5,649 research outputs found
Multi-patch discontinuous Galerkin isogeometric analysis for wave propagation: explicit time-stepping and efficient mass matrix inversion
We present a class of spline finite element methods for time-domain wave
propagation which are particularly amenable to explicit time-stepping. The
proposed methods utilize a discontinuous Galerkin discretization to enforce
continuity of the solution field across geometric patches in a multi-patch
setting, which yields a mass matrix with convenient block diagonal structure.
Over each patch, we show how to accurately and efficiently invert mass matrices
in the presence of curved geometries by using a weight-adjusted approximation
of the mass matrix inverse. This approximation restores a tensor product
structure while retaining provable high order accuracy and semi-discrete energy
stability. We also estimate the maximum stable timestep for spline-based finite
elements and show that the use of spline spaces result in less stringent CFL
restrictions than equivalent piecewise continuous or discontinuous finite
element spaces. Finally, we explore the use of optimal knot vectors based on L2
n-widths. We show how the use of optimal knot vectors can improve both
approximation properties and the maximum stable timestep, and present a simple
heuristic method for approximating optimal knot positions. Numerical
experiments confirm the accuracy and stability of the proposed methods
A survey of partial differential equations in geometric design
YesComputer aided geometric design is an area
where the improvement of surface generation techniques
is an everlasting demand since faster and more accurate
geometric models are required. Traditional methods
for generating surfaces were initially mainly based
upon interpolation algorithms. Recently, partial differential
equations (PDE) were introduced as a valuable
tool for geometric modelling since they offer a number
of features from which these areas can benefit. This work
summarises the uses given to PDE surfaces as a surface
generation technique togethe
Review of modern numerical methods for a simple vanilla option pricing problem
Option pricing is a very attractive issue of financial engineering and optimization. The problem of determining the fair price of an option arises from the assumptions made under a given financial market model. The increasing complexity of these market assumptions contributes to the popularity of the numerical treatment of option valuation. Therefore, the pricing and hedging of plain vanilla options under the Black–Scholes model usually serve as a bench-mark for the development of new numerical pricing approaches and methods designed for advanced option pricing models. The objective of the paper is to present and compare the methodological concepts for the valuation of simple vanilla options using the relatively modern numerical techniques in this issue which arise from the discontinuous Galerkin method, the wavelet approach and the fuzzy transform technique. A theoretical comparison is accompanied by an empirical study based on the numerical verification of simple vanilla option prices. The resulting numerical schemes represent a particularly effective option pricing tool that enables some features of options that are depend-ent on the discretization of the computational domain as well as the order of the polynomial approximation to be captured better
Boundary-Conforming Finite Element Methods for Twin-Screw Extruders using Spline-Based Parameterization Techniques
This paper presents a novel spline-based meshing technique that allows for
usage of boundary-conforming meshes for unsteady flow and temperature
simulations in co-rotating twin-screw extruders. Spline-based descriptions of
arbitrary screw geometries are generated using Elliptic Grid Generation. They
are evaluated in a number of discrete points to yield a coarse classical mesh.
The use of a special control mapping allows to fine-tune properties of the
coarse mesh like orthogonality at the boundaries. The coarse mesh is used as a
'scaffolding' to generate a boundary-conforming mesh out of a fine background
mesh at run-time. Storing only a coarse mesh makes the method cheap in terms of
memory storage. Additionally, the adaptation at run-time is extremely cheap
compared to computing the flow solution. Furthermore, this method circumvents
the need for expensive re-meshing and projections of solutions making it
efficient and accurate. It is incorporated into a space-time finite element
framework. We present time-dependent test cases of non-Newtonian fluids in 2D
and 3D for complex screw designs. They demonstrate the potential of the method
also for arbitrarily complex industrial applications
Space-Time Isogeometric Analysis of Parabolic Evolution Equations
We present and analyze a new stable space-time Isogeometric Analysis (IgA)
method for the numerical solution of parabolic evolution equations in fixed and
moving spatial computational domains. The discrete bilinear form is elliptic on
the IgA space with respect to a discrete energy norm. This property together
with a corresponding boundedness property, consistency and approximation
results for the IgA spaces yields an a priori discretization error estimate
with respect to the discrete norm. The theoretical results are confirmed by
several numerical experiments with low- and high-order IgA spaces
A Reproducing Kernel Perspective of Smoothing Spline Estimators
Spline functions have a long history as smoothers of noisy time series data, and several equivalent kernel representations have been proposed in terms of the Green's function solving the related boundary value problem. In this study we make use of the reproducing kernel property of the Green's function to obtain an hierarchy of time-invariant spline kernels of different order. The reproducing kernels give a good representation of smoothing splines for medium and long length filters, with a better performance of the asymmetric weights in terms of signal passing, noise suppression and revisions. Empirical comparisons of time-invariant filters are made with the classical non linear ones. The former are shown to loose part of their optimal properties when we fixed the length of the filter according to the noise to signal ratio as done in nonparametric seasonal adjustment procedures.equivalent kernels, nonparametric regression, Hilbert spaces, time series filtering, spectral properties
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