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What is the word for engineering in Swedish: students conception of their discipline2007Övrigt (Övrigt vetenskapligt)

Engineering education in Sweden as in the rest of the world is experiencing a decline in student interest. There are concerns about the ways in which students think about engineering education, why they join an academic programme in engineering, and why they persist in their studies. In this context the aims of the Nationellt ämnesdidaktiskt Centrum för Teknikutbildning i Studenternas Sammanhang project (CeTUSS) is to investigate the student experience and to identify and support a continuing network of interested researchers, as well as in building capacity for disciplinary pedagogic investigation. The Stepping Stones project brings together these interests in a multi-researcher, multi-institutional study that investigates how students and academic staff perceive engineering in Sweden and in Swedish education. The first results of that project are reported here. As this study is situated uniquely in Swedish education, it allows for exploration of a Swedish perspective on conceptions of engineering. The Stepping Stones project was based on a model of research capacity-building previously instantiated in the USA and Australia (Fincher & Tenenberg, 2006).

• 2.
Blekinge Tekniska Högskola, Sektionen för ingenjörsvetenskap.
Statistical Modelling and the Fokker-Planck Equation2008Självständigt arbete på avancerad nivå (magisterexamen)Studentuppsats (Examensarbete)

A stochastic process or sometimes called random process is the counterpart to a deterministic process in theory. A stochastic process is a random field, whose domain is a region of space, in other words, a random function whose arguments are drawn from a range of continuously changing values. In this case, Instead of dealing only with one possible 'reality' of how the process might evolve under time (as is the case, for example, for solutions of an ordinary differential equation), in a stochastic or random process there is some indeterminacy in its future evolution described by probability distributions. This means that even if the initial condition (or starting point) is known, there are many possibilities the process might go to, but some paths are more probable and others less. However, in discrete time, a stochastic process amounts to a sequence of random variables known as a time series. Over the past decades, the problems of synergetic are concerned with the study of macroscopic quantitative changes of systems belonging to various disciplines such as natural science, physical science and electrical engineering. When such transition from one state to another take place, fluctuations i.e. (random process) may play an important role. Fluctuations in its sense are very common in a large number of fields and nearly every system is subjected to complicated external or internal influences that are often termed noise or fluctuations. Fokker-Planck equation has turned out to provide a powerful tool with which the effects of fluctuation or noise close to transition points can be adequately be treated. For this reason, in this thesis work analytical and numerical methods of solving Fokker-Planck equation, its derivation and some of its applications will be carefully treated. Emphasis will be on both for one variable and N- dimensional cases.

Localized Galerkin Estimates for Boundary Integral Equations on Lipschitz Domanis1992Ingår i: SIAM Journal on Mathematical Analysis, Vol. 5, nr 23, s. 751-764Artikel i tidskrift (Refereegranskat)

Galerkinmetoden studeras för att lösa ingegralekvationer med randvärden för Laplacepoperatorn för non-smooth områden. Konvergens visas med ett villkor på nätstorleken., vilket består av den lokala krökningen för approximerande områden. Feluppskattningar är härledda, och resultaten generaliserar för system av ekvationer.

• 4.
Blekinge Tekniska Högskola, Sektionen för teknik, Avdelningen för telekommunikationssystem.
Security Issues in Wireless Systems2009Självständigt arbete på avancerad nivå (magisterexamen)Studentuppsats (Examensarbete)

ireless Communication is one of the fields of Telecommunications which is growing with the tremendous speed. With the passage of time wireless communication devices are becoming more and more common. It is not only the technology of business but now people are using it to perform their daily tasks, be it for calling, shopping, checking their emails or transfer their money. Wireless communication devices include cellular phones, cordless phones and satellite phones, smart phones like Personal Digital Assistants (PDA), two way pagers, and lots of their devices are on their way to improve this wireless world. In order to establish two way communications, a wireless link may be using radio waves or Infrared light. The Wireless communication technologies have become increasingly popular in our everyday life. The hand held devices like Personal Digital Assistants (PDA) allow the users to access calendars, mails, addresses, phone number lists and the internet. Personal digital assistants (PDA) and smart phones can store large amounts of data and connect to a broad spectrum of networks, making them as important and sensitive computing platforms as laptop PCs when it comes to an organization’s security plan. Today’s mobile devices offer many benefits to enterprises. Mobile phones, hand held computers and other wireless systems are becoming a tempting target for virus writers. Mobile devices are the new frontier for viruses, spam and other potential security threats. Most viruses, Trojans and worms have already been created that exploit vulnerabilities. With an increasing amount of information being sent through wireless channels, new threats are opening up. Viruses have been growing fast as handsets increasingly resemble small computers that connect with each other and the internet. Hackers have also discovered that many corporate wireless local area networks (WLAN) in major cities were not properly secured. Mobile phone operators say that it is only a matter of time before the wireless world is hit by the same sorts of viruses and worms that attack computer software.

• 5.
Blekinge Tekniska Högskola, Sektionen för ingenjörsvetenskap.
Blekinge Tekniska Högskola, Sektionen för ingenjörsvetenskap.
Optimal Solutions Of Fuzzy Relation Equations2010Självständigt arbete på avancerad nivå (masterexamen)Studentuppsats (Examensarbete)

Fuzzy relation equations are becoming extremely important in order to investigate the optimal solution of the inverse problem even though there is a restrictive condition for the availability of the solution of such inverse problems. We discussed the methods for finding the optimal (maximum and minimum) solution of inverse problem of fuzzy relation equation of the form $R \circ Q = T$ where for both cases R and Q are kept unknown interchangeably using different operators (e.g. alpha, sigma etc.). The aim of this study is to make an in-depth finding of best project among the host of projects, depending upon different factors (e.g. capital cost, risk management etc.) in the field of civil engineering. On the way to accomplish this aim, two linguistic variables are introduced to deal with the uncertainty factor which appears in civil engineering problems. Alpha-composition is used to compute the solution of fuzzy relation equation. Then the evaluation of the projects is orchestrated by defuzzifying the obtained results. The importance of adhering to such synopsis, in the field of civil engineering, is demonstrated by an example.

