Sökning: "Galerkin method"

Visar resultat 1 - 5 av 70 avhandlingar innehållade orden Galerkin method.

  1. 1. Multigrid Preconditioners for the Discontinuous Galerkin Spectral Element Method : Construction and Analysis

    Författare :Lea Miko Versbach; Numerisk analys; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Discontinuous Galerkin Method; Finite Volume Method; Implicit Schemes; Local Fourier Analysis; Multigrid Method; Preconditioner; Space-Time Discretization; Spectral Element Method;

    Sammanfattning : Discontinuous Galerkin (DG) methods offer a great potential for simulations of turbulent and wall bounded flows with complex geometries since these high-order schemes offer a great potential in handling eddies. Recently, space-time DG methods have become more popular. LÄS MER

  3. 2. Efficient Solvers for Space-Time Discontinuous Galerkin Spectral Element Methods

    Författare :Lea Miko Versbach; Numerisk analys; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Discontinuous Galerkin Method; Spectral Element Method; Finite Volume Method; Implicit Schemes; Preconditioner; Multigrid Method; Space-Time; Lobatto IIIC Method; Local Fourier Analysis;

    Sammanfattning : In this thesis we study efficient solvers for space-time discontinuous Galerkin spectral element methods (DG-SEM). These discretizations result in fully implicit schemes of variable order in both spatial and temporal directions. LÄS MER

  4. 3. On adaptive finite element methods based on a posteriori estimates

    Författare :Axel Målqvist; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; finite element method; Galerkin; duality; a posteriori error estimation; adaptivity; Poisson equation; boundary penalty method; Helmholtz equation; pollution; variational multiscale method; adaptivity;

    Sammanfattning : .... LÄS MER

  5. 4. Valuing Path-Dependent Options using the Finite Element Method, Duality Techniques, and Model Reduction

    Författare :Georgios Foufas; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; finite element method; Galerkin; duality; a posteriori error estimation; adaptivity; option pricing; Greeks; Brownian motion; European option; barrier option; lookback option; Asian option; average option; POD; model reduction; balanced truncation; lookback option;

    Sammanfattning : In this thesis we develop an adaptive finite element method for pricing of several path-dependent options including barrier options, lookback options, and Asian options. The options are priced using the Black-Scholes PDE-model, and the resulting PDE:s are of parabolic type in one spatial dimension with different boundary conditions and jump conditions at monitoring dates. LÄS MER

  7. 5. Adaptive variational multiscale methods

    Författare :Axel Målqvist; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; finite element method; Galerkin; duality; a posteriori error estimation; adaptivity; variational multiscale method; mixed formulation; multi-physics; oil reservoir simulation; finite element method;

    Sammanfattning : In this thesis we present a new adaptive multiscale method for solving elliptic partial differential equations. The method is based on numerical solution of decoupled local fine scale problems on patches. LÄS MER