Sökning: "discretization error"

Visar resultat 1 - 5 av 58 avhandlingar innehållade orden discretization error.

1. 1. Asymptotic Analysis of Hedging Errors Induced by Discrete Time Hedging

   Författare :Mats Brodén; Matematisk statistik; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Discrete time hedging; discretization error; L2 convergence; Non-linear Kalman filters; Calibration;

   Sammanfattning : The first part of this thesis deals with approximations of stochastic integrals and discrete time hedging of derivative contracts; two closely related subjects. Paper A considers the problem of approximating the value of a Wiener process. LÄS MER

3. 2. On Error-Controlled Numerical Model Reduction for Linear Transient FE² Analysis

   Författare :Fredrik Ekre; Chalmers tekniska högskola; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; computational homogenization; error estimation; model reduction;

   Sammanfattning : Multiscale modeling is of high interest in the engineering community due to its ability to capture the overall response, while still accounting for processes and structures on underlying fine scales. One standard approach to multiscale modeling is the so-called FE² procedure, where the classic constitutive relation is replaced by a boundary value problem on a Representative Volume Element (RVE) comprising the underlying microscale features. LÄS MER

4. 3. Numerical Model Reduction and Error Control for Computational Homogenization of Transient Problems

   Författare :Fredrik Ekre; Chalmers tekniska högskola; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; model reduction; error estimation; computational homogenization;

   Sammanfattning : Multiscale modeling is a class of methods useful for numerical simulation of mechanics, in particular, when the microstructure of a material is of importance. The main advantage is the ability to capture the overall response, and, at the same time, account for processes and structures on the underlying fine scales. LÄS MER

5. 4. On the discretization in time and space of parabolic integro-differential equations

   Författare :Nai-Ying Zhang; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; initial-boundary value problem; parabolic; partial; integro-differential equation; regularity; nonsmooth initial data; finite element method; fully discrete; Galerkin approximation; stability; error estimate; quadrature; stability;

   Sammanfattning : .... LÄS MER

7. 5. Model Adaptivity in Elasticity

   Författare :David Heintz; Göteborgs universitet; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; finite element method; dimension reduction; a posteriori error; model error; model adaptivity; model error;

   Sammanfattning : We consider model adaptivity in elasticity for dimensionally reduced forms, and shall treat different conceptual approaches. The basic idea, however, is to adaptively refine, not only the computational mesh, but also the underlying mathematical formulation. LÄS MER