Zobrazeno 1 - 10
of 12
pro vyhledávání: '"Thomas Önskog"'
Publikováno v:
Optimization and Engineering. 23:1707-1731
The mathematical theory for optimal switching is by now relatively well developed, but the number of concrete applications of this theoretical framework remains few. In this paper, we bridge parts of this gap by applying optimal switching theory to a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::772e21e697fc840739cb8cc166bc3536
https://doi.org/10.1007/s11081-021-09683-3
https://doi.org/10.1007/s11081-021-09683-3
Publikováno v:
Advances in Statistical Climatology, Meteorology and Oceanography, Vol 6, Pp 141-157 (2020)
The North Atlantic Oscillation (NAO) is the dominant mode of climate variability over the North Atlantic basin and has a significant impact on seasonal climate and surface weather conditions. This is the result of complex and nonlinear interactions b
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3c0cc83bfc8ee9c23d8b01adfbf49138
https://ascmo.copernicus.org/articles/6/141/2020/ascmo-6-141-2020.pdf
https://ascmo.copernicus.org/articles/6/141/2020/ascmo-6-141-2020.pdf
Autor:
Mian Chin, Marc Chiacchio, Gabriele Messori, Annica M. L. Ekman, Francesco S. R. Pausata, Abdel Hannachi, Leonard Barrie, Thomas Önskog
Publikováno v:
Journal of Geophysical Research: Atmospheres. 122:802-822
A generalized linear model based on Poisson regression has been used to assess the impact of environmental variables modulating tropical cyclone frequency in six main cyclone development areas: the East Pacific, West Pacific, North Atlantic, North In
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2b99cc65ca326947ceb44df79b2a7aa1
https://doi.org/10.1002/2015jd024593
https://doi.org/10.1002/2015jd024593
Autor:
Kaj Nyström, Thomas Önskog
Publikováno v:
Stochastics. 87:747-765
We consider the Skorohod problem for cadlag functions, and the subsequent construction of solutions to normally reflected stochastic differential equations driven by Levy processes, in the setting of non-smooth and time-dependent domains.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::93adec05983680a4812a6184e66443cf
https://doi.org/10.1080/17442508.2014.1000327
https://doi.org/10.1080/17442508.2014.1000327
We study viscosity solutions to a system of nonlinear degenerate parabolic partial integro-differential equations with interconnected obstacles. This type of problem occurs in the context of optimal switching problems when the dynamics of the underly
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::aa669ae0b62ed514273fbcea1a090aca
http://arxiv.org/abs/1711.04665
http://arxiv.org/abs/1711.04665
Autor:
Jun Zhang, Thomas Önskog
Publikováno v:
Physical Review E. 96
It is well known that Brownian motion can be described using Langevin equation. In this paper we extend the application of the Langevin equation to the Rayleigh-B\'enard (RB) flow, assuming that each molecule in the system is a Brownian particle coll
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::784b532bc49d5f312def46e8b4c0174c
https://doi.org/10.1103/physreve.96.043104
https://doi.org/10.1103/physreve.96.043104
Autor:
Thomas Önskog, Jun Zhang
In this paper, we present a stochastic particle algorithm for the simulation of flows of wall-confined gases with diffuse reflection boundary conditions. Based on the theoretical observation that the change in location of the particles consists of a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::263aba9e9de9a6fc9d7ddb4d44ddb26c
https://strathprints.strath.ac.uk/54360/1/Onskog_Zhang_PASMA_An_accurate_treatment_of_diffuse_reflection_boundary_conditions_for_a_stochastic.pdf
https://strathprints.strath.ac.uk/54360/1/Onskog_Zhang_PASMA_An_accurate_treatment_of_diffuse_reflection_boundary_conditions_for_a_stochastic.pdf
Autor:
Niklas L.P. Lundström, Thomas Önskog
In this article, we consider non-smooth time-dependent domains whose boundary is W 1 , p in time and single-valued, smoothly varying directions of reflection at the boundary. In this setting, we first prove existence and uniqueness of strong solution
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f255b6b27b91c27a879f4de3c7e8afc2
Autor:
Kaj Nyström, Thomas Önskog
Publikováno v:
Ann. Probab. 38, no. 6 (2010), 2170-2223
The deterministic Skorohod problem plays an important role in the construction and analysis of diffusion processes with reflection. In the form studied here, the multidimensional Skorohod problem was introduced, in time-independent domains, by H. Tan
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d350750c50d4132c145058b7514f54c3
http://arxiv.org/abs/1011.2335
http://arxiv.org/abs/1011.2335
Autor:
Thomas Önskog, Kaj Nyström
In an earlier paper, we proved the existence of solutions to the Skorohod problem with oblique reflection in time-dependent domains and, subsequently, applied this result to the problem of constructing solutions, in time-dependent domains, to stochas
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::67569ac51496358c151185dea64e216d
http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-37420
http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-37420