Search results for "LEM"
showing 10 items of 23327 documents
Surrogate-assisted evolutionary multiobjective shape optimization of an air intake ventilation system
2017
We tackle three different challenges in solving a real-world industrial problem: formulating the optimization problem, connecting different simulation tools and dealing with computationally expensive objective functions. The problem to be optimized is an air intake ventilation system of a tractor and consists of three computationally expensive objective functions. We describe the modeling of the system and its numerical evaluation with a commercial software. To obtain solutions in few function evaluations, a recently proposed surrogate-assisted evolutionary algorithm K-RVEA is applied. The diameters of four different outlets of the ventilation system are considered as decision variables. Fr…
Numerical Recovery of Source Singularities via the Radiative Transfer Equation with Partial Data
2013
The inverse source problem for the radiative transfer equation is considered, with partial data. Here we demonstrate numerical computation of the normal operator $X_{V}^{*}X_{V}$ where $X_{V}$ is the partial data solution operator to the radiative transfer equation. The numerical scheme is based in part on a forward solver designed by F. Monard and G. Bal. We will see that one can detect quite well the visible singularities of an internal optical source $f$ for generic anisotropic $k$ and $\sigma$, with or without noise added to the accessible data $X_{V}f$. In particular, we use a truncated Neumann series to estimate $X_{V}$ and $X_{V}^{*}$, which provides a good approximation of $X_{V}^{*…
Teaching Knowledge Management by Combining Wikis and Screen Capture Videos
2011
PurposeThis paper aims to report on the design and creation of a knowledge management course aimed at facilitating student creation and use of social interactive learning tools for enhanced learning.Design/methodology/approachThe era of social media and web 2.0 has enabled a bottom‐up collaborative approach and new ways to publish work on the web, promoted by tools such as YouTube video service. In this spirit a knowledge management course was designed aiming to facilitate university students to compose videos on different difficult concepts in the theory part of the course by searching for explanations on the web and by creating a Windows Media Player video focusing on the self‐defined pro…
E-NAUTILUS: A decision support system for complex multiobjective optimization problems based on the NAUTILUS method
2015
Interactive multiobjective optimization methods cannot necessarily be easily used when (industrial) multiobjective optimization problems are involved. There are at least two important factors to be considered with any interactive method: computationally expensive functions and aspects of human behavior. In this paper, we propose a method based on the existing NAUTILUS method and call it the Enhanced NAUTILUS (E-NAUTILUS) method. This method borrows the motivation of NAUTILUS along with the human aspects related to avoiding trading-off and anchoring bias and extends its applicability for computationally expensive multiobjective optimization problems. In the E-NAUTILUS method, a set of Pareto…
Revisiting rainfall to explore exam questions and performance on CS1
2015
The Rainfall problem comprises small tasks that have been used to investigate student performance in introductory programming. We conducted several kinds of analyses to inform our understandings of student performance in CS1 relating to this problem. We analyzed implementation approaches and program errors, as in related studies, and also explored the role of test writing vis-a-vis the most common student error. Finally, using correlation analyses and manual inspection of the exam answers, we studied how well the Rainfall problem served as an exam question. The students' implementation choices reflected their familiarity with particular loop constructs, while the single most common error co…
A posteriori error estimates for time-dependent reaction-diffusion problems based on the Payne-Weinberger inequality
2015
We consider evolutionary reaction-diffusion problem with mixed Dirichlet--Robin boundary conditions. For this class of problems, we derive two-sided estimates of the distance between any function in the admissible energy space and exact solution of the problem. The estimates (majorants and minorants) are explicitly computable and do not contain unknown functions or constants. Moreover, it is proved that the estimates are equivalent to the energy norm of the deviation from the exact solution.
Open-ended projects opened up — aspects of openness
2017
Abstract—One of the most important areas of competence for professional engineers is the ability to function well in project work, in particular they need to be able to efficiently solve open-ended problems in different collaborative settings. The development of this ability is however not prominent in engineering education despite numerous authors suggesting openended problems as a pedagogical tool to promote development of collaborative problem solving competence by including elements of group or project work in courses. In our own long experience of using open-ended problems in collaborative student projects, we have identified a lack of systematic progression in learning outcomes and sk…
Reduced Order Models for Pricing European and American Options under Stochastic Volatility and Jump-Diffusion Models
2017
Abstract European options can be priced by solving parabolic partial(-integro) differential equations under stochastic volatility and jump-diffusion models like the Heston, Merton, and Bates models. American option prices can be obtained by solving linear complementary problems (LCPs) with the same operators. A finite difference discretization leads to a so-called full order model (FOM). Reduced order models (ROMs) are derived employing proper orthogonal decomposition (POD). The early exercise constraint of American options is enforced by a penalty on subset of grid points. The presented numerical experiments demonstrate that pricing with ROMs can be orders of magnitude faster within a give…
Reduced Order Models for Pricing American Options under Stochastic Volatility and Jump-diffusion Models
2016
American options can be priced by solving linear complementary problems (LCPs) with parabolic partial(-integro) differential operators under stochastic volatility and jump-diffusion models like Heston, Merton, and Bates models. These operators are discretized using finite difference methods leading to a so-called full order model (FOM). Here reduced order models (ROMs) are derived employing proper orthogonal decomposition (POD) and non negative matrix factorization (NNMF) in order to make pricing much faster within a given model parameter variation range. The numerical experiments demonstrate orders of magnitude faster pricing with ROMs. peerReviewed
Iterative Methods for Pricing American Options under the Bates Model
2013
We consider the numerical pricing of American options under the Bates model which adds log-normally distributed jumps for the asset value to the Heston stochastic volatility model. A linear complementarity problem (LCP) is formulated where partial derivatives are discretized using finite differences and the integral resulting from the jumps is evaluated using simple quadrature. A rapidly converging fixed point iteration is described for the LCP, where each iterate requires the solution of an LCP. These are easily solved using a projected algebraic multigrid (PAMG) method. The numerical experiments demonstrate the efficiency of the proposed approach. Furthermore, they show that the PAMG meth…