• 6.
Blekinge Tekniska Högskola, Sektionen för ingenjörsvetenskap.
Modeling and Simulation of Urea Dosing System2013Självständigt arbete på avancerad nivå (masterexamen)Studentuppsats (Examensarbete)

Conclusions In the theory section, we have shown two fundamental principles of fluid flow, conservation of mass (continuity equation) and conservation of momentum (the Cauchy equation) of fluid motion. To get to Euler equations we employed the Navier-Stokes equations for incompressible flow, by neglecting fluid viscosity making μ=0 [21], with this assumption Navier-Stokes equations take the form of Euler equations, detailed discussions and derivations might be found at Atil’s lecture notes[21][23] The second last step is derivation of exact solutions to the Navier-Stokes quations, the Hagen–Poiseuille eqautions, by applying basic physics with the assumptions of laminar flow, constant viscosity and straight pipe with circular cross-section, we derived Hagen–Poiseuille eqautions, this led to a relationship between pressure changes over a length L of pipe, and a friction factor associated with viscous effects We then applied Euler equations to derive well known Bernoulli equation, which signifies that when the velocity increases in a fluid stream, the pressure decreases and when velocity decreases the pressure increases [31] [15] We must highlight that all of these equations have their roots in the Navier– Stokes equations, once again underscoring the universality of these equations in the context of describing the motion of fluids [10] Why did we have to derive all these equations? It is important when applying any equation that we are aware of the restrictions on its use, the restrictions are normally seen in the derivation of the equation when certain simplifying assumptions about the nature of the problem are made. If we ignore the restrictions, we may get inaccurate results from the equation. e.g. an equation was derived while assuming that the flow was incompressible, which means that the speed of the flow is much less than the speed of sound. If you use this form for a supersonic flow, the answer will be wrong [32] In the Modeling and simulations section, the following steps have been completed as given on the goal statement: To broaden our level of understanding and interactions of different components we shown simplified model of the UDS To ensure model meets requirements and fulfills its intended use we have verified (e.g. Right flow, pressure, and mass flow rate) To gain confidence in the model we have validated by comparing model with the real system data and found acceptable agreement We have also shown Effects of various parameters of the system, such as Volumetric Efficiency of the pump, return restriction diameter variations, relationship between flow rate and speed Finally we have demonstrated Adblue density as function of pressure and temperature, and effects of the temperature on Dynamic and Kinematic viscosity of the Adblue, more Adblue fluid properties is also given on Appendix B

• 7.
Blekinge Tekniska Högskola, Sektionen för teknik, Avdelningen för telekommunikationssystem.
Mobile Satellite Communications: Channel Characterization and Simulation2007Självständigt arbete på avancerad nivå (magisterexamen)Studentuppsats (Examensarbete)

• 8.
Blekinge Tekniska Högskola, Sektionen för datavetenskap och kommunikation.
Blekinge Tekniska Högskola, Sektionen för datavetenskap och kommunikation.
Evaluation of AODV and DSR Routing Protocols of Wireless Sensor Networks for Monitoring Applications2009Självständigt arbete på avancerad nivå (masterexamen)Studentuppsats (Examensarbete)

In all the three scenarios of small, large and very large networks AODV gives considerably less delay as compared to DSR. AODV outperforms DSR with prominent difference in delay. In terms of delay the network size has an impact on both AODV and DSR performance.  The throughput rate of AODV in small and large networks exceeds with a little margin than the throughput rate of DSR but in case of large networks the difference is prominent and AODV by far performs better than DSR.

• 9. Alaves, Dimas
Blekinge Tekniska Högskola, Fakulteten för teknikvetenskaper, Institutionen för matematik och naturvetenskap.
A dynamic hybrid antenna/relay selection scheme for the multiple-access relay channel2014Ingår i: 2014 11TH INTERNATIONAL SYMPOSIUM ON WIRELESS COMMUNICATIONS SYSTEMS (ISWCS), IEEE , 2014, s. 594-599Konferensbidrag (Refereegranskat)

We propose a dynamic hybrid antenna/relay selection scheme for multiple-access relay systems. The proposed scheme aims to boost the system throughput while keeping a good error performance. By using the channel state information, the destination node performs a dynamic selection between the signals provided by the multi-antenna relay, located in the inter-cell region, and the relay nodes geographically distributed over the cells. The multi-antenna relay and the single-antenna relay nodes employ the decode-remodulate-and-forward and amplify-and-forward protocols, respectively. Results reveal that the proposed scheme offers a good tradeoff between spectral efficiency and diversity gain, which is one of the main requirements for the next generation of wireless communications systems.

• 10. Alexandrova, A. A.
Blekinge Tekniska Högskola, Sektionen för ingenjörsvetenskap, Avdelningen för matematik och naturvetenskap.
Group classification and conservation laws of nonlinear filtration equation with a small parameter2014Ingår i: Communications in nonlinear science & numerical simulation, ISSN 1007-5704, E-ISSN 1878-7274, Vol. 19, nr 2, s. 364-370Artikel i tidskrift (Refereegranskat)

Group classification of the perturbed nonlinear filtration equation is performed assuming that the perturbation is an arbitrary function of the dependent variable. The nonlinear self-adjointness of the equation under consideration is investigated. Using these results, the approximate conservation laws are constructed.

• 11.
Blekinge Tekniska Högskola, Sektionen för datavetenskap och kommunikation.
Blekinge Tekniska Högskola, Sektionen för datavetenskap och kommunikation.
An Introduction and Evaluation of a Lossless Fuzzy Binary AND/OR Compressor2010Självständigt arbete på avancerad nivå (masterexamen)Studentuppsats (Examensarbete)

Vi rapporterar en ny förlustfri komprimering algoritm (MUL) för att genomföra förutsägbart-fast komprimering värden. Den luddiga binär och-eller algoritm (FBAR), syftar bland annat att införa en ny modell för regelbunden och superdense kodning i klassiska och kvantmekaniska information teori. Klassiska kodning på x86-maskiner inte skulle räcka teknik för maximal LDC att skapa fasta värden av Cr >= 2:1. Men den nuvarande modellen utvärderas för att tjäna flerdimensionella LDC med fast värde generationer, där de populära metoder som används i probabilistiska LDC, såsom Shannon entropi. De närvarande in entropi är av "fuzzy binära" i en 4D blixtkub lite flagga modell, med en produkt värde av minst 50% komprimering. Vi har genomfört komprimering och simulerade den tryckfall fasen för förlustfri versioner av FBAR logik. Jämförde vi ytterligare vår algoritm med de resultat som andra kompressorer. Vår statistiska testet visar att den presenterade algoritmen mutably och betydligt konkurrerar med andra LDC algoritmer på båda, tidsmässiga och geografiska faktorer av kompression. Den nuvarande algoritmen är en steppingstone att kvantinformationsteknik modeller lösa komplexa negativa entropies, vilket ger dubbel-effektiva LDC> 87,5 besparingar utrymme.

