Spectral element method for parabolic interface problems

In this paper, an h∕p spectral element method with least-square formulation for parabolic interface problem will be presented. The regularity result of the parabolic interface problem is proven for non-homogeneous interface data. The differentiability estimates and the main stability estimate theorem, using non-conforming spectral element...

Advanced Estimation of Credit Valuation Adjustment

Valuation of mortgage offer options

Estimatino of the water-gas-ratios of gas wells offshore by a data-driven model

During gas production offshore, also water is produced. There are gas numbers available per well, but the water production is only known for several wells together. This thesis tries to model the water production per well based on the available data. This is done through a least-squares method. The report shows that it is very difficult to find...

Some aerospace applications of estimation theory

In this report, the application of estimation theory to three problems from aerospace research is described. The applications considered deal with spacecraft attitude estimation, software reliability modelling and estimation, and with a satellite-based navigation algorithm. Maximum likelihood estimation is used in the software reliability case...

A positioning system based on NAVSAT

A worldwide navigation system called NAVSAT is discussed. This positioning system is based on satellites which broadcast information which can be used by receivers of this Information to estimate their position. The motion of the users is modelled by splines. The estimation procedure is based on the extended Kalman filter approach.

Two-dimensional flight-path reconstruction by means of spline approximation

In this report, a method is developed to reconstruct the flight-path of an aircraft in symmetric, non-steady flight by representing this path by a set of splines. That set of splines is chosen, for which the flighttest data are best explained in some weighted least squares sense. This leads to a large, sparse, nonlinear, overdetermined system,...

On martingales and recursive optimal state estimation

This report constitutes the deposit of a study of literature on martingales and estimation theory. Some experimental work concerning the efficiency of an estimation algorithm based on martingales is also described. The investigation has been guided by the intent to investigate martingales in relation to the Kalman and Kalman-Bucy filters and to...

Digital filtering methods, with applications to spacecraft attitude determination in the presence of modelling errors. Part II: Extension of theory, and applications

The present issue is the second and final part of a report describing the results of a study about digital filtering. The first part is available as the report NLR TR 760U8 U. The report considers a number of digital filtering methods and gives examples of their application. The methods include batch processing methods and recursive methods....

Multiple attitude maneuvers for a spinning spacecraft disturbed by solar radiation

The attitude motion of interplanetary, spinning spacecraft under the influence of solar radiation and optimal thrusting, is investigated. A general model is formulated to describe the forces and torques exerted on the spacecraft due to solar radiation. The model is compared with model! available in the large body of literature on the subject. It...

Design and analysis of a hodograph method for the calculation of supercritical shock-free aerofoils

In this study, an algorithm for the computational design of supercritical shock-free aerofoils is developed and analyzed with hodograph theory. Such an algorithm may be based on the combination of two approaches for the construction of solutions of the flow equations for shock-free transonic flow. In the first approach, such solutions are...

Airfoil design by the method of singularities via parametric optimization of a geometrically constrained least squares object function

The present report describes a method for the design of airfoils in incompressible flow which, subject to geometrical constraints generate approximately a given distribution of the pressure coefficient along the projection of the airfoil chord on an axis parallel to the onset flow. The flow is simulated by means of a distribution of...