Searched for: mods_note_programme_s%3A%22Applied%255C%2BMathematics%22
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Jonker, Stan (author)In this thesis, we examine the kernel-based spatial random graph (KSRG) model, which is a generalisation of many known models such as long-range percolation, scale-free percolation, the Poisson Boolean model and age-based spatial preferential attachment. We construct a KSRG from a vertex set V = Z^d, assigning each vertex v ∈ V a weight Wv...master thesis 2023
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Brands, Marnix (author)The computation of multivariate expectations is a common task in various fields related to probability theory. This thesis aims to develop a generic and efficient solver for multivariate expectation problems, with a focus on its application in the field of quantitative finance, specifically for the quantification of Counterparty Credit Risk (CCR...master thesis 2023
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Wever, Teun (author)In this research a new method for pricing continuous Arithmetic averaged Asian options is proposed. The computation is based on Fourier-cosine expansion, namely the COS method. Therefore, we derive the characteristic function of Integrated Geometric Brownian Motion based on Bougerol's identity. <br/><br/>Extensive numerical error analysis on the...master thesis 2023
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Vos, Kelly (author)This research is conducted in collaboration with the Sophia Children's Hospital (SCH). The hospital wants to provide their patients with more detailed information about when a patient is approximately scheduled to have a surgery. The first step is to create a model which optimises the operation room (OR) schedule and indicates when different...master thesis 2023
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Keur, Hans (author)In biology, phylogenetics is the study of the evolutionary history of and relations between e.g. species. Such data are often represented in trees. Remarkably, trees lack the representation of reticulation events, such as hybridization, while such events are believed to be important. One of the reasons why trees are widely used, is the enormous...master thesis 2023
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Huijsman, Robbert (author)TreeContainment is a well-known problem within phylogenetics, which asks whether a binary phylogenetic tree is embedded in a binary phylogenetic network. For this problem, Jones, Weller and van Iersel (2022) have created an algorithm that uses dynamic programming on tree-decompositions to achieve a running time that is exponential in the tree...master thesis 2023
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Schriemer, Sterre (author)Frequentist statistics and Bayesian statistics are the two main approaches to statistical inference. The frequentist approach is commonly integrated into academic curricula, while the Bayesian approach is less frequently employed. However a comparison of the approaches, further investigating their shortcomings and advantages, might give a better...bachelor thesis 2023
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Driebergen, Tim (author)The minimum vertex cover problem (MinVertexCover) is an important optimization problem in graph theory, with applications in numerous fields outside of mathematics. As MinVertexCover is an NP-hard problem, there currently exists no efficient algorithm to find an optimal solution on arbitrary graphs. We consider quantum optimization algorithms,...master thesis 2023
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Heijlema, Cor-Jan (author)Even though the use case of this study was to predict water currents for the sailing regatta in Tokyo, the method can be used for many different applications.master thesis 2023
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Li, Jingya (author)Finite element analysis and multibody dynamics are popular mathematical modeling techniques for sev- eral mechanical applications. The finite element method is a costly method from a runtime standpoint. Moreover, both multibody dynamics and finite element methods require approximating the geometry of the application either by meshing or by...master thesis 2023
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Heijnders, Tom (author)The EAD metric is widely used in the calculations for the capital requirements concerning Counterparty Credit Risk (CCR). In this thesis we compare several methods for calculating this EAD. Basel III gives us two methods, the Standardized Approach for CCR (SA-CCR) and the Internal Model Method (IMM). Furthermore, we introduce an integrated...master thesis 2023
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Janssen, Britt (author)Quantile regression is a useful method to analyse data such that the estimates are more robust to outliers and the conditional distributions are more reliable for asymmetric distributions with respect to the commonly used ordinary least squares regression. Besides this, the quantile regression analysis might also include extra information on the...bachelor thesis 2023
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Schürmann, Femke (author)The integration of large-scale battery storage systems can aid the transition to renewable energy and stabilize energy systems for optimization. However, batteries can be cost-prohibitive and unprofitable, highlighting the need for a more comprehensive understanding and modelling of battery degradation. Battery degradation prediction models play...master thesis 2023
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Ruiter, Stijn (author)<br/>The Material Point Method (MPM) is a numerical method primarily used in the simulation of large deforming or multi-phase materials. An example of such a problem is a landslide or snow simulation. The MPM uses Lagrangian particles (material points) to store the interested physical quantities. These particles can move freely in the spatial...master thesis 2022
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Villar Guardia, Amadeo (author)Due to technological breakthrough in recent decades and the rapid increase in the availability of multidimensional data, data science has become one of the most important areas of research. Within this field, modeling dependence of random variables is gaining great interest. To cope with this task, the use of graphical models is often advocated....master thesis 2022
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van der Valk Bouman, Jim (author)A fundamental tool in radiotherapy treatment planning is the dose calculation algorithm, which models the dose that will be distributed for given beam parameters and patient geometry. Various available algorithms include Monte Carlo simulations (MC) and pencil beam algorithms (PBA), with the former being computationally expensive but offering...master thesis 2022
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van Ruiten, Frank (author)Physics Informed Neural Networks are a relatively new subject of study in the area of numerical mathematics. In this thesis, we take a look at part of the work that has been done in this area up until now, with the ultimate goal to develop a new type of PINN that improves upon the old concept. We introduce the concept of parameterized PINNs,...master thesis 2022
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Koorevaar, Loek (author)The problem of calibrating time-inhomogeneous exponential Lévy models with finite jump activity based on market prices of plain vanilla options is studied. Belomestny and Reiß introduced an estimation procedure for calibration in the homogeneous case with one maturity. The open-ended question that will be addressed is if we can extend this model...master thesis 2022
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Titulaer, Björn (author)Spatiotemporal stochastic processes have applications in various fields, but they can be difficult to numerically approximate in a reasonable time, in particular, in the context of statistical inference for large datasets. <br/>Recently, a new approach for efficient spatiotemporal statistical modeling has been proposed, where the space-time...master thesis 2022
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van Leeuwen, Elske (author)Computational Fluid Dynamics (CFD) is the main tool to use in industry and engineering problems including turbulent flows. Turbulence modeling relies on solving the Navier-Stokes equations. Solving these equations directly takes a lot of time and computational power. More affordable methods solve the Reynolds Averaged Navier-Stokes (RANS)...master thesis 2022
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