• 12. Alves, Dimas I.
Blekinge Tekniska Högskola, Fakulteten för teknikvetenskaper, Institutionen för matematik och naturvetenskap.
Cooperative multiple-access scheme with antenna selection and incremental relaying2014Ingår i: 2014 INTERNATIONAL TELECOMMUNICATIONS SYMPOSIUM (ITS), São Paulo: IEEE , 2014Konferensbidrag (Refereegranskat)

A cooperative multiple-access scheme for wireless communications systems with antenna selection and incremental relaying is proposed. The scheme aims to improve the system throughput while preserving good performance in terms of bit error rate. The system consists of N nodes which send their information to both the destination node and the multiple-antenna relay station. Based on the channel state information, the destination node decides whether or not relaying will be performed. When the relaying is performed, the decode-remodulate-and-forward protocol is used with the best antenna. Results reveal that the proposed scheme achieves a good tradeoff between throughput and bit error rate, which makes suitable to be considered for multi-user networks.

• 13.
Brock Univ, Dept Math & Stat, St Catharines, ON L2S 3A1, Canada..
Ufa State Aviat Tech Univ, Lab Grp Anal Math Models Nat & Engn Sci, Ufa 450000, Russia.. Ufa State Aviat Tech Univ, Lab Grp Anal Math Models Nat & Engn Sci, Ufa 450000, Russia.. Ufa State Aviat Tech Univ, Lab Grp Anal Math Models Nat & Engn Sci, Ufa 450000, Russia.. Blekinge Tekniska Högskola, Fakulteten för teknikvetenskaper, Institutionen för matematik och naturvetenskap. Brock Univ, Dept Math & Stat, St Catharines, ON L2S 3A1, Canada..
Symmetries and conservation laws of the generalized Krichever-Novikov equation2016Ingår i: Journal of Physics A: Mathematical and Theoretical, ISSN 1751-8113, E-ISSN 1751-8121, Vol. 49, nr 10, artikel-id 105201Artikel i tidskrift (Refereegranskat)

A computational classification of contact symmetries and higher-order local symmetries that do not commute with t, x, as well as local conserved densities that are not invariant under t, x is carried out for a generalized version of the Krichever-Novikov (KN) equation. Several new results are obtained. First, the KN equation is explicitly shown to have a local conserved density that contains t, x. Second, apart from the dilational point symmetries known for special cases of the KN equation and its generalized version, no other local symmetries with low differential order are found to contain t, x. Third, the basic Hamiltonian structure of the KN equation is used to map the local conserved density containing t, x into a nonlocal symmetry that contains t, x. Fourth, a recursion operator is applied to this nonlocal symmetry to produce a hierarchy of nonlocal symmetries that have explicit dependence on t, x. When the inverse of the Hamiltonian map is applied to this hierarchy, only trivial conserved densities are obtained.

• 14. Anco, S.
Blekinge Tekniska Högskola, Fakulteten för teknikvetenskaper, Institutionen för matematik och naturvetenskap.
Solutions of gasdynamic equations associated with classical and new conservation laws2015Ingår i: Applied Mathematics and Computation, ISSN 0096-3003, E-ISSN 1873-5649, Vol. 268, s. 52-58Artikel i tidskrift (Refereegranskat)

Exact solutions of the one-dimensional gasdynamic equations are constructed by applying the method of conservation laws to all point-wise conserved vectors of the equations under consideration. Â© 2015 Elsevier Inc.

• 15.
Blekinge Tekniska Högskola, Sektionen för ingenjörsvetenskap.
Stereo Echo Cancellation(SEC) employing Signal Decorrelation with emphasis on Affine Projection Algorithm(APA)2013Självständigt arbete på avancerad nivå (masterexamen)Studentuppsats (Examensarbete)

Monophonic tele-conferencing systems employ acoustic echo cancellation (AEC) to reduce echoes that result from coupling between loudspeaker and microphone. Acoustic echo cancellation is simple to develope as there is a single channel. But future tele conferencing systems are expected to have multi channel communication which is necessary in hands-free multi user tele communication systems. Stereophonic echo cancellation (SEC), has been studied since the early 1990s, in hands-free tele communication applications such as tele conferencing, multi user desktop conferencing, and tele video gaming. To enhance the sound realism in order to increase the speech intelligibilty it is necessary to use two channel (stereo) audio systems. This requires SEC systems. In SEC there is a fundamental problem that the adaptive algorithm used can not identify correct echo path responses due to strong correlation between stereo signals and also the convergence is slow. In this case it is necessary to identify two echo paths for each channel thus there are four echo paths to identify which is very difficult. In this thesis, the problems with stereo echo cancellation is explained and echo cancellation with emphasis on two channel affine projection algorithm (APA) is studied. The signal de-correlation techniques are reviewed and compared. The idea behind signal decorrelation techniques is to introduce nonlinearity into each channel. This can be done by using half-wave rectifiers or time varying all-pass filters.Three methods were developed to reduce correlation between stereo signals. One, is to use two positive half-wave rectifiers on both channels considered as NLP1. Second, is to use positive and negative half-wave rectifiers on each channel (NLP2). Third, is to use time varying all-pass filters (TV-APF) on both channels with delays. Experiments were performed using MATLAB and observed echo return loss enhancement (ERLE) and misalignment(MIS) with different scenarios. The euclidean norm distance calculation has been used to find out MIS between filter coefficients and true echo path models. It is observed that NLP1 and NLP2 lack signal perception even though ERLE was good. The MIS falls down below 25dB with decorrelated stereo signals. The use of TV-APFs gives good echo cancellation and does not effect the signal perception, the ERLE in this case was 40.3231dB.

• 16.
Blekinge Tekniska Högskola, Sektionen för teknik, Avdelningen för programvarusystem.
Blekinge Tekniska Högskola, Sektionen för teknik, Avdelningen för programvarusystem.
Software Reliability Prediction – An Evaluation of a Novel Technique2004Självständigt arbete på avancerad nivå (magisterexamen)Studentuppsats (Examensarbete)

Along with continuously increasing computerization, our expectations on software and hardware reliability increase considerably. Therefore, software reliability has become one of the most important software quality attributes. Software reliability modeling based on test data is done to estimate whether the current reliability level meets the requirements for the product. Software reliability modeling also provides possibilities to predict reliability. Costs of software developing and tests together with profit issues in relation to software reliability are one of the main objectives to software reliability prediction. Software reliability prediction currently uses different models for this purpose. Parameters have to be set in order to tune the model to fit the test data. A slightly different prediction model, Time Invariance Estimation, TIE is developed to challenge the models used today. An experiment is set up to investigate whether TIE could be found useful in a software reliability prediction context. The experiment is based on a comparison between the ordinary reliability prediction models and TIE.

