Sökning: "Finite Element Method-of-lines"

Hittade 2 uppsatser innehållade orden Finite Element Method-of-lines