Searched for: subject:"partial%5C+differential%5C+equations"
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Wortelboer, Timo (author)
In applying the level-set method in the context of a finite-element method, errors can be minimized by adjusting the mesh to the shape of the level-set curve. The size of the different types of errors that occur depend on the goodness of fit to the zero levelset curve, the skewness of the triangles and the size of the triangles of the mesh. To...
bachelor thesis 2018
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von Sydow, Lina (author), Milovanović, Slobodan (author), Larsson, Elisabeth (author), In 't Hout, Karel (author), Wiktorsson, Magnus (author), Oosterlee, C.W. (author), Shcherbakov, Victor (author), Wyns, Maarten (author), Leitao Rodriguez, A. (author), Jain, S. (author), Haentjens, Tinne (author), Waldén, Johan (author)
In the recent project BENCHOP–the BENCHmarking project in Option Pricing we found that Stochastic and Local Volatility problems were particularly challenging. Here we continue the effort by introducing a set of benchmark problems for this type of problems. Eight different methods targeted for the Stochastic Differential Equation (SDE)...
journal article 2018
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Vaibhav, V.K. (author)
In this article, we study the properties of the nonlinear Fourier spectrum in order to gain better control of the temporal support of the signals synthesized using the inverse nonlinear Fourier transform. In particular, we provide necessary and sufficient conditions satisfied by the nonlinear Fourier spectrum such that the generated signal...
journal article 2018
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Rozendaal, Marco (author)
In this thesis, it is investigated how the blood flow changes in different physiological situations, using a one-dimensional model, that describes the blood flow in compliant vessels. The one-dimensional model, that describes the blood flow, is derived based on the physical laws of conservation of momentum and conservation of mass. A high...
bachelor thesis 2017
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Zoutendijk, Mike (author)
In this project the transversal vibrations of an accelerating elevator cable system are studied, with the aim
to find the resonance times, the resonance duration and the resonance amplitude.
The elevator cable is modelled as an axially moving string, with length given by l(t) = l0 + 1/2
at2, with a the...
bachelor thesis 2017
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Paz, Pavel Z.S. (author), Hollmann, Thomas H. (author), Kermen, Efe (author), Chapiro, G. (author), Slob, E.C. (author), Zitha, P.L.J. (author)
We report a study of heavy oil recovery by combined water flooding and electromagnetic (EM) heating at a frequency of 2.45 GHz used in domestic microwave ovens. A mathematical model describing this process was developed. Model equations were solved, and the solution is presented in an integral form for the one-dimensional case. Experiments...
journal article 2017
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Tol, H.J. (author), de Visser, C.C. (author), Kotsonis, M. (author)
A new methodology is presented for model reduction of linear parabolic partial differential equations (PDEs) on general geometries using multivariate splines on triangulations. State-space descriptions are derived that can be used for control design. This method uses Galerkin projection with B-splines to derive a finite set of ordinary...
journal article 2016
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Sibbing, Z.R. (author)
This project can be divided into two parts. The goal of the first part is to numerically implement the Cahn-Hilliard equation in one dimension both explicitly and implicitly. This will be done using Matlab. The goal of the second part is to validate the coupled Cahn-Hilliard-Navier-Stokes equation and the dynamic boundary condition for moving...
bachelor thesis 2015
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Zorigt, M. (author)
This master thesis is concerned with optimal boundary point and function control problems for linear elliptic equations subject to control constraints. The elliptic partial differential equation with Robin boundary condition is considered. The control is chosen as a linear combination of the Dirac delta functions in the point control problem....
master thesis 2014
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Qiu, Y. (author), Van Gijzen, M.B. (author), Van Wingerden, J. (author), Verhaegen, M. (author), Vuik, C. (author)
This paper studies a new preconditioning technique for sparse systems arising from discretized partial differential equations (PDEs) in computational fluid dynamics (CFD), which exploit the multilevel sequentially semiseparable (MSSS) structure of the system matrix. MSSS matrix computations give a data-sparse way to approximate the LU...
report 2013
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Ølgaard, K.B. (author)
In engineering, physical phenomena are often described mathematically by partial differential equations (PDEs), and a commonly used method to solve these equations is the finite element method (FEM). Implementing a solver based on this method for a given PDE in a computer program written in source code can be tedious, time consuming and error...
doctoral thesis 2013
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Pronk, M. (author)
In this thesis we study stochastic evolution equations in Banach spaces. We restrict ourselves to the two following cases. First, we consider equations in which the drift is a closed linear operator that depends on time and is random. Such equations occur as mathematical models in for instance mathematical finance and filtration theory. Second,...
doctoral thesis 2013
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Qiu, Y. (author), Van Gijzen, M.B. (author), Van Winderden, J.W. (author), Verhaegen, M.H.G. (author)
This paper presents a class of preconditioners for sparse systems arising from discretized partial differential equations (PDEs). In this class of preconditioners, we exploit the multilevel sequentially semiseparable (MSSS) structure of the system matrix. The off-diagonal blocks of MSSS matrices are of low-rank, which enables fast computations...
conference paper 2013
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Nikbakht, M. (author)
Although computers were invented to automate tedious and error-prone tasks, computer programming is a tedious and error-prone task itself. This is a well-known paradox in the field of computational mathematical modelling. Recently, automatic code generation has been proposed to solve this paradox. In this approach, a required code to model...
doctoral thesis 2012
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Cox, S.G. (author)
The thesis deals with various aspects of the study of stochastic partial differential equations driven by Gaussian noise. The approach taken is functional analytic rather than probabilistic: the stochastic partial differential equation is interpreted as an ordinary stochastic differential equation in a Banach space. The major part of the thesis...
doctoral thesis 2012
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Veraar, M. (author), Weis, L. (author)
In stochastic partial differential equations it is important to have pathwise regularity properties of stochastic convolutions. In this note we present a new sufficient condition for the pathwise continuity of stochastic convolutions in Banach spaces.
journal article 2011
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Van Leeuwen, J.P.H. (author)
In this thesis existence and uniqueness of the solution of a nonlinear Schrödinger equation in L² with multiplicative white noise is proven under some assumptions. Furthermore, pathwise L²-norm conservation of the solution is studied.
master thesis 2011
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Van Wijk, C. (author), Van Ravesteijn, V.F. (author), Vos, F.M. (author), Van Vliet, L.J. (author)
Today’s computer aided detection systems for computed tomography colonography (CTC) enable automated detection and segmentation of colorectal polyps.We present a paradigm shift by proposing a method that measures the amount of protrudedness of a candidate object in a scale adaptive fashion. One of the main results is that the performance of the...
journal article 2010
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Bin Zubair, H. (author)
Multigrid efficiency often suffers from inadequate coarse grid correction in different prototypic situations. We select a few problems, where coarse grid correction issues arise because of anisotropic coefficients, non-equidistant or non-uniform grid stretching, or inherent indefiniteness in the partial differential equation. Most of the work in...
doctoral thesis 2009
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Soulard, O. (author), Sabel'nikov, V. (author)
In the field of turbulent combustion, Lagrangian Monte Carlo (LMC) methods (Pope, 85) have become an essential component of the probability density function (PDF) approach. LMC methods are based on stochastic particles, which evolve from prescribed stochastic ordinary differential equations (SODEs). They are used to compute the one-point...
conference paper 2006
Searched for: subject:"partial%5C+differential%5C+equations"
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