E-Dissertationen: Search
Now showing items 1-4 of 4
Sparse Grid Methods for Higher Dimensional Approximation
(2010-09-10)
Diese Arbeit befasst sich mit Dünngitterverfahren zur Lösung von höherdimensionalen Problemen. Sie zeigt drei neue Aspekte von Dünnen Gittern auf: Erweiterungen der elementaren Werkzeuge zur Arbeit mit Dünnen Gittern, eine ...
The ANOVA decomposition and generalized sparse grid methods for the high-dimensional backward Kolmogorov equation
(2015-03-12)
In this thesis, we discuss numerical methods for the solution of the high-dimensional backward Kolmogorov equation, which arises in the pricing of options on multi-dimensional jump-diffusion processes.
First, we apply ...
First, we apply ...
Multiscale Simulation of Polymeric Fluids using Sparse Grids
(2016-12-21)
The numerical simulation of non-Newtonian fluids is of high practical relevance since most complex fluids developed in the chemical industry are not correctly modeled by classical fluid mechanics. In this thesis, we implement ...
Parametric Model Order Reduction Using Sparse Grids
(2017-09-29)
In applications such as very large scale integration chip design models are typically huge. The same is true in mechanical engineering, especially when the models are complex finite element discretizations. To speed up ...