Sökning: "Convergence of numerical methods"

Visar resultat 1 - 5 av 145 avhandlingar innehållade orden Convergence of numerical methods.

1. 1. Numerical Complexity Analysis of Weak Approximation of Stochastic Differential Equations

   Författare :Raul Tempone Olariaga; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Adaptive methods; a posteriori error estimates; stochastic differential equations; weak approximation; Monte Carlo methods; Malliavin Calculus; HJM model; option price; bond market; stochastic elliptic equation; Karhunen-Loeve expansion; numerical co; Numerical analysis; Numerisk analys;

   Sammanfattning : The thesis consists of four papers on numerical complexityanalysis of weak approximation of ordinary and partialstochastic differential equations, including illustrativenumerical examples. Here by numerical complexity we mean thecomputational work needed by a numerical method to solve aproblem with a given accuracy. LÄS MER

3. 2. Numerical Methods for Wave Propagation : Analysis and Applications in Quantum Dynamics

   Författare :Emil Kieri; Sverker Holmgren; Vasile Gradinaru; Hans O. Karlsson; Tobias Jahnke; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; computational wave propagation; quantum dynamics; time-dependent Schrödinger equation; spectral methods; Gaussian beams; splitting methods; low-rank approximation; Scientific Computing; Beräkningsvetenskap;

   Sammanfattning : We study numerical methods for time-dependent partial differential equations describing wave propagation, primarily applied to problems in quantum dynamics governed by the time-dependent Schrödinger equation (TDSE). We consider both methods for spatial approximation and for time stepping. LÄS MER

4. 3. Accuracy and Convergence Studies of the Numerical Solution of Compressible Flow Problems

   Författare :Erik Sterner; Per Lötstedt; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; computational fluid dynamics; Navier-Stokes equations; convergence acceleration; preconditioning; semi-implicit; multiblock; multigrid; finite volume method; Numerical Analysis; Numerisk analys;

   Sammanfattning : The numerical solution of compressible flow problems governed by the Navier-Stokes equations is considered. A finite volume method is used for the discretization in space. Different techniques to accelerate the convergence to a steady state are suggested, and the accuracy of the spatial difference operator is analyzed. LÄS MER

5. 4. Conditional Subgradient Methods and Ergodic Convergence in Nonsmooth Optimization

   Författare :Ann-Brith Strömberg; Vladimir F. Dem'yanov; Linköpings universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; ergodic convergence; nonsmooth optimization; primal convergence; subgradient methods; conditional subgradient; Convex programming; Lagrangean relaxation;

   Sammanfattning : The topic of the thesis is subgradient optimization methods in convex, nonsmooth optimization. These methods are frequently used, especially in the context of Lagrangean relaxation of large scale mathematical programs where they are remarkably often able to quickly identify near-optimal Lagrangean dual solutions. LÄS MER

7. 5. Uncertainty Quantification and Numerical Methods for Conservation Laws

   Författare :Per Pettersson; Jan Nordström; Gianluca Iaccarino; Gunilla Kreiss; Rémi Abgrall; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; uncertainty quantification; polynomial chaos; stochastic Galerkin methods; conservation laws; hyperbolic problems; finite difference methods; finite volume methods; Beräkningsvetenskap med inriktning mot numerisk analys; Scientific Computing with specialization in Numerical Analysis;

   Sammanfattning : Conservation laws with uncertain initial and boundary conditions are approximated using a generalized polynomial chaos expansion approach where the solution is represented as a generalized Fourier series of stochastic basis functions, e.g. orthogonal polynomials or wavelets. LÄS MER