Searched for: subject%3A%22collocation%22
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Heinen, Jan T. (author), Brockie, S.G. (author), ten Broek, Raymund (author), van der Kruk, E. (author), Moore, J.K. (author)
The ollie is the base aerial human–board maneuver, foundational to most modern skateboarding tricks. We formulate and solve an optimal control problem of a two-dimensional simplified human model and a rigid body skateboard with the objective of maximizing the height of the ollie. Our solution simultaneously discovers realistic human-applied...
journal article 2024
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Zeng, Sijun (author)
Site characterization is indispensable in the design phase of geotechnical engineering projects. As a key factor in site characterization, the characterization of soil undrained shear strength (S<sub>u</sub>) is always in the spotlight. Various methods, including laboratory and in-situ tests, have been developed to measure S<sub>u</sub>....
master thesis 2023
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Heinen, Jan (author)
Skateboarding involves a human controlling a four wheeled vehicle that is steered by tilting the standing surface. The riding mechanics of skateboarding have been well reported [2, 3]. The sport also includes aerial maneuvers such as jumping of stairs, flying off ramps and flipping and rotating the skateboard. The most basic aerial trick is...
master thesis 2022
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Swannet, Kilian (author)
Interest grows rapidly in electric and hybrid electric aircraft. To determine the optimal performance and energy management required with such novel powertrain configurations, a knowledge-based aircraft and powertrain performance model is developed. The model is then used to set up an optimal control problem, which is transcribed to a non-linear...
master thesis 2022
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Liu, S. (author), Grzelak, L.A. (author), Oosterlee, C.W. (author)
We propose an accurate data-driven numerical scheme to solve stochastic differential equations (SDEs), by taking large time steps. The SDE discretization is built up by means of the polynomial chaos expansion method, on the basis of accurately determined stochastic collocation (SC) points. By employing an artificial neural network to learn these...
journal article 2022
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Sun, Junzi (author)
Trajectory optimization has been an active area of research for air transport studies for several decades. But almost all flight optimizers proposed in the literature remain close-sourced, which presents a major disadvantage for the advancement of scientific research. This optimization depends on aircraft performance models, emission models, and...
journal article 2022
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Novikov, A. (author), Voskov, D.V. (author), Khait, M. (author), Hajibeygi, H. (author), Jansen, J.D. (author)
We present a scalable collocated Finite Volume Method (FVM) to simulate induced seismicity as a result of pore pressure changes. A discrete system is obtained based on a fully-implicit fully-coupled description of flow, elastic deformation, and contact mechanics at fault surfaces on a flexible unstructured mesh. The cell-centered collocated...
journal article 2022
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Klees, R. (author), Seitz, K. (author), Slobbe, D.C. (author)
In this paper, we derive improved expressions for the harmonic correction to gravity and, for the first time, expressions for the harmonic correction to potential and height anomaly. They need to be applied at stations buried inside the masses to transform internal values into harmonically downward continued values, which are then input to...
journal article 2022
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Bakx, Niels (author)
This paper investigates the use of solar-sail technology to increase the warning time for Coronal Mass Ejections (CMEs) heading towards Earth. In addition, this research will build upon the current understanding of using solar-sail dynamics with regards to CME detection by providing insights into the problem characteristics. The warning time is...
master thesis 2021
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Bakx, N.K.M. (author), Heiligers, M.J. (author)
Coronal Mass Ejections (CMEs), commonly referred to as solar storms, that are on an Earth-intersecting trajectory, may lead to the breakdown of power grid transformers, the malfunctioning of Earth-orbiting spacecraft, and disruptions in navigation and communication systems, among many other effects. The financial impact of a solar storm is...
conference paper 2021
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Boers, Lars (author)
Pathologiessuch as stroke or cerebral palsy are often characterized by excessivemediolateral bending of the trunk. However, it is unclear how mediolateral trunk-sway affects mechanicalwork of more distal joints during gait. We therefore pose the researchquestion: <b>How does increased mediolateraltrunk-sway affect the total...
master thesis 2020
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de Boer, Roderick (author)
This paper presents time-optimal transfer trajectories between planar solar-sail displaced libration point orbits around the $L_1$ and $L_2$ points of the Sun-Earth and Earth-Moon systems. Initial guesses for these transfers are generated as two-segment trajectories, with a fixed sail attitude along each segment. The position and velocity...
master thesis 2020
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Le Floch, F.L.Y. (author)
This thesis studies advanced and accurate discretization schemes for relevant partial differential equations (PDEs) in finance. We start with techniques which may be particularly useful for the pricing of so-called vanilla financial options, European or American, and then move on to more complex models for the pricing of exotic options.<br/>
doctoral thesis 2020
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van der Stoep, A.W. (author), Grzelak, L.A. (author), Oosterlee, C.W. (author)
We discuss a competitive alternative to stochastic local volatility models, namely the Collocating Volatility (CV) framework, introduced in [L. A. Grzelak (2019) The CLV framework-A fresh look at efficient pricing with smile, International Journal of Computer Mathematics 96 (11), 2209-2228]. The CV framework consists of two elements, a ...
journal article 2020
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Girrbach, Fabian (author), Kok, M. (author), Zandbergen, Raymond (author), Hageman, Tijmen (author), Diehl, Moritz (author)
Robust and accurate pose estimation of moving systems is a challenging task that is often tackled by combining information from different sensor subsystems in a multi-sensor fusion setup. To obtain robust and accurate estimates, it is crucial to respect the exact time of each measurement. Data fusion is additionally challenged when the...
conference paper 2020
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Le Floch, F.L.Y. (author), Oosterlee, C.W. (author)
This paper explains how to calibrate a stochastic collocation polynomial against market option prices directly. The method is first applied to the interpolation of short-maturity equity option prices in a fully arbitrage-free manner and then to the joint calibration of the constant maturity swap convexity adjustments with the interest rate...
journal article 2019
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Le Floch, F.L.Y. (author), Oosterlee, C.W. (author)
This paper explores the stochastic collocation technique, applied on a monotonic spline, as an arbitrage-free and model-free interpolation of implied volatilities. We explore various spline formulations, including B-spline representations. We explain how to calibrate the different representations against market option prices, detail how to...
journal article 2019
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Ungureanu, Oana Mihaela (author), Vlădeanu, Călin (author), Kooij, Robert (author)
This paper presents a novel approach for scheduling the workloads in a Kubernetes cluster, which are sometimes unequally distributed across the environment or deal with fluctuations in terms of resources utilization. Our proposal looks at a hybrid shared-state scheduling framework model that delegates most of the tasks to the distributed...
conference paper 2019
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van den Oever, Tom (author)
This thesis presents the design of solar-sail transfer trajectories to a constellation of two spacecraft in displaced vertical Lyapunov orbits at the L2 point of the Earth-Moon system. The constellation provides continuous coverage of the Aitken basin and the lunar South Pole. Initial guesses for the transfers are generated using reverse time...
master thesis 2018
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Dekkers, Jochem (author)
A series of laboratory experiments were designed for a schematized 1/20 fringing reef. Both regular and bichromatic wave experiments were carried out. The focus lies on the regular waves experiments. Six regular wave experiments were carried out. During the first two experiemnts, cnoidal waves were generated with typical swell scales, while the...
master thesis 2018
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