Sökning: "a posteriori error analysis"

Visar resultat 31 - 35 av 43 avhandlingar innehållade orden a posteriori error analysis.

1. 31. 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. 32. Adaptive Finite Element Methods for Optimal Control Problems

   Författare :Karin Kraft; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; finite element method; discontinuous Galerkin method; optimal control; a posteriori error estimate; dual weighted residual; adaptive; multilevel algorithm; Newton method; control constraint; variational inequality; vehicle dynamics.;

   Sammanfattning : In this thesis we study the numerical solution of optimal control problems. The problems considered consist of a system of differential equations, the state equations, which are governed by a control variable. The goal is to determine the states and controls which minimize a given cost functional. LÄS MER

4. 33. Duality-based adaptive finite element methods with application to time-dependent problems

   Författare :August Johansson; Mats G. Larson; Paul Houston; Umeå universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; finite element methods; dual-weighted residual method; multiphysics; a posteriori error estimation; adaptive algorithms; discontinuous Galerkin; MATHEMATICS; MATEMATIK; Mathematics; matematik;

   Sammanfattning : To simulate real world problems modeled by differential equations, it is often not sufficient to  consider and tackle a single equation. Rather, complex phenomena are modeled by several partial dierential equations that are coupled to each other. LÄS MER

5. 34. Channel Estimation and Self-Interference Suppression for MIMO Relaying Systems

   Författare :Panagiota Lioliou; Chalmers tekniska högskola; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; estimation; expectation-maximization EM ; half-duplex; Bayesian; multiple-input multiple-output MIMO ; Cramer-Rao Bound CRB ; full-duplex; relays; performance analysis; Kalman filter KF ; self-interference.; Amplify-and-forward AF ; least squares LS ;

   Sammanfattning : Recently, the introduction of relaying nodes in wireless channels has been identified as a promising technique for providing broader coverage, higher transmission rates, and increased reliability. Moreover, when the concept of relaying systems is combined with that of multiple-input multiple-output (MIMO) technology, thesystem performance can be further improved by exploiting the spatial dimension. LÄS MER

7. 35. Synchronization in Turbo Coded Systems

   Författare :Bartosz Mielczarek; Chalmers tekniska högskola; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; timing offset; Turbo codes; synchronization; maximum a-posteriori estimation; phase offset; BCJR algorithm.; maximum likelihood estimation;

   Sammanfattning : Turbo codes and their unusual properties have attracted significant attentionof the information theory community. There already exist many articlesand papers devoted to the theory of these codes. This thesis, however,focuses on practical implementation issues of turbo codes, with synchronizationproblems as the main topic. LÄS MER