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Roest, Raoul (author)Due to their attractive characteristics, convertible and callable bonds became a more important class of fixed-income products within the financial market. Therefore, the need for fair and accurate pricing of convertible and callable bonds increases. Where the convertible option can be considered as a right for the bondholder, the callable...master thesis 2022
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Budko, Ariena (author)In this paper the research behind the parallelization on the GPU of the time parallel time integration method Parareal. Firstly, the theory behind Parareal and its convergence theorems will be detailed. Then, two test models, the Lorenz system and Heat diffusion equation, will be introduced. Additionally, the derivation of the Forward Euler and...bachelor thesis 2020
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van Wijngaarden, Niels (author)Distributed optimization has been an <br/>extensively studied field for years. Recent developments in the area of sensors makes it possible to create networks consisting of a large number of nodes. The focus of this thesis will be optimizing distributed problems over a decentralized network. These distributed optimization schemes operate in an...master thesis 2018
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Qiu, Y. (author), van Gijzen, M.B. (author), van Wingerden, J.W. (author), Verhaegen, M. (author), Vuik, C. (author)Multilevel sequentially semiseparable (MSSS) matrices form a class of structured matrices that have low-rank off-diagonal structure, which allows the matrix-matrix operations to be performed in linear computational complexity. MSSS preconditioners are computed by replacing the Schur complements in the block LU factorization of the global linear...report 2015
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Qiu, Y. (author)Optimal flow control problems are important for applications in science and engineering. Solving such problems usually requires the solution of a large linear generalized saddle-point system. This linear system is sparse and highly indefinite. In order to solve such systems using Krylov subspace methods, efficient preconditioners are necessary...doctoral thesis 2015
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- Westhuysen, A.J. van der (author) report 2007
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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