Sökning: "a posteriori error estimates"

Visar resultat 21 - 25 av 35 avhandlingar innehållade orden a posteriori error estimates.

1. 21. Adaptive finite element methods for multiphysics problems

   Författare :Fredrik Bengzon; Mats Larson; Harald van Brummelen; Umeå universitet; []
   Nyckelord :finite element methods; multiphysics; a posteriori error estimation; duality; adaptivity; discontinuous Galerkin; fractional step methods;

   Sammanfattning : In this thesis we develop and analyze the performance ofadaptive finite element methods for multiphysics problems. Inparticular, we propose a methodology for deriving computable errorestimates when solving unidirectionally coupled multiphysics problemsusing segregated finite element solvers. LÄS MER

3. 22. On the Finite Element Method for the Time-Dependent Ginzburg-Landau Equations

   Författare :Johan Ivarsson; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; discontinuous Galerkin method; a posteriori error estimate; adaptive finite element method; duality; residual; Ginzburg-Landau equations; superconductivity; residual;

   Sammanfattning : This thesis is primarily concerned with various issues regarding finite element approximation of the time-dependent Ginzburg-Landau equations. The time-dependent Ginzburg-Landau equations is a macroscopic, phenomenological model of superconductivity, consisting of a system of nonlinear, parabolic partial differential equations. LÄS MER

4. 23. Finite element methods for multiscale/multiphysics problems

   Författare :Robert Söderlund; Mats Larson; Victor Ginting; Umeå universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; finite element methods; variational multiscale methods; Galerkin; convergence analysis; multiphysics; a posteriori error estimation; duality; adaptivity; Mathematical statistics; Matematisk statistik; Mathematical Statistics; matematisk statistik;

   Sammanfattning : In this thesis we focus on multiscale and multiphysics problems. We derive a posteriori error estimates for a one way coupled multiphysics problem, using the dual weighted residual method. LÄS MER

5. 24. Computational Modeling of Complex Flows

   Författare :Johan Hoffman; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; computational fluid dynamics; adaptive finite element method; a posteriori error estimate; subgrid modeling; transition to turbulence; multiresolution analysis; object-oriented software; computational fluid dynamics;

   Sammanfattning : In this thesis we consider the following aspects of computational modeling of complex flows: (i) subgrid modeling, (ii) stability, (iii) a posteriori error estimation, and (iv) computational platform. We develop a framework for adaptivity and error control for multiscale problems, in particular for turbulent flow, based on a posteriori error estimates. LÄS MER

7. 25. 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