Sökning: "PDE"

Visar resultat 31 - 35 av 123 avhandlingar innehållade ordet PDE.

1. 31. Towards an adaptive solver for high-dimensional PDE problems on clusters of multicore processors

   Författare :Magnus Gustafsson; Sverker Holmgren; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Scientific Computing; Beräkningsvetenskap;

   Sammanfattning : Accurate numerical simulation of time-dependent phenomena in many spatial dimensions is a challenging computational task apparent in a vast range of application areas, for instance quantum dynamics, financial mathematics, systems biology and plasma physics. Particularly problematic is that the number of unknowns in the governing equations (the number of grid points) grows exponentially with the number of spatial dimensions introduced, often referred to as the curse of dimensionality. LÄS MER

3. 32. Pricing of Some Path-Dependent Options on Equities and Commodities

   Författare :Mats Kjaer; Göteborgs universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Cliquet options with global floor; Commodity swing options; Storage valuation; Correlation matrix modelling; Bachelier-Samuelson model; Jump-diffusion models; Futures curve models; Parabolic PDE PIDEs; Numerical integration; Finite difference methods.;

   Sammanfattning : This thesis brings together three papers about the pricing of European and Bermudan path-dependent options, and one paper about the stochastic modelling of a futures price curve. Paper one proposes a fast numerical method to compute the price of so called cliquet options with global floor, when the underlying asset follows the Bachelier-Samuelson model. LÄS MER

4. 33. Preconditioning for block matrices with square blocks

   Författare :Ivo Dravins; Maya Neytcheva; Svetozar Margenov; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; preconditioning; block preconditioning; PDE-constrained optimization; Implicit Runge-Kutta methods; Beräkningsvetenskap med inriktning mot numerisk analys; Scientific Computing with specialization in Numerical Analysis;

   Sammanfattning : Linear systems of equations appear in one way or another in almost every scientific and engineering problem. They are so ubiquitous that, in addition to solving linear problems, also non-linear problems are typically reduced to a sequence of linear ones. LÄS MER

5. 34. Contributions to Simulation of Modelica Models on Data-Parallel Multi-Core Architectures

   Författare :Kristian Stavåker; Peter Fritzson; Erwin Laure; Linköpings universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

   Sammanfattning : Modelica is an object-oriented, equation-based modeling and simulation language being developed through an international effort by the Modelica Association. With Modelica it is possible to build computationally demanding models; however, simulating such models might take a considerable amount of time. LÄS MER

7. 35. PDEModelica - Towards a High-Level Language for Modeling with Partial Differential Equations

   Författare :Levon Saldamli; Linköpings universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Object oriented programming; mathematics models; partial differential equations PDEs ; relational meta-language RML ; Computer science; Datavetenskap;

   Sammanfattning : This thesis describes initial language extensions to the Modelica language to define a more general language called PDEModelica, with built-in support for modeling with partial differential equations (PDEs). Modelica® is a standardized modeling language for objectoriented, equation-based modeling. LÄS MER