• 17.
Blekinge Tekniska Högskola, Sektionen för datavetenskap och kommunikation.
Blekinge Tekniska Högskola, Sektionen för datavetenskap och kommunikation.
Analysis of Quality of Experience by applying Fuzzy logic: A study on response time2011Självständigt arbete på avancerad nivå (masterexamen)Studentuppsats (Examensarbete)

To be successful in today's competitive market, service providers should look at user's satisfaction as a critical key. In order to gain a better understanding of customers' expectations, a proper evaluations which considers intrinsic characteristics of perceived quality of service is needed. Due to the subjective nature of quality, the vagueness of human judgment and the uncertainty about the degree of users' linguistic satisfaction, fuzziness is associated with quality of experience. Considering the capability of Fuzzy logic in dealing with imprecision and qualitative knowledge, it would be wise to apply it as a powerful mathematical tool for analyzing the quality of experience (QoE). This thesis proposes a fuzzy procedure to evaluate the quality of experience. In our proposed methodology, we provide a fuzzy relationship between QoE and Quality of Service (QoS) parameters. To identify this fuzzy relationship a new term called Fuzzi ed Opinion Score (FOS) representing a fuzzy quality scale is introduced. A fuzzy data mining method is applied to construct the required number of fuzzy sets. Then, the appropriate membership functions describing fuzzy sets are modeled and compared with each other. The proposed methodology will assist service providers for better decision-making and resource management.

• 18. Avdonina, Elena D.
Blekinge Tekniska Högskola, Sektionen för ingenjörsvetenskap, Avdelningen för matematik och naturvetenskap.
Heat conduction in anisotropic media: Nonlinear self-adjointness and conservation laws2012Ingår i: Discontinuity, Nonlinearity and Complexity, ISSN 2164-6376, Vol. 1, nr 3, s. 237-251Artikel i tidskrift (Refereegranskat)

Nonlinear self-adjointness of the anisotropic nonlinear heat equation is investigated. Mathematical models of heat conduction in anisotropic media with a source are considered and a class of self-adjoint models is identified. Conservation laws corresponding to the symmetries of the equations in question are computed.

• 19. Avdonina, Elena D.
Blekinge Tekniska Högskola, Sektionen för ingenjörsvetenskap, Avdelningen för matematik och naturvetenskap. Blekinge Tekniska Högskola, Sektionen för ingenjörsvetenskap, Avdelningen för matematik och naturvetenskap.
Exact solutions of gasdynamic equations obtained by the method of conservation laws2013Ingår i: Communications in nonlinear science & numerical simulation, ISSN 1007-5704, E-ISSN 1878-7274, Vol. 18Artikel i tidskrift (Refereegranskat)

In the present paper, the recent method of conservation laws for constructing exact solutions for systems of nonlinear partial differential equations is applied to the gasdynamic equations describing one-dimensional and three-dimensional polytropic flows. In the one-dimensional case singular solutions are constructed in closed forms. In the threedimensional case several conservation laws are used simultaneously. It is shown that the method of conservation laws leads to particular solutions different from group invariant solutions.

• 20.
Blekinge Tekniska Högskola, Sektionen för ingenjörsvetenskap, Avdelningen för matematik och naturvetenskap.
Monitoring the volatility in a process which reflects trading in the financial market2007Självständigt arbete på avancerad nivå (magisterexamen)Studentuppsats (Examensarbete)

Recently, the financial market has become an area of increased research interest for mathematician and statisticians. The Black and Scholes breakthrough in this area triggered a lot of new research activity. Commonly the research concerns the log returns of assets (shares, bond, foreign exchange, option). The variation in the log returns is called volatility and it is widely studied and because of its relevance for applications in the financial world. The volatility is mostly used for measuring the risk and also for forecasting future prices. In this research work a process of trading activities is considered. It is assumed that at a random time-point a parameter change in the laws of the trading occurs, indicating changed trading behaviour. For inferential matters about the process it is of vital importance to be able to state that such change has occurred quickly and accurately. The methods used to this end are called stopping rules which signal alarm as soon as some statistics based on-line observations goes beyond some boundary. The model considered for this process of log returns is the family of Autoregressive Conditional Heteroskedastic (ARCH) model. It is widely accepted that this well describes a lot of phenomena in the financial market. In this work statements about this process will be derived, the stopping rule will be defined, evaluated and their properties discussed.

• 21.
Blekinge Tekniska Högskola, Sektionen för ingenjörsvetenskap, Avdelningen för matematik och naturvetenskap.
Choquet and Sugeno Integrals2009Självständigt arbete på avancerad nivå (masterexamen)Studentuppsats (Examensarbete)

In real word many problems, most of criteria have interdependent or interactive characteristics, which cannot be evaluated by additive measures exactly. For the human subjective evaluation processes it will be more better to apply Choquet and Sugeno integrals model together with the definition of lambda − fuzzy measure, in which the property of additivity is not necessary. My thesis presents the application of fuzzy integrals as tool for criteria aggregation in the decision problems. Finally, this research gives the examples of evaluating medicine with illustrations of hierarchicalstructure of lambda− fuzzy measure for Choquet and Sugeno integrals model.

• 22.
Blekinge Tekniska Högskola, Sektionen för ingenjörsvetenskap.
Product Development starts from Crowdsourcing2012Självständigt arbete på avancerad nivå (masterexamen)Studentuppsats (Examensarbete)

A practice of applying of Product Service System (PSS)—Xinmade.com is demonstrated by a business plan and this paper discusses about using Crowdsourcing in the traditional New Product Development (NPD). Finally tips of applying Crowdsourcing in PSS are summarized.

• 23. Baikov, V. A.
Blekinge Tekniska Högskola, Sektionen för ingenjörsvetenskap, Avdelningen för matematik och naturvetenskap.
Conservation laws for two-phase filtration models2014Ingår i: Communications in nonlinear science & numerical simulation, ISSN 1007-5704, E-ISSN 1878-7274, Vol. 19, nr 2, s. 383-389Artikel i tidskrift (Refereegranskat)

The paper is devoted to investigation of group properties of a one-dimensional model of two-phase filtration in porous medium. Along with the general model, some of its particular cases widely used in oil-field development are discussed. The Buckley-Leverett model is considered in detail as a particular case of the one-dimensional filtration model. This model is constructed under the assumption that filtration is one-dimensional and horizontally directed, the porous medium is homogeneous and incompressible, the filtering fluids are also incompressible. The model of "chromatic fluid" filtration is also investigated. New conservation laws and particular solutions are constructed using symmetries and nonlinear self-adjointness of the system of equations.

