Rule-based strategies for dynamic life cycle investment

In this work, we consider rule-based investment strategies for managing a defined contribution pension savings scheme, under the Dutch pension fund testing model. We find that dynamic, rule-based investment strategies can outperform traditional static strategies, by which we mean that the investor may achieve the target retirement income with...

A fast nonlinear conjugate gradient based method for 3D frictional contact problems

This paper presents a fast numerical solver for a nonlinear constrained optimization problem, arising from a 3D frictional contact problem. It incorporates an active set strategy with a nonlinear conjugate gradient method. One novelty is to consider the tractions of each slip element in a polar coordinate system, and use azimuth angles as...

Multigrid for High-Dimensional Elliptic Equations

This paper discusses multigrid for high dimensional partial differential equations (PDEs). We present partial grid-coarsening strategies for excellent multigrid convergence in the context of elliptic PDEs. We show that the multigrid convergence rate can satisfactorily be brought down with the grid strategies proposed herein, coupled with...

Multigrid for High-Dimensional Elliptic Equations

This paper discusses multigrid for high dimensional partial differential equations (PDEs). We present partial grid-coarsening strategies for excellent multigrid convergence in the context of elliptic PDEs. We show that the multigrid convergence rate can satisfactorily be brought down with the grid strategies proposed herein, coupled with...

Multigrid for high dimensional elliptic partial differential equations on non-equidistant grids

This work presents techniques, theory and numbers for multigrid in a general d-dimensional setting. The main focus is the multigrid convergence for high-dimensional partial differential equations (PDEs). As a model problem we have chosen the anisotropic diffusion equation, on a unit hypercube. We present some techniques for building the general...