Search for dissertations about: "posteriori error estimates"

Showing result 16 - 20 of 35 swedish dissertations containing the words posteriori error estimates.

2. 16. Weak approximation of ItÔ stochastic differential equations and related adaptive algorithms

   Author : Raúl Tempone Olariaga; KTH; []
   Keywords : Adaptive methods; A posteriori error estimates; Stochastic differential equations; Monte Carlo methods; HJM model; Option price; Bond market; TECHNOLOGY; TEKNIKVETENSKAP;

   Abstract : .... READ MORE

4. 17. Adaptive variational multiscale methods

   Author : Axel Målqvist; Göteborgs universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; finite element method; Galerkin; duality; a posteriori error estimation; adaptivity; variational multiscale method; mixed formulation; multi-physics; oil reservoir simulation; finite element method;

   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

5. 18. On the Finite Element Method for the Time-Dependent Ginzburg-Landau Equations

   Author : Johan Ivarsson; Göteborgs universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; discontinuous Galerkin method; a posteriori error estimate; adaptive finite element method; duality; residual; Ginzburg-Landau equations; superconductivity; residual;

   Abstract : This thesis is primarily concerned with various issues regarding finite element approximation of the time-dependent Ginzburg-Landau equations. The time-dependent Ginzburg-Landau equations is a macroscopic, phenomenological model of superconductivity, consisting of a system of nonlinear, parabolic partial differential equations. READ MORE

6. 19. Adaptive finite element methods for multiphysics problems

   Author : Fredrik Bengzon; Mats Larson; Harald van Brummelen; Umeå universitet; []
   Keywords : finite element methods; multiphysics; a posteriori error estimation; duality; adaptivity; discontinuous Galerkin; fractional step methods;

   Abstract : 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. READ MORE

7. 20. Valuing Path-Dependent Options using the Finite Element Method, Duality Techniques, and Model Reduction

   Author : Georgios Foufas; Göteborgs universitet; []
   Keywords : 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;

   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