniform slope around the

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14

Hipp, Hans Christoph 1959. "Numerical investigation of mode interaction in free shear layers." Thesis, The University of Arizona, 1988. http://hdl.handle.net/10150/276871.

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Numerical simulations of incompressible, two-dimensional, monochromatically and bichromatically forced laminar free shear layers are performed on the basis of a vorticity-velocity formulation of the complete Navier-Stokes equations employing central finite differences. Spatially periodic shear layers developing in time (temporal model) are compared with shear layers developing in the stream-wise direction (spatial model). The regimes of linear growth and saturation of the fundamental are quantitatively scrutinized, the saturation of the subharmonic and vortex merging are investigated, and the

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15

Lopez, Gerald Gabriel. "The impact of interconnect process variations and size effects for gigascale integration." Diss., Atlanta, Ga. : Georgia Institute of Technology, 2009. http://hdl.handle.net/1853/31781.

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Thesis (Ph.D)--Electrical and Computer Engineering, Georgia Institute of Technology, 2010.<br>Committee Chair: Jeffrey A. Davis; Committee Co-Chair: James D. Meindl; Committee Member: Azad J. Naeemi; Committee Member: Dennis W. Hess; Committee Member: George F. Riley; Committee Member: Linda S. Milor. Part of the SMARTech Electronic Thesis and Dissertation Collection.

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16

Ashour, Osama Naim. "Receptivity to free stream acoustic disturbances due to a roughness element on a flat plate." Thesis, This resource online, 1993. http://scholar.lib.vt.edu/theses/available/etd-09052009-040628/.

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17

Joubert, Dominique. "Numerical methods for pricing American put options under stochastic volatility / Dominique Joubert." Thesis, North-West University, 2013. http://hdl.handle.net/10394/10202.

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The Black-Scholes model and its assumptions has endured its fair share of criticism. One problematic issue is the model’s assumption that market volatility is constant. The past decade has seen numerous publications addressing this issue by adapting the Black-Scholes model to incorporate stochastic volatility. In this dissertation, American put options are priced under the Heston stochastic volatility model using the Crank- Nicolson finite difference method in combination with the Projected Over-Relaxation method (PSOR). Due to the early exercise facility, the pricing of American put options i

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18

Muthedath, Premkumar. "Numerical study of nonlinear free-surface flows." Thesis, This resource online, 1992. http://scholar.lib.vt.edu/theses/available/etd-07212009-040300/.

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19

Juszczuk, Agnieszka Beata, and Evgeniya Tkacheva. "Revision Moment for the Retail Decision-Making System." Thesis, Högskolan i Halmstad, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-6191.

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In this work we address to the problems of the loan origination decision-making systems. In accordance with the basic principles of the loan origination process we considered the main rules of a clients parameters estimation, a change-point problem for the given data and a disorder moment detection problem for the real-time observations. In the first part of the work the main principles of the parameters estimation are given. Also the change-point problem is considered for the given sample in the discrete and continuous time with using the Maximum likelihood method. In the second part of the w

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20

Alamichel, Claire. "Study of the influence of the cell nucleus on cell motility." Electronic Thesis or Diss., université Paris-Saclay, 2024. http://www.theses.fr/2024UPASM023.

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La motilité cellulaire est un phénomène impliqué dans de nombreux processus biologiques comme la propagation des cancers, la réponse immunitaire, la cicatrisation ou le développement embryonnaire. Ce phénomène est assuré par la capacité d'une cellule à se déformer d'une configuration symétrique, non polarisée, à une configuration asymétrique, polarisée, et à maintenir cette configuration asymétrique. Dans cette thèse, nous nous intéressons plus particulièrement au rôle du noyau dans ce phénomène. Pour cela, un modèle à frontière libre en dimension 2 est introduit. La cellule est modélisée par

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21

Bouselmi, Aych. "Options américaines et processus de Lévy." Phd thesis, Université Paris-Est, 2013. http://tel.archives-ouvertes.fr/tel-00944239.

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Les marchés financiers ont connu, grâce aux études réalisées durant les trois dernières décennies, une expansion considérable et ont vu l'apparition de produits dérivés divers et variés. Parmi les plus répandus, on retrouve les options américaines. Une option américaine est par définition une option qu'on a le droit d'exercer avant l'échéance convenue T. Les plus basiques sont le Put ou le Call américain (respectivement option de vente (K - x)+ ou d'achat (x - K)+). La première partie, et la plus conséquente, de cette thèse est consacrée à l'étude des options américaines dans des modèles expon

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22

Dallaston, Michael C. "Mathematical models of bubble evolution in a Hele-Shaw Cell." Thesis, Queensland University of Technology, 2013. https://eprints.qut.edu.au/63701/1/Michael_Dallaston_Thesis.pdf.

