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Numerical Analysis and Computation Commons™
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Articles 1 - 9 of 9
Full-Text Articles in Numerical Analysis and Computation
Approximation Of The Scattering Amplitude Using Nonsymmetric Saddle Point Matrices, Amber Sumner Robertson
Approximation Of The Scattering Amplitude Using Nonsymmetric Saddle Point Matrices, Amber Sumner Robertson
Master's Theses
In this thesis we look at iterative methods for solving the primal (Ax = b) and dual (AT y = g) systems of linear equations to approximate the scattering amplitude defined by gTx =yTb. We use a conjugate gradient-like iteration for a unsymmetric saddle point matrix that is contructed so as to have a real positive spectrum. We find that this method is more consistent than known methods for computing the scattering amplitude such as GLSQR or QMR. Then, we use techniques from "matrices, moments, and quadrature" to compute the scattering amplitude …
A Chebyshev Pseudo-Spectral Method To Solve The Space-Time Tempered Fractional Diffusion Equation
A Chebyshev Pseudo-Spectral Method To Solve The Space-Time Tempered Fractional Diffusion Equation
Cecile M Piret
Impacts Of Climate Change On The Evolution Of The Electrical Grid, Melissa Ree Allen
Impacts Of Climate Change On The Evolution Of The Electrical Grid, Melissa Ree Allen
Doctoral Dissertations
Maintaining interdependent infrastructures exposed to a changing climate requires understanding 1) the local impact on power assets; 2) how the infrastructure will evolve as the demand for infrastructure changes location and volume and; 3) what vulnerabilities are introduced by these changing infrastructure topologies. This dissertation attempts to develop a methodology that will a) downscale the climate direct effect on the infrastructure; b) allow population to redistribute in response to increasing extreme events that will increase under climate impacts; and c) project new distributions of electricity demand in the mid-21st century.
The research was structured in three parts. The first …
Options Pricing And Hedging In A Regime-Switching Volatility Model, Melissa A. Mielkie
Options Pricing And Hedging In A Regime-Switching Volatility Model, Melissa A. Mielkie
Electronic Thesis and Dissertation Repository
Both deterministic and stochastic volatility models have been used to price and hedge options. Observation of real market data suggests that volatility, while stochastic, is well modelled as alternating between two states. Under this two-state regime-switching framework, we derive coupled pricing partial differential equations (PDEs) with the inclusion of a state-dependent market price of volatility risk (MPVR) term.
Since there is no closed-form solution for this pricing problem, we apply and compare two approaches to solving the coupled PDEs, assuming constant Poisson intensities. First we solve the problem using numerical solution techniques, through the application of the Crank-Nicolson numerical scheme. …
Termodynamika Procesowa I Techniczna Lab., Wojciech M. Budzianowski
Termodynamika Procesowa I Techniczna Lab., Wojciech M. Budzianowski
Wojciech Budzianowski
No abstract provided.
Tematyka Prac Dyplomowych Dla Studentów Wydziału Mechaniczno-Energetycznego Pwr., Wojciech M. Budzianowski
Tematyka Prac Dyplomowych Dla Studentów Wydziału Mechaniczno-Energetycznego Pwr., Wojciech M. Budzianowski
Wojciech Budzianowski
No abstract provided.
Tematyka Prac Dyplomowych Dla Studentów Wydziału Chemicznego Pwr., Wojciech M. Budzianowski
Tematyka Prac Dyplomowych Dla Studentów Wydziału Chemicznego Pwr., Wojciech M. Budzianowski
Wojciech Budzianowski
No abstract provided.
Mechanika Płynów Lab., Wojciech M. Budzianowski
Mechanika Płynów Lab., Wojciech M. Budzianowski
Wojciech Budzianowski
No abstract provided.
Evolution Of Perturbations In Flow Field Mechanics, Samantha R. Bell, David Forliti, Nils Sedano, Kriss Vanderhyde
Evolution Of Perturbations In Flow Field Mechanics, Samantha R. Bell, David Forliti, Nils Sedano, Kriss Vanderhyde
STAR Program Research Presentations
This project explores the stability analysis of a given flow field. Specifically, where the peak disturbance occurs in a flow as this is the disturbance that is most likely to occur. In rocket combustion, it is important to understand where the maximum disturbance occurs so that the mixing of fuel can be stabilized. The instabilities are the results of frequencies in the area surrounding the flow field. The linear stability governing equations are employed to better understand the disturbance. The governing equations for continuity and momentum in the x and y directions are used to form an equation for the …