Search for dissertations about: "Galerkin approximation"

Showing result 1 - 5 of 20 swedish dissertations containing the words Galerkin approximation.

  1. 1. Numerical Complexity Analysis of Weak Approximation of Stochastic Differential Equations

    Author : Raul Tempone Olariaga; KTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Adaptive methods; a posteriori error estimates; stochastic differential equations; weak approximation; Monte Carlo methods; Malliavin Calculus; HJM model; option price; bond market; stochastic elliptic equation; Karhunen-Loeve expansion; numerical co; Numerical analysis; Numerisk analys;

    Abstract : The thesis consists of four papers on numerical complexityanalysis of weak approximation of ordinary and partialstochastic differential equations, including illustrativenumerical examples. Here by numerical complexity we mean thecomputational work needed by a numerical method to solve aproblem with a given accuracy. READ MORE

  2. 2. Mathematical analysis and approximation of a multiscale elliptic-parabolic system

    Author : Omar Richardson; Adrian Muntean; Alfred Schmidt; Karlstads universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Two-scale modelling; two-scale Galerkin approximation; inverse Robin estimates; elliptic-parabolic system; a priori analysis; a posteriori error estimators; Matematik; Mathematics;

    Abstract : We study a two-scale coupled system consisting of a macroscopic elliptic equation and a microscopic parabolic equation. This system models the interplay between a gas and liquid close to equilibrium within a porous medium with distributed microstructures. We use formal homogenization arguments to derive the target system. READ MORE

  3. 3. Automated Computational Modeling

    Author : Johan Jansson; Chalmers tekniska högskola; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; multi-adaptivity; Galerkin; ODE; PDE; plasticity; elasticity; FEM; automated;

    Abstract : This thesis is part of the FEniCS project of Automation of Computational Mathematical Modeling (ACMM) as the modern manifestation of the basic principle of science:formulating mathematical equations (modeling) and solving equations (computation). The vision of FEniCS is to set a new standard towards the goals of generality, efficiency, and simplicity, concerning mathematical methodology, implementation, and application. READ MORE

  4. 4. Parabolic equations with low regularity

    Author : Magnus Fontes; Matematik LTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Matematik; Mathematics; Galerkin approximation.; low regularity; variational method; Hilbert transformation; fractional calculus; parabolic equations; quasilinear;

    Abstract : In this work we study a variational method for treating parabolic equations that yields new results for non-linear equations with low regularity on source and boundary data. We treat mainly strongly parabolic quasilinear equations and systems in divergence form. READ MORE

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

    Author : Nai-Ying Zhang; Göteborgs universitet; []
    Keywords : 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;

    Abstract : .... READ MORE