Search results for "numerical [Methods]"
showing 10 items of 500 documents
Error Estimates for a Class of Elliptic Optimal Control Problems
2016
In this article, functional type a posteriori error estimates are presented for a certain class of optimal control problems with elliptic partial differential equation constraints. It is assumed that in the cost functional the state is measured in terms of the energy norm generated by the state equation. The functional a posteriori error estimates developed by Repin in the late 1990s are applied to estimate the cost function value from both sides without requiring the exact solution of the state equation. Moreover, a lower bound for the minimal cost functional value is derived. A meaningful error quantity coinciding with the gap between the cost functional values of an arbitrary admissible …
A multi-sphere particle numerical model for non-invasive investigations of neuronal human brain activity
2013
In this paper, a multi-sphere particle method is built- up in order to estimate the solution of the Poisson's equation with Neumann boundary conditions describing the neuronal human brain activity. The partial difierential equations governing the relationships between neural current sources and the data produced by neuroimaging technique, are able to compute the scalp potential and magnetic fleld distributions generated by the neural activity. A numerical approach is proposed with current dipoles as current sources and going on in the computation by avoiding the mesh construction. The current dipoles are into an homogeneous spherical domain modeling the head and the computational approach i…
Main Fuel Cells mathematical models: Comparison and analysis in terms of free parameters
2010
This paper resumes the main mathematical models of Fuel Cells (PEM models). In particular, a comparison study of the various models introduced in the technical literature is presented and the dependency of the various model parameters is analyzed in different operating conditions. As the manifold of the model parameter is very wide and their determination is difficult, it is mandatory to introduce approximations and simplifications on which each model is based. The novelty of this work is the organization of the existing models in three categories with regard to the number of free parameters and to the dependency of such parameters on the different running conditions and the usage of a refe…
Monotonic solution of flow and transport problems in heterogeneous media using Delaunay unstructured triangular meshes
2013
Transport problems occurring in porous media and including convection, diffusion and chemical reactions, can be well represented by systems of Partial Differential Equations. In this paper, a numerical procedure is proposed for the fast and robust solution of flow and transport problems in 2D heterogeneous saturated media. The governing equations are spatially discretized with unstructured triangular meshes that must satisfy the Delaunay condition. The solution of the flow problem is split from the solution of the transport problem and it is obtained with an approach similar to the Mixed Hybrid Finite Elements method, that always guarantees the M-property of the resulting linear system. The…
Global sensitivity analysis for urban water quality modelling: Terminology, convergence and comparison of different methods
2015
Abstract Sensitivity analysis represents an important step in improving the understanding and use of environmental models. Indeed, by means of global sensitivity analysis (GSA), modellers may identify both important ( factor prioritisation ) and non-influential ( factor fixing ) model factors. No general rule has yet been defined for verifying the convergence of the GSA methods. In order to fill this gap this paper presents a convergence analysis of three widely used GSA methods (SRC, Extended FAST and Morris screening) for an urban drainage stormwater quality–quantity model. After the convergence was achieved the results of each method were compared. In particular, a discussion on peculiar…
COMPUTATION OF LOCAL VOLATILITIES FROM REGULARIZED DUPIRE EQUATIONS
2005
We propose a new method to calibrate the local volatility function of an asset from observed option prices of the underlying. Our method is initialized with a preprocessing step in which the given data are smoothened using cubic splines before they are differentiated numerically. In a second step the Dupire equation is rewritten as a linear equation for a rational expression of the local volatility. This equation is solved with Tikhonov regularization, using some discrete gradient approximation as penalty term. We show that this procedure yields local volatilities which appear to be qualitatively correct.
Global sensitivity analysis in wastewater treatment modelling
2019
Global sensitivity analysis (GSA) is a valuable tool to support the use of mathematical models. GSA allows the identifcation of the effect of model and input factor uncertainty on the model response, also considering the effect due to the interactions among factors. During recent years, the wastewater modelling feld has embraced the use of GSA. Wastewater modellers have tried to transfer the knowledge and experience from other disciplines and other water modelling felds.
Convergence of a high-order compact finite difference scheme for a nonlinear Black–Scholes equation
2004
A high-order compact finite difference scheme for a fully nonlinear parabolic differential equation is analyzed. The equation arises in the modeling of option prices in financial markets with transaction costs. It is shown that the finite difference solution converges locally uniformly to the unique viscosity solution of the continuous equation. The proof is based on a careful study of the discretization matrices and on an abstract convergence result due to Barles and Souganides.
Computing continuous numerical solutions of matrix differential equations
1995
Abstract In this paper, we construct analytical approximate solutions of initial value problems for the matrix differential equation X ′( t ) = A ( t ) X ( t ) + X ( t ) B ( t ) + L ( t ), with twice continuously differentiable functions A ( t ), B ( t ), and L ( t ), continuous. We determine, in terms of the data, the existence interval of the problem. Given an admissible error e, we construct an approximate solution whose error is smaller than e uniformly, in all the domain.
Mode superposition methods in dynamic analysis of classically and non-classically damped linear systems
1986
Mode-superposition analysis is an efficient tool for the evaluation of the response of linear systems subjected to dynamic agencies. Two well-known mode-superposition methods are available in the literature, the mode-displacement method and the mode-acceleration method. Within this frame a method is proposed called a dynamic correction method which evaluates the structural response as the sum of a pseudostatic response, which is the particular solution of the differential equations, and a dynamic correction evaluated using a reduced number of natural modes. The greater accuracy of the proposed method with respect to the other methods is evidenced through extensive numerical tests, for class…