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Rutten, Jurriaan (author)This thesis presents a novel approach to the pricing of green bonds, a growing segment in financial markets with an emphasis on environmental sustainability. Unlike traditional financial instruments, green bonds uniquely incorporate environmental considerations, particularly carbon price (c_t), along with traditional factors like the short rate ...master thesis 2024
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Dwarka, V.N.S.R. (author), Tielen, R.P.W.M. (author), Möller, M. (author), Vuik, Cornelis (author)Finding fast yet accurate numerical solutions to the Helmholtz equation remains a challenging task. The pollution error (i.e. the discrepancy between the numerical and analytical wave number k) requires the mesh resolution to be kept fine enough to obtain accurate solutions. A recent study showed that the use of Isogeometric Analysis (IgA)...journal article 2021
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Baumann, M.M. (author), van Gijzen, M.B. (author)We consider wave propagation problems that are modeled in the frequency-domain, and that need to be solved simultaneously for multiple frequencies within a fixed range. For this, a single shift-and-invert preconditioner at a so-called seed frequency is applied. The choice of the seed is crucial for the performance of preconditioned multi...journal article 2019
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Baumann, M.M. (author), van Gijzen, M.B. (author)In this paper we present a comparison study of three different frameworks of iterative Krylov methods that we have recently developed for the simultaneous numerical solution of frequency-domain wave propagation problems when multiple wave frequencies are present. The three approaches have in common that they require the application of a...journal article 2018
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Aissa, M.H. (author), Verstraete, Tom (author), Vuik, Cornelis (author)A computational Fluid Dynamics (CFD) code for steady simulations solves a set of non-linear partial differential equations using an iterative time stepping process, which could follow an explicit or an implicit scheme. On the CPU, the difference between both time stepping methods with respect to stability and performance has been well covered in...journal article 2017
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Baumann, M.M. (author), van Gijzen, M.B. (author)In this paper we present a comparison study for three different iterative Krylov methods that we have recently developed for the simultaneous numerical solution of wave propagation problems at multiple frequencies. The three approaches have in common that they require the application of a single shift-and-invert preconditioner at a suitable seed...conference paper 2017
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Van der Linden, J.H. (author)Extreme and isolated eigenvalues are known to be harmful to the convergence of the iterative solver. These eigenvalues are produced by strong heterogeneity in the underlying physics. We can improve the quality of the spectrum by ‘deflating’ the harmful eigenvalues. In this thesis, deflation is applied to linear systems in reservoir simulation....master thesis 2013
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Balidemaj, E. (author)In this thesis we present a Krylov subspace technique and use residual minimization to efficiently solve parametric electromagnetic inversion problems. We exploit the shift-invariance property of Krylov subspaces to compute total fields inside a homogeneous object for a whole range of contrast values. As soon as these fields are found, we can...master thesis 2010
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Stridh, M.L.O. (author), Eriksson, L.E. (author)The linear harmonic approach has been applied for solving problems involving for example blade vibrations or unsteady blade row interaction effects in multistage axial compressors and turbines. The flow is decomposed into a time averaged flow and an unsteady flow perturbation which are governed by the Reynolds Averaged Navier Stokes (RANS) and...conference paper 2006
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Georgoulis, E.H. (author), Loghin, D. (author)Standard (conforming) finite element approximations of convection-dominated convection-diffusion problems often exhibit poor stability properties that manifest themselves as non-physical oscillations polluting the numerical solution. Various techniques have been proposed for the stabilisation of finite element methods (FEMs) for convection...conference paper 2006
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Van Gijzen, M.B. (author), Erlangga, Y.A. (author)By combining element-by-element estimates for the field of values of a preconditioned matrix with GMRES-convergence estimates it is possible to derive an easily computable upper bound on the GMRES-residual norm. This method can be applied to general finite element systems, but the preconditioner has to be Hermitian and positive definite. The...conference paper 2006
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Michler, C. (author), Van Brummelen, E.H. (author), In 't Groen, R. (author), De Borst, R. (author)The numerical solution of fluid-structure interactions with the customary subiteration method incurs numerous deficiencies. We validate a recently proposed solution method based on the conjugation of subiteration with a Newton-Krylov method, and demonstrate its superiority and beneficial characteristics.conference paper 2006
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Michler, C. (author), Van Brummelen, E.H. (author), In 't Groen, R. (author), De Borst, R. (author)The numerical solution of fluid-structure interactions with the customary subiteration method incurs numerous deficiencies. We validate a recently proposed solution method based on the conjugation of subiteration with a Newton-Krylov method, and demonstrate its superiority and beneficial characteristics.conference paper 2006
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Van Gijzen, M.B. (author), Erlangga, Y.A. (author)By combining element-by-element estimates for the field of values of a preconditioned matrix with GMRES-convergence estimates it is possible to derive an easily computable upper bound on the GMRES-residual norm. This method can be applied to general finite element systems, but the preconditioner has to be Hermitian and positive definite. The...conference paper 2006
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van Gijzen, M.B. (author), Erlangga, Y.A. (author), Vuik, C. (author)Shifted Laplace preconditioners have attracted considerable attention as a technique to speed up convergence of iterative solution methods for the Helmholtz equation. In this paper we present a comprehensive spectral analysis of the Helmholtz operator preconditioned with a shifted Laplacian. Our analysis is valid under general conditions. The...report 2006
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Michler, C. (author)Numerical solution methods for fluid-structure interaction are of great importance in many engineering disciplines. The computation of fluid-structure interactions is challenging on account of their free-boundary and multi-physics character. The different length and time scale discretization requirements of the fluid and structure subsystems...doctoral thesis 2005
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Van Brummelen, E.H. (author), Michler, C. (author), De Borst, R. (author)Subiteration forms the basic iterative method for solving the aggregated equations in fluid-structure-interaction problems, in which the fluid and structure equations are solved alternately subject to complementary partitions of the interface conditions. However, this subiteration process can be defective or inadequate, as it is endowed with...report 2005
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- Erlangga, Y.A. (author), Vuik, C. (author), Oosterlee, C.W. (author) report 2003
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- Wesseling, P. (author), Zijlema, M. (author), Segal, A. (author), Kassels, C.G.M. (author) journal article 1997
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- Zijlema, M. (author), Segal, A. (author), Wesseling, P. (author) journal article 1995