Sökning: "Time adaptivity"

Visar resultat 11 - 15 av 52 avhandlingar innehållade orden Time adaptivity.

  1. 11. 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

  3. 12. The Full Multigrid Method Applied to Turbulent Flow in Ventilated Enclosures Using Structured and Unstructured Grids

    Författare :Peter Emvin; Chalmers tekniska högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; adaptivity; finite volume; local mesh refinement; finite element; k-omega large Eddy simulation; ventilated enclosure; k-epsilon; multigrid;

    Sammanfattning : Computational fluid dynamics require large computer resources and it is thus of paramount interest to have as efficient an algorithm as possible. This means that both an accurate discretization and a fast solver are required. In this work, we have used the full multigrid concept, which is a general and optimal solver. LÄS MER

  4. 13. Dynamic Adaptations of Synchronization Granularity in Concurrent Data Structures

    Författare :Kjell Winblad; Konstantinos Sagonas; Erez Petrank; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; concurrent data structures; contention adapting; range queries; lock-freedom; adaptivity; linearizability; ordered sets; maps; key-value stores; concurrent priority queues; relaxed concurrent data structures; locks; delegation locking; Computer Science; Datavetenskap;

    Sammanfattning : The multicore revolution means that programmers have many cores at their disposal in everything from phones to large server systems. Concurrent data structures are needed to make good use of all the cores. Designing a concurrent data structure that performs well across many different scenarios is a difficult task. LÄS MER

  5. 14. Adaptive Algorithms and High Order Stabilization for Finite Element Computation of Turbulent Compressible Flow

    Författare :Murtazo Nazarov; Johan Hoffman; Timothy J. Barth; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Compressible flow; adaptivity; finite element method; a posteriori error estimates; Implicit LES; Applied mathematics; Tillämpad matematik; Numerical analysis; Numerisk analys;

    Sammanfattning : This work develops finite element methods with high order stabilization, and robust and efficient adaptive algorithms for Large Eddy Simulation of turbulent compressible flows. The equations are approximated by continuous piecewise linear functions in space, and the time discretization is done in implicit/explicit fashion: the second order Crank-Nicholson method and third/fourth order explicit Runge-Kutta methods. LÄS MER

  7. 15. Computational Solid Wave Propagation Numerical Techniques and Industrial Applications

    Författare :Torbjörn Ekevid; Chalmers tekniska högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; wave propagation; multigrid; adaptivity; parallel; FEM; iterative; SBFEM;

    Sammanfattning : For wave propagation and many other physical phenomena, the dynamic effects are vital. In industrial applications, such problems are very complex and generally have to be treated by means of numerical methods. LÄS MER