Search for dissertations about: "galerkin"
Showing result 1 - 5 of 78 swedish dissertations containing the word galerkin.
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1. On discontinuous Galerkin multiscale methods
Abstract : In this thesis a new multiscale method, the discontinuous Galerkin multiscale method, is proposed. The method uses localized fine scale computations to correct a global coarse scale equation and thereby takes the fine scale features into account. READ MORE
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2. Multiscale Methods and Uncertainty Quantification
Abstract : In this thesis we consider two great challenges in computer simulations of partial differential equations: multiscale data, varying over multiple scales in space and time, and data uncertainty, due to lack of or inexact measurements.We develop a multiscale method based on a coarse scale correction, using localized fine scale computations. READ MORE
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3. Automated Computational Modeling
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
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4. Valuing Path-Dependent Options using the Finite Element Method, Duality Techniques, and Model Reduction
Abstract : 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. READ MORE
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5. Adaptive variational multiscale methods
Abstract : In this thesis we present a new adaptive multiscale method for solving elliptic partial differential equations. The method is based on numerical solution of decoupled local fine scale problems on patches. READ MORE