• 24.
Blekinge Tekniska Högskola, Sektionen för ingenjörsvetenskap.
Blekinge Tekniska Högskola, Sektionen för ingenjörsvetenskap. Blekinge Tekniska Högskola, Sektionen för ingenjörsvetenskap.
Statistical Assessment of Uncertainties Pertaining to Uniaxial Vibration Testing and Required Test Margin for Fatigue Life Verification2013Självständigt arbete på avancerad nivå (masterexamen)Studentuppsats (Examensarbete)

In the automotive industry uniaxial vibration testing is a common method used to predict the lifetime of components. In reality truck components work under multiaxial loads meaning that the excitation is multiaxial. A common method to account for the multiaxial effect is to apply a safety margin to the uniaxial test results. The aim of this work is to find a safety margin between the uniaxial and multiaxial testing by means of virtual vibration testing and statistical methods. Additionally to the safety margin the effect of the fixture’s stiffness on the resulting stress in components has been also investigated.

• 25.
Blekinge Tekniska Högskola, Sektionen för ingenjörsvetenskap.
Blekinge Tekniska Högskola, Sektionen för ingenjörsvetenskap. Blekinge Tekniska Högskola, Sektionen för ingenjörsvetenskap.
OPTIMIZED FUZZY BASED POWER CONTROL STRATEGY IN COGNITIVE RADIO NETWORKS IN MULTI FADING PROPAGATION ENVIRONMENTS2013Självständigt arbete på avancerad nivå (masterexamen)Studentuppsats (Examensarbete)

In this thesis we have considered a cognitive radio network (CRN) with a pair of primary user (PU) and secondary user (SU) in spectrum sharing networks in path-loss and without path-loss propagation environments under identically distributed m-Nakagami fading channel. The thesis consists of three parts. In the first part we propose an optimized Takagi-Sugeno Fuzzy Inference System (FIS) based power control strategy in cognitive radio networks (CRN) in spectrum sharing network in without path-loss propagation environment. The second part proposes an optimized Takagi-Sugeno FIS based power control strategy in cognitive radio networks in spectrum sharing network in path-loss propagation environment. For without path-loss propagation environment the proposed FIS takes the interference channel gain ratio between SU transmitter (CUtx) and PU receiver (PUrx) and Signal to Noise Ratio (SNR) towards PU transmitter (PUtx) as antecedents and outputs the power scaling factor for SU. For path-loss propagation environment the proposed FIS takes the relative distance ratio between CUtx and PUrx and SNR towards PUtx as antecedents and outputs the power scaling factor for SU. The output power scaling factor is used to vary the transmit power of SU such that it does not degrade the quality of service (QoS) of PU link. The third part presents an implementation of orthogonal frequency division multiplexing (OFDM) transmission technique in CRN. The OFDM technique has intellectual attractive features like coping with the inter symbol interference (ISI), while providing increasing spectral efficiency and improved performance. This can be used in emergency conditions where transmission requires reliability and high data rate. The OFDM transmission technique is applied towards SU transmitter in CRN, which enables SU to utilize the spectrum efficiently under various fading environments. Spectrum sharing networks in with and without path-loss propagation environments and OFDM transmission were tested for bit error rate (BER) performance after fading effects from m-Nakagami fading channel. We conclude that by applying Takagi-Sugeno Fuzzy Inference System (FIS) based power control strategy we can improve the BER performance of PU when compared with no power control strategy and with other fuzzy based power control technique. OFDM transmission technique gives us better data rate and slightly improved BER in CRN hence making it suitable for use in emergency conditions.

• 26. Bell, Tim
Making Computer Science Activities Accessible for the Languages and Cultures of Japan, Korea, China and Sweden2008Konferensbidrag (Övrigt vetenskapligt)

När undervisningsmaterial översätts kan text baserade exempel förlora sin mening, analogier bli meningslösa, alfabet oförenliga, etc. Vi fokuserar på några principer för att undervisningsexempel ska fungera i helt olika språk och kulturer. Vi presenterar en fallstudie baserad på material som är fritt tillgängligt från CSunplugged.org. Det engelska materialet har anpassats till japanska, kinesiska, koreanska och svenska förhållande. (Dataundervisning, Kinestetisk lärande, Översättning)

• 27.
Universidade Federal de Santa Catarina, BRA.
Universidade Federal de Santa Catarina, BRA. Blekinge Tekniska Högskola, Fakulteten för teknikvetenskaper, Institutionen för matematik och naturvetenskap. Universidade Federal de Santa Catarina, BRA.
Simplicity of skew inverse semigroup rings with applications to Steinberg algebras and topological dynamics2019Ingår i: Forum mathematicum, ISSN 0933-7741, E-ISSN 1435-5337, Vol. 31, nr 3, s. 543-562Artikel i tidskrift (Refereegranskat)

Given a partial action π of an inverse semigroup S on a ring A {\mathcal{A}}, one may construct its associated skew inverse semigroup ring A π S {\mathcal{A}\rtimes-{\pi}S}. Our main result asserts that, when A {\mathcal{A}} is commutative, the ring A π S {\mathcal{A}\rtimes-{\pi}S} is simple if, and only if, A {\mathcal{A}} is a maximal commutative subring of A π S {\mathcal{A}\rtimes-{\pi}S} and A {\mathcal{A}} is S-simple. We apply this result in the context of topological inverse semigroup actions to connect simplicity of the associated skew inverse semigroup ring with topological properties of the action. Furthermore, we use our result to present a new proof of the simplicity criterion for a Steinberg algebra A R (g) {A-{R}(\mathcal{G})} associated with a Hausdorff and ample groupoid g {\mathcal{G}}. © 2018 Walter de Gruyter GmbH, Berlin/Boston.

