Browsing Magister Scientiae - MSc (Mathematics and Applied Mathematics) by Author "Patidar, Kailash C."
Now showing items 1-14 of 14
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Analysis and implementation of a positivity preserving numerical method for an HIV model
Wyngaardt, Jo-Anne (2007)This thesis deals with analysis and implementation of a positivity preserving numerical method for a vaccination model for the transmission dynamics of two HIVsubtypesnin a given community. The continuous model is analyzed ... -
Analysis and Implementation of a Positivity Preserving Numerical Method for an HIV model
Wyngaardt, Jo-Anne (University of the Western Cape, 2007)This thesis deals with analysis and implementation of a positivity preserving numerical method for a vaccination model for the transmission dynamics of two HIV subtypes in a given community. The continuous model is analyzed ... -
Analysis and simulation of nonlinear option pricing problems
Tawe, Tarla Divine (University of Western Cape, 2021)We present the Black-Scholes Merton partial differential equation (BSMPDE) and its analytical solution. We present the Black-Scholes option pricing model and list some limitations of this model. We also present a nonlinear ... -
Construction and analysis of efficient numerical methods to solve mathematical models of TB and HIV co-infection
Ahmed, Hasim Abdalla Obaid (University of the Western Cape, 2011)The global impact of the converging dual epidemics of tuberculosis (TB) and human immunodeficiency virus (HIV) is one of the major public health challenges of our time, because in many countries, human immunodeficiency ... -
Design, analysis and simulation of a robust numerical method to solve Zika virus models
Fundzama, Bafana Mthobisi (University of the Western Cape, 2019)This thesis deals with the analysis and robust simulation of mathematical models describing Zika virus disease. Some background information about the occurrences of this disease and most recent literature indicating some ... -
Efficient Monte Carlo methods for pricing of electricity derivatives
Nobaza, Linda (University of the Western Cape, 2012)We discuss efficient Monte Carlo methods for pricing of electricity derivatives. Electricity derivatives are risk management tools used in deregulated electricity markets. In the past,research in electricity derivatives ... -
Methods of optimizing investment portfolios
Seepi, Thoriso P.J. (2013)In this thesis, we discuss methods for optimising the expected rate of return of a portfolio with minimal risk. As part of the work we look at the Modern Portfolio Theory which tries to maximise the portfolio's expected ... -
Multilevel Monte Carlo simulation in options pricing
Kazeem, Funmilayo Eniola (University of the Western Cape, 2014)In Monte Carlo path simulations, which are used extensively in computational -finance, one is interested in the expected value of a quantity which is a functional of the solution to a stochastic differential equation [M.B. ... -
Numerical techniques for optimal investment consumption models
Mvondo, Bernardin Gael (University of the Western Cape, 2014)The problem of optimal investment has been extensively studied by numerous researchers in order to generalize the original framework. Those generalizations have been made in different directions and using different techniques. ... -
Numerical Treatment of Non-Linear singular pertubation problems
Shikongo, Albert (University of the Western Cape, 2007)This thesis deals with the design and implementation of some novel numerical methods for non-linear singular pertubations problems (NSPPs). It provide a survey of asymptotic and numerical methods for some NSPPs in the past ... -
Numerical treatment of non-linear singular perturbation problems
Shikongo, Albert (University of the Western Cape, 2007)This thesis deals with the design and implementation of some novel numerical methods for nonlinear singular perturbations problems (NSPPs). We provide a survey of asymptotic and numerical methods for some NSPPs in past ... -
On the design and implementation of a hybrid numerical method for singularly perturbed two-point boundary value problems
Nyamayaro, Takura T. A. (University of the Western Cape, 2014)With the development of technology seen in the last few decades, numerous solvers have been developed to provide adequate solutions to the problems that model different aspects of science and engineering. Quite often, these ... -
Pricing American style employee stock options having GARCH effects
Arotiba, Gbenga Joseph (University of the Western Cape, 2010)We investigate some simulation-based approaches for the valuing of the employee stock options. The mathematical models that deal with valuation of such options include the work of Jennergren and Naeslund [L.P Jennergren ... -
Robust computational methods for two-parameter singular perturbation problems
Elago, David (University of the Western Cape, 2010)This thesis is concerned with singularly perturbed two-parameter problems. We study a tted nite difference method as applied on two different meshes namely a piecewise mesh (of Shishkin type) and a graded mesh (of Bakhvalov ...