Search for dissertations about: "discretization error"
Showing result 1 - 5 of 57 swedish dissertations containing the words discretization error.
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1. Asymptotic Analysis of Hedging Errors Induced by Discrete Time Hedging
Abstract : 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. READ MORE
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2. On Error-Controlled Numerical Model Reduction for Linear Transient FE² Analysis
Abstract : 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. READ MORE
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3. Numerical Model Reduction and Error Control for Computational Homogenization of Transient Problems
Abstract : 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. READ MORE
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4. On the discretization in time and space of parabolic integro-differential equations
Abstract : .... READ MORE
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5. Model Adaptivity in Elasticity
Abstract : 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. READ MORE