• 28.
Blekinge Tekniska Högskola, Sektionen för ingenjörsvetenskap.
Exploiting the Direct Communication Link for Enhancing Effective Capacity Performance of Cognitive Radio Relay Networks2014Självständigt arbete på avancerad nivå (masterexamen)Studentuppsats (Examensarbete)

• 29. Boeva, Veselka
A Hybrid Computational Method for the Identification of Cell Cycle-regulated Genes2010Konferensbidrag (Refereegranskat)

Gene expression microarrays are the most commonly available source of high-throughput biological data. They have been widely employed in recent years for the definition of cell cycle regulated (or periodically expressed) subsets of the genome in a number of different organisms. These have driven the development of various computational methods for identifying periodical expressed genes. However, the agreement is remarkably poor when different computational methods are applied to the same data. In view of this, we are motivated to propose herein a hybrid computational method targeting the identification of periodically expressed genes, which is based on a hybrid aggregation of estimations, generated by different computational methods. The proposed hybrid method is benchmarked against three other computational methods for the identification of periodically expressed genes: statistical tests for regulation and periodicity and a combined test for regulation and periodicity. The hybrid method is shown, together with the combined test, to statistically significantly outperform the statistical test for periodicity. However, the hybrid method is also demonstrated to be significantly better than the combined test for regulation and periodicity.

• 30. Boszhkov, Yuri
Blekinge Tekniska Högskola, Fakulteten för teknikvetenskaper, Institutionen för matematik och naturvetenskap.
Group analysis of the Novikov equation2014Ingår i: Computational and Applied Mathematics, ISSN 2238-3603, E-ISSN 1807-0302, Vol. 33, nr 1, s. 193-202Artikel i tidskrift (Refereegranskat)

We find the Lie point symmetries of the Novikov equation and demonstrate that it is strictly self-adjoint. Using the self-adjointness and the recent technique for constructing conserved vectors associated with symmetries of differential equations, we find the conservation law corresponding to the dilation symmetry and show that other symmetries do not provide nontrivial conservation laws. Then we investigate the invariant solutions.

• 31. Bozhkov, Y.
Blekinge Tekniska Högskola, Sektionen för ingenjörsvetenskap, Avdelningen för matematik och naturvetenskap.
Conservation laws for a coupled variable-coefficient modified Korteweg–de Vries system in a two-layer fluid model2013Ingår i: Communications in nonlinear science & numerical simulation, ISSN 1007-5704, E-ISSN 1878-7274, Vol. 18Artikel i tidskrift (Refereegranskat)

We find the Lie point symmetries of a coupled variable-coefficient modified Korteweg–de Vries system in a two-layer fluid model. Then we establish its quasi self-adjointness and corresponding conservation laws.

• 32. Broman, Göran
Computational Engineering2003Bok (Övrigt vetenskapligt)

This book is the main course literature in the course Computational Engineering, which comprises 22,5 ECTS (European Credit Transfer System), within the programme of Master of Science in Mechanical Engineering with emphasis on Structural Mechanics at Blekinge Institute of Technology. The book starts with rather simple numerical methods for ordinary differential equations and ends with advanced topics such as finite element procedures for systems of transient, non-linear and coupled partial differential equations. Several topics from physics and engineering are included to support the study of the numerical methods.

• 33. Broman, Göran
Submerged Landau jet: exact solutions, their meaning and application2010Ingår i: Physics Uspekhi, ISSN 1063-7869, E-ISSN 1468-4780, Vol. 53, nr 1, s. 91-98Artikel, forskningsöversikt (Refereegranskat)

Exact hydrodynamic solutions generalizing the Landau submerged jet solution are reviewed. It is shown how exact inviscid solutions can be obtained and how boundary layer viscosity can be included by introducing parabolic coordinates. The use of exact solutions in applied hydrodynamics and acoustics is discussed. A historical perspective on the discovery of a class of exact solutions and on the analysis of their physical meaning is presented.

• 34. Bruzon, MS
Self-adjoint sub-classes of generalized thin film equations2009Ingår i: Journal of Mathematical Analysis and Applications, ISSN 0022-247X, E-ISSN 1096-0813, Vol. 357, nr 1, s. 307-313Artikel i tidskrift (Refereegranskat)

In this work we consider a class of fourth-order nonlinear partial differential equation containing several tin-specified coefficient functions of the dependent variable which encapsulates various mathematical models used, e.g. for describing the dynamics of thin liquid films. We determine the subclasses of these equations which are self-adjoint. By using a general theorem on conservation laws proved by one of the authors (NHI) we find conservation laws for some of these partial differential equations without Classical Lagrangians.

• 35.
Blekinge Tekniska Högskola, Sektionen för ingenjörsvetenskap.
Numerical Aspects of Extended Curve of Growth2013Självständigt arbete på avancerad nivå (masterexamen)Studentuppsats (Examensarbete)

In curve of growth, traditionally equivalent width is found for absorption lines of Gaussian, Lorentz and Voigt profile against flat continuum. Here, absorption against non-flat distributions is examined. These non-flat distributions are Gaussian and Lorentz distribution. Analytically equivalent widths for absorption against non-flat continuum are complicated integrals. It is impossible to solve these integrals analytically so I have solved them numerically. At low μ the absorption is independent on profile while the growth of absorption depends on profile at high μ, where μ is width.

• 36.
Blekinge Tekniska Högskola, Sektionen för ingenjörsvetenskap.
MOBILE PHONE ACOUSTICS: PERFORMANCE EVALUATION OF SPECTRAL SUBTRACTION AND ELKO’S ALGORITHM USING SPEECH QUALITY METRICS2013Självständigt arbete på avancerad nivå (masterexamen)Studentuppsats (Examensarbete)

In recent years a great deal of effort has been expended to develop methods that determine the quality of speech through the use of comparative algorithms. These methods are designed to calculate an index value of quality that correlates to a mean opinion score given by human subjects in evaluation sessions. In this work PESQ (ITU-T Recommendation P.862) which is the new ITU-T benchmarking for objective measurement of speech quality. In mobile phone acoustics, the presence of noise and room reverberation play a vital role in degrading the speech signal and therefore, spectral subtraction and Elko’s beamformer has been used for noise reduction. Weighted Overlap and Add method (WOLA) filter bank is used for frequency domain analysis of the speech signal. Elko’s algorithm is used for designing a differential microphone array, implemented by connecting two omni directional elements to form back-to-back cardioid directional microphones. The output from the Elko’s beamformer is then used as an input to spectral subtraction based on minimum statistics reducing further noise and to enhance the quality of the speech signal. The performance of this system is analysed by calculating the value of PESQ as a speech quality measure. The better the value the PESQ, the better is the output speech quality. Signal to Noise Ratio (SNR) is used to measure the amount of noise in the restored speech signal. Reverberation Index is also used to measure the amount of reverberation effect present in the restored speech signal.

