Browsing Theses by Title
Now showing items 10166-10185 of 15611
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Numerical Engineering of Adiabatic Quantum Operations
(University of Waterloo, 2020-01-23)Adiabatic quantum operations are ubiquitous in fields such as quantum information processing, quantum control, and magnetic resonance, where their high fidelity and general robustness renders them an essential tool for ... -
Numerical Evaluation of Classification Techniques for Flaw Detection
(University of Waterloo, 2007-09-24)Nondestructive testing is used extensively throughout the industry for quality assessment and detection of defects in engineering materials. The range and variety of anomalies is enormous and critical assessment of their ... -
Numerical Failure Pressure Prediction of Crack-in-Corrosion Defects in Natural Gas Transmission Pipelines
(University of Waterloo, 2010-08-25)The aim of this study was to use the finite element method to model crack, corrosion, and Crack-in-Corrosion defects in a pipeline. The pipe material under investigation for this study was API 5L X60, 508 mm diameter with ... -
Numerical Finite Key Analysis
(University of Waterloo, 2020-09-02)In this thesis, we begin by both expounding and improving the theory of finite key analysis. Our improvement of the analysis in turn improves the amount of key that can be generated for protocols without nice symmetries. ... -
A Numerical Interpretation Model for the Dipole Flow and Reactive Tracer Test
(University of Waterloo, 2007-01-12)In order to protect public health and the natural environment, regulatory agencies such as the U.S. Environmental Protection Agency (USEPA) and the Ontario Ministry of the Environment (MOE) have developed a variety of ... -
A Numerical Investigation of Heat Transfer Coefficients for Indoor Window Insect Screens
(University of Waterloo, 2012-01-23)Due to rising energy prices as well as supply and ecological concerns, there is a strong interest in reducing the energy used in buildings. As such, it is desirable to model the operation of a building and predict its ... -
Numerical Investigation of Multi-compartment Fire Scenarios using Large Eddy Simulation (LES)
(University of Waterloo, 2016-08-16)The selected fire scenario corresponds to the Propagation d’un Incendie pour des Scenarios Multi-locaux Elementaires (PRISME) Integral Test 4, which is a multi-room configuration with a single pool fire burning Hydrogenated ... -
Numerical Investigation of the Effects of Shrinkage and Thermal Loading on the Behaviour of Misaligned Dowels in Jointed Concrete Pavement
(University of Waterloo, 2010-02-18)Dowel bars in jointed plain concrete pavement (JPCP) have the important function of transferring wheel loads from one slab to the other, hence ensuring that the deflections on each side of the joint are kept almost equal. ... -
Numerical investigation of the geophysical response to methane migration in an unconfined aquifer with implications for hydrocarbon wellbore leakage
(University of Waterloo, 2018-05-10)Methane gas leakage from oil and gas development can impact freshwater aquifers. Accurate depictions of gas migration in the subsurface will depend on knowledge of physical parameters and flow system conditions. Geophysical ... -
Numerical Investigation on Turbulent Non-premixed Methanol Flames Using Conditional Source-term Estimation
(University of Waterloo, 2015-12-18)Conditional Source-term Estimation (CSE) is a turbulent combustion model that uses conditional averages to close the chemical source term. Previous CSE studies have shown that the model is able to predict the flame ... -
Numerical Methods for Continuous Time Mean Variance Type Asset Allocation
(University of Waterloo, 2010-04-19)Many optimal stochastic control problems in finance can be formulated in the form of Hamilton-Jacobi-Bellman (HJB) partial differential equations (PDEs). In this thesis, a general framework for solutions of HJB PDEs in ... -
Numerical Methods for Hamilton-Jacobi-Bellman Equations with Applications
(University of Waterloo, 2019-08-26)Hamilton-Jacobi-Bellman (HJB) equations are nonlinear controlled partial differential equations (PDEs). In this thesis, we propose various numerical methods for HJB equations arising from three specific applications. First, ... -
Numerical Methods for Long-Term Impulse Control Problems in Finance
(University of Waterloo, 2008-05-16)Several of the more complex optimization problems in finance can be characterized as impulse control problems. Impulse control problems can be written as quasi-variational inequalities, which are then solved to determine ... -
Numerical Methods for Nonlinear Equations in Option Pricing
(University of Waterloo, 2003)This thesis explores numerical methods for solving nonlinear partial differential equations (PDEs) that arise in option pricing problems. The goal is to develop or identify robust and efficient techniques that ... -
Numerical Methods for Optimal Stochastic Control in Finance
(University of Waterloo, 2008-06-17)In this thesis, we develop partial differential equation (PDE) based numerical methods to solve certain optimal stochastic control problems in finance. The value of a stochastic control problem is normally identical to the ... -
Numerical Methods for Optimal Trade Execution
(University of Waterloo, 2012-09-19)Optimal trade execution aims at balancing price impact and timing risk. With respect to the mathematical formulation of the optimization problem, we primarily focus on Mean Variance (MV) optimization, in which the two ... -
Numerical Methods for Pricing a Guaranteed Minimum Withdrawal Benefit (GMWB) as a Singular Control Problem
(University of Waterloo, 2011-08-23)Guaranteed Minimum Withdrawal Benefits(GMWB) have become popular riders on variable annuities. The pricing of a GMWB contract was originally formulated as a singular stochastic control problem which results in a Hamilton ... -
Numerical Methods for Real Options in Telecommunications
(University of Waterloo, 2004)This thesis applies modern financial option valuation methods to the problem of telecommunication network capacity investment decision timing. In particular, given a cluster of base stations (wireless network with a ... -
Numerical Modeling for the Prediction of Primary Blast Injury to the Lung
(University of Waterloo, 2007-01-12)As explosive blasts continue to cause casualties in both civil and military environments, there is a need for increased understanding of the mechanisms of blast trauma at the organ level and a need for a more detailed ... -
Numerical Modeling of Drug Delivery to Solid Tumor Microvasculature
(University of Waterloo, 2013-01-25)Modeling interstitial fluid flow involves processes such as fluid diffusion, convective transport in the extracellular matrix, and extravasation from blood vessels. In all of these processes, computational fluid dynamics ...