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This thesis concerns the mathematical model of moving fluid interfaces in a Hele-Shaw cell: an experimental device in which fluid flow is studied by sandwiching the fluid between two closely separated plates. Analytic and numerical methods are developed to gain new insights into interfacial stability and bubble evolution, and the influence of different boundary effects is examined. In particular, the properties of the velocity-dependent kinetic undercooling boundary condition are analysed, with regard to the selection of only discrete possible shapes of travelling fingers of fluid, the for

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23

Altaie, Huda. "Nouvelle technique de grilles imbriquées pour les équations de Saint-Venant 2D." Thesis, Université Côte d'Azur (ComUE), 2018. http://www.theses.fr/2018AZUR4220/document.

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Les écoulements en eau peu profonde se rencontrent dans de nombreuses situations d’intérêts : écoulements de rivières et dans les lacs, mais aussi dans les mers et océans (courants de marée, tsunami, etc.). Ils sont modélisés par un système d’équations aux dérivées partielles, où les inconnues sont la vitesse de l’écoulement et la hauteur d’eau. On peut supposer que la composante verticale de la vitesse est petite devant les composantes horizontales et que ces dernières sont indépendantes de la profondeur. Le modèle est alors donné par les équations de shallow water (SWEs). Cette thèse se conc

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24

Kimmerle, Sven-Joachim. "Macroscopic diffusion models for precipitation in crystalline gallium arsenide." Doctoral thesis, Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2009. http://dx.doi.org/10.18452/16060.

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Ausgehend von einem thermodynamisch konsistenten Modell von Dreyer und Duderstadt für Tropfenbildung in Galliumarsenid-Kristallen, das Oberflächenspannung und Spannungen im Kristall berücksichtigt, stellen wir zwei mathematische Modelle zur Evolution der Größe flüssiger Tropfen in Kristallen auf. Das erste Modell behandelt das Regime diffusionskontrollierter Interface-Bewegung, während das zweite Modell das Regime Interface-kontrollierter Bewegung des Interface behandelt. Unsere Modellierung berücksichtigt die Erhaltung von Masse und Substanz. Diese Modelle verallgemeinern das wohlbekannte Mul

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25

David, Noemi. "Incompressible limit and well-posedness of PDE models of tissue growth." Electronic Thesis or Diss., Sorbonne université, 2022. https://accesdistant.sorbonne-universite.fr/login?url=https://theses-intra.sorbonne-universite.fr/2022SORUS235.pdf.

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Les modèles de milieux poreux, en régime compressible ou incompressible, sont utilisés dans la littérature pour décrire les propriétés mécaniques des tissus vivants et en particulier de la croissance tumorale. Il est possible de construire un lien entre ces deux différentes représentations en utilisant une loi de pression raide. Dans la limite incompressible, les modèles compressibles conduisent à des problèmes de frontières libres de type Hele-Shaw. Nos travaux visent à étudier la limite de pression raide des équations de type milieu poreux motivées par le développement tumoral. Notre premièr

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26

Marth, Wieland. "Hydrodynamic Diffuse Interface Models for Cell Morphology and Motility." Doctoral thesis, Saechsische Landesbibliothek- Staats- und Universitaetsbibliothek Dresden, 2016. http://nbn-resolving.de/urn:nbn:de:bsz:14-qucosa-204651.

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In this thesis, we study mathematical models that describe the morphology of a generalized biological cell in equilibrium or under the influence of external forces. Within these models, the cell is considered as a thermodynamic system, where streaming effects in the cell bulk and the surrounding are coupled with a Helfrich-type model for the cell membrane. The governing evolution equations for the cell given in a continuum formulation are derived using an energy variation approach. Such two-phase flow problems that combine streaming effects with a free boundary problem that accounts for bendin

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27

Kome, Melvin Njumbe. "Well testing in gas hydrate reservoirs." Doctoral thesis, Technische Universitaet Bergakademie Freiberg Universitaetsbibliothek "Georgius Agricola", 2015. http://nbn-resolving.de/urn:nbn:de:bsz:105-qucosa-160567.

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Reservoir testing and analysis are fundamental tools in understanding reservoir hydraulics and hence forecasting reservoir responses. The quality of the analysis is very dependent on the conceptual model used in investigating the responses under different flowing conditions. The use of reservoir testing in the characterization and derivation of reservoir parameters is widely established, especially in conventional oil and gas reservoirs. However, with depleting conventional reserves, the quest for unconventional reservoirs to secure the increasing demand for energy is increasing; which has tr

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28

"A Two Strain Spatiotemporal Mathematical Model of Cancer with Free Boundary Condition." Doctoral diss., 2014. http://hdl.handle.net/2286/R.I.25882.

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abstract: In a 2004 paper, John Nagy raised the possibility of the existence of a hypertumor \emph{i.e.}, a focus of aggressively reproducing parenchyma cells that invade part or all of a tumor. His model used a system of nonlinear ordinary differential equations to find a suitable set of conditions for which these hypertumors exist. Here that model is expanded by transforming it into a system of nonlinear partial differential equations with diffusion, advection, and a free boundary condition to represent a radially symmetric tumor growth. Two strains of parenchymal cells are incorporated; one

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29

Vinayan, Vimal. "A Boundary Element Method for the strongly nonlinear analysis of ventilating water-entry and wave-body interaction problems." 2009. http://hdl.handle.net/2152/14765.

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A two-dimensional Boundary Element Method (BEM) is developed to study the strongly nonlinear interaction between a surface-piercing body and the free-surface. The scheme is applied to problems with and without the possibility of ventilation resulting from the motion and geometric configuration of the surface-piercing body. The main emphasis of this research work is on the development of numerical methods to improve the performance prediction of surface-piercing propellers by including the whole range of free-surface nonlinearities. The scheme is applied to predict the ventilated cavity shapes

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30

"Experimental investigation of turbulent thermal convection with slip-free boundary conditions." 2010. http://library.cuhk.edu.hk/record=b5894454.

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Zhao, Xiaozheng = 滑移邊界條件下湍流熱對流的實驗研究 / 趙晓争.<br>"September 2010."<br>Thesis (M.Phil.)--Chinese University of Hong Kong, 2010.<br>Includes bibliographical references (leaves 52-57).<br>Abstracts in English and Chinese.<br>Zhao, Xiaozheng = Hua yi bian jie tiao jian xia tuan liu re dui liu de shi yan yan jiu / Zhao Xiaozheng.<br>Abstract --- p.i<br>摘要 --- p.ii<br>Acknowledgement --- p.iv<br>Contains --- p.iv<br>List of Figures --- p.vii<br>List of Tables --- p.xi<br>Chapter 1 --- Introduction --- p.1<br>Chapter 1.1 --- Turbulence --- p.1<br>Chapter 1.2 --- Turbulent Rayleigh-Benard Convect

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31

"Analytic approximations to the free boundary and multi-dimensional problems in financial derivatives pricing." 2014. http://repository.lib.cuhk.edu.hk/en/item/cuhk-1291256.

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This thesis studies two types of problems in financial derivatives pricing. The first type is the free boundary problem, which can be formulated as a partial differential equation (PDE) subject to a set of free boundary condition. Although the functional form of the free boundary condition is given explicitly, the location of the free boundary is unknown and can only be determined implicitly by imposing continuity conditions on the solution. Two specific problems are studied in details, namely the valuation of fixed-rate mortgages and CEV American options. The second type is the multi-dimensio

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32

Latham, Shane. "A free surface nonlinearity in the simplified steady-state shallow water equations." Phd thesis, 1999. http://hdl.handle.net/1885/148521.

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33

Řehoř, Martin. "Chování nových typů materiálových modelů ve squeeze flow geometrii." Master's thesis, 2012. http://www.nusl.cz/ntk/nusl-305090.

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Investigation of material behaviour in a squeeze flow geometry provides an impor- tant technique in rheology and it is relevant also from the technological point of view (some types of dampers, compression moulding). To our best knowledge, the sque- eze flow has not been solved for fluids-like materials with pressure-dependent material moduli. In the main scope of the present thesis, an incompressible fluid whose visco- sity strongly depends on the pressure is studied in both the perfect-slip and the no-slip squeeze flow. It is shown that such a material model can provide interesting departure

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34

Kome, Melvin Njumbe. "Well testing in gas hydrate reservoirs." Doctoral thesis, 2014. https://tubaf.qucosa.de/id/qucosa%3A22964.

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Reservoir testing and analysis are fundamental tools in understanding reservoir hydraulics and hence forecasting reservoir responses. The quality of the analysis is very dependent on the conceptual model used in investigating the responses under different flowing conditions. The use of reservoir testing in the characterization and derivation of reservoir parameters is widely established, especially in conventional oil and gas reservoirs. However, with depleting conventional reserves, the quest for unconventional reservoirs to secure the increasing demand for energy is increasing; which has tr

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