• 37.
Blekinge Tekniska Högskola, Sektionen för teknik, Avdelningen för signalbehandling.
Blekinge Tekniska Högskola, Sektionen för teknik, Avdelningen för signalbehandling.
Implementation of Adaptive Filter Structures on a Fixed Point Signal Processor for Acoustical Noise Reduction2005Självständigt arbete på avancerad nivå (magisterexamen)Studentuppsats (Examensarbete)

The problem of controlling the noise level in the environment has been the focus of a tremendous amount of research over the years. Active Noise Cancellation (ANC) is one such approach that has been proposed for reduction of steady state noise. ANC refers to an electromechanical or electro acoustic technique of canceling an acoustic disturbance to yield a quieter environment. The basic principle of ANC is to introduce a canceling “anti-noise” signal that has the same amplitude but the exact opposite phase, thus resulting in an attenuated residual noise signal. Wideband ANC systems often involve adaptive filter lengths, with hundreds of taps. Using sub band processing can considerably reduce the length of the adaptive filter. This thesis presents Filtered-X Least Mean Squares (FXLMS) algorithm to implement it on a fixed point digital signal processor (DSP), ADUC7026 micro controller from Analog devices. Results show that the implementation in fixed point matches the performance of a floating point implementation.

• 38. Demin, I.Yu.
Blekinge Tekniska Högskola, Fakulteten för teknikvetenskaper, Institutionen för maskinteknik.
The numerical simulation of propagation of intensive acoustic noise2013Konferensbidrag (Refereegranskat)

The propagation of intensive acoustic noise is of fundamental interest in nonlinear acoustics. Some of the simplest models describing such phenomena are generalized Burgers’ equations for finite amplitude sound waves. An important problem in this field is to find the wave’s behavior far from the emitting source for stochastic initial waveforms. The method of numerical solution of generalized Burgers equation proposed is step-by-step calculation supported on using Fast Fourier Transform of the considered signal. The general idea is to keep only Fourier image of concerned signal and update it recursively (in space). For simulating the wave evolution we used 4096 (212) point realizations and took averaging over 1000 realizations. Also the object of the present study is a numerical analysis of the spectral and bispectral functions of the intense random signals propagating in nondispersive nonlinear media. The possibility of recovering the input spectrum from the measured spectrum and bispectrum at the output of the nonlinear medium is discusses. The analytical estimations are supported by numerical simulation. For two different types of primary spectrum evolution of jet noise were numerically simulates at a short distance and assayed bispectrum and a spectrum analysis of the signals.

• 39.
Blekinge Tekniska Högskola, Sektionen för ingenjörsvetenskap, Avdelningen för maskinteknik.
Characterization of a Cylinder Liner Surface by Roughness Parameters Analysis2006Självständigt arbete på avancerad nivå (magisterexamen)Studentuppsats (Examensarbete)

Cylinder liner surface topology greatly affects oil consumption and wear of engines. Surface optimization would be greatly facilitated by automatic quality control. Surface roughness definitions, parameters, and measurement techniques were reviewed and samples of different Volvo truck engine cylinder liner types were measured. Routines for extracting and computing groove parameters, useful in the automation of quality control in production, were developed, implemented in MATLAB and applied on the samples. The principles of the last two steps procedures needed to fully automate the surface grading by roughness parameters analysis were described.

Blekinge Tekniska Högskola, Sektionen för ingenjörsvetenskap, Avdelningen för matematik och naturvetenskap.
An extension of the Noether theorem: Accompanying equations possessing conservation laws2014Ingår i: Communications in nonlinear science & numerical simulation, ISSN 1007-5704, E-ISSN 1878-7274, Vol. 19, nr 2, s. 328-336Artikel i tidskrift (Refereegranskat)

It is shown that the Noether theorem can be extended for some equations associated (accompanying) with Euler-Lagrange equation. Each symmetry of Lagrangian yields a class of accompanying equations possessing conservation law (first integral). The generalization is done for canonical Hamiltonian equations as well.

• 41.
Blekinge Tekniska Högskola, Sektionen för ingenjörsvetenskap, Avdelningen för maskinteknik.
NUMERICAL SIMULATION OF HEAT TRANSFER AND PRESSURE DROP IN PLATE HEAT EXCHANGERS USING FLUENT AS CFD TOOL2008Självständigt arbete på avancerad nivå (masterexamen)Studentuppsats (Examensarbete)

As shown from the study, different geometries give different results at different flow conditions (Reynolds number/ mass-flow rate). The choice of appropriate plate geometry does not always depend on high Nusselt number values, but predictability and almost constant behaviour through a large Reynolds number range, plays an important role as shown by the chevron design.

• 42.
Blekinge Tekniska Högskola, Sektionen för ingenjörsvetenskap.
Fuzzy Decision Making in Business Intelligence2009Självständigt arbete på avancerad nivå (masterexamen)Studentuppsats (Examensarbete)

The purpose of this study was to investigate and implement fuzzy decision algorithms based on unequal objectives and minimization of regret to retrieve an optimal decision in business intelligence. Another aim was to compare these two models; those have been applied in business intelligence area. The use of unequal objectives and minimization of regret methods based on the essential concept of the fuzzy decision were applied on the business intelligence model. The first method uses Saaty’s approach of comparison objectives to determine the weight of the objectives, while the second method uses the regression of objectives which acts as a filter for high values by divesting them of their decisive power. In a complex business problem, we have used knowledge of experts in verbal expressions, converted these verbal expressions into linguistic variables and then used fuzzy decision making models to retrieve best decision. The implementation’s results of the two methods were the same regarding to the final decision set. The first model results indicated the effect of the influential factors on the products, while the second model results showed the payoff for the influential factors and its effectives on the products.

• 43.
Blekinge Tekniska Högskola, Sektionen för management.
Blekinge Tekniska Högskola, Sektionen för management.
The Impact of Monetary Policy on Stock Market Returns in Developing Markets, A Comparative Investigation of Nigeria and Ghana Stock Markets (1990: 2010)2012Självständigt arbete på avancerad nivå (magisterexamen)Studentuppsats (Examensarbete)

• 44. Enflo, Bengt
Theory of Nonlinear Acoustics in Fluids2002Bok (Övrigt vetenskapligt)

Boken beskriver på ett enhetligt sätt ickelinjär akustik i gaser och vätskor (fluider) med lika stor vikt på matematik som fysik.

