Sökning: "a posteriori error estimation"

Visar resultat 16 - 20 av 36 avhandlingar innehållade orden a posteriori error estimation.

1. 16. 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

3. 17. 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

4. 18. 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. 19. 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. 20. 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