• 45.
Blekinge Tekniska Högskola, Sektionen för ingenjörsvetenskap, Avdelningen för matematik och naturvetenskap.
Radiation processes in the Seyfert galaxy NGC 41512012Ingår i: Astronomy and Astrophysics, ISSN 0004-6361, E-ISSN 1432-0746, Vol. 547Artikel i tidskrift (Refereegranskat)

Aims. The main aim of this work was to investigate if the radiative process photoexcitation by accidental resonance (PAR) is producing Fe II lines in the UV region of NGC 4151. At the same time I searched for collisionally excited Fe II emission. While doing so, the broad line region (BLR), intermediate line region (ILR) and narrow line region (NLR) contributions to the Mg II resonance doublet were also investigated. Methods. The focus was on the 2000 to 3000 Å wavelength region, in which decay from both the collisionally and PAR excited Fe II levels would form emission lines. I examined three archived Space Telescope Imaging Spectrograph (STIS) spectra of NGC 4151. Theoretical spectra based on calculated ranges for possible fluxes of the collisionally excited lines and pumping rates through the Fe II channels were then fitted to the observed spectra Results. I show that the UV region is influenced by PAR and that the Fe II fluorescence lines are clearly needed to explain the spectrum between 2000 to 3000 Å. The best fit of the theoretical spectra to the STIS spectra was obtained by assuming a similar radiation power of Fe+ ions and Mg+ ions. Conclusions. The PAR is active in the BLR of NGC 4151 and the total power of the Fe II fluorescence is a significant fraction of the total emission in the 2000 to 3000 wavelength region. Therefore it is important to incorporate this in models of NGC 4151 and possibly also in models of other active galactic nuclei. There are also many collisionally excited Fe II lines that are blended by each other and are therefore not individually observable in the NGC 4151 spectra.

• 46. Eriksson, Per-Erik
Blekinge Tekniska Högskola, Sektionen för management.
Buyer-supplier integration in project-based industries2013Ingår i: The journal of business & industrial marketing, ISSN 0885-8624, E-ISSN 2052-1189, Vol. 28, nr 1, s. 29-40Artikel i tidskrift (Refereegranskat)

Purpose – The purpose of the study is to propose and test a buyer-supplier integration model, based on clients' collaborative purchasing practices, in a project-based industry. Design/methodology/approach – Hypotheses regarding the relationships among the three variables – i.e. incentive-based payment (IBP), partner selection (PS) based on multiple criteria, and joint action (JA) – are tested using structural equation modeling. Empirical data was collected through two survey rounds of 87 and 106 Swedish construction clients. Findings – The test of the proposed theoretical model receives strong empirical support, indicating that IBP should be coupled with PS based on multiple criteria in order to facilitate JA. Furthermore, it is seen that the occurrence of JA is higher in 2009 than in 2006 and that this is achieved through increased use of IBP. Research limitations/implications – The hypothesized and tested model provides a theoretical contribution, indicating how to facilitate buyer-supplier integration in project-based industries. In future studies it would be useful to adopt a multiple-informant approach, also including suppliers as respondents in order to capture their views on integration. Practical implications – An important managerial implication is that public clients need to improve their understanding of how to design bid proposals and evaluate bids based on multiple criteria instead of lowest price, without infringing public procurement acts. Originality/value – This paper offers unique contributions by addressing a gap in the relationship marketing literature and a lack of quantitative studies of buyer-supplier relationships in project-based industries.

• 47. Erman, David
BitTorrent Traffic Characteristics2006Konferensbidrag (Refereegranskat)

This paper reports on a measurement and modeling study of session and message characteristics of BitTorrent traffic. BitTorrent is a Peer-to-peer (P2P) replication and distribution system developed as an alternative to the classical client-server model to reduce the load on content servers and networks. Results are reported on measurement, modeling and analysis of application and link layer traces collected at the Blekinge Institute of Technology (BTH) and a local ISP in Sweden. Link layer traces and application logs were collected, modeled and analyzed using a dedicated measurement infrastructure developed at BTH to collect P2P traffic. New results are reported on important session and message characteristics of BitTorrent, i.e., session interarrivals, sizes and durations, request rates and response times. Our results show that session interarrivals can be accurately modeled by a second-order hyper-exponential distribution while session durations and sizes can be reasonably well modeled by various mixtures of the Log-normal and Weibull distributions. Response times have been observed to be modeled by a dual Log-normal mixture, while request rates are modeled as dual Gaussian distributions.

• 48.
Blekinge Tekniska Högskola, Sektionen för ingenjörsvetenskap.
Self-adjointness and conservation law of nonlinear dispersive wave equations modelling elasto-plastic flows2012Självständigt arbete på avancerad nivå (magisterexamen)Studentuppsats (Examensarbete)

Two nonlinear dispersive wave equations arising in elasto-plastic flow have been investigated for self-adjointness. For these equations their symmetries are calculated and conservation laws are constructed using two different methods: an old method based on Noether´s Theorem and a new one developed by Prof. Nail Ibragimov. The new method works for a larger number of equations than the old one. It is complementing the old one in the way that it gives some conservation laws that otherwise would have been impossible to obtain.

• 49.
Blekinge Tekniska Högskola, Institutionen för programvaruteknik och datavetenskap.
A machine learning approach in financial markets2003Självständigt arbete på avancerad nivå (magisterexamen)Studentuppsats (Examensarbete)

In this work we compare the prediction performance of three optimized technical indicators with a Support Vector Machine Neural Network. For the indicator part we picked the common used indicators: Relative Strength Index, Moving Average Convergence Divergence and Stochastic Oscillator. For the Support Vector Machine we used a radial-basis kernel function and regression mode. The techniques were applied on financial time series brought from the Swedish stock market. The comparison and the promising results should be of interest for both finance people using the techniques in practice, as well as software companies and similar considering to implement the techniques in their products.

• 50.
Blekinge Tekniska Högskola, Sektionen för ingenjörsvetenskap.
Change point detection in an Ornstein-Uhlenbeck process (a reflection of trading in financial markets)2010Självständigt arbete på avancerad nivå (masterexamen)Studentuppsats (Examensarbete)

The financial market has become an area of increasing research interest for mathematicians and statisticians in recent years. Mathematical models and methods are increasingly being applied to study various parameters of the market. One of the parameters that have attracted lots of interest is volatility'. It is the measure of variability of prices of instruments (e.g. stock, options etc.) traded in the market. It is used mainly to measure risk and to predict future prices of assets. In this paper, the volatility of financial price processes is studied using the Ornstein-Uhlenbeck process. The process is a mean reverting model which has good and well documented properties to serve as a model for financial price processes. At some random time point, a parameter change in the distribution of the price process occurs. In order to control the development of prices, it is important to detect this change as quickly as possible. The methods for detecting such changes are called stopping rules'. In this work, stopping rules will be derived and analysed. Using simulations and analytical methods, the properties of these stopping rules will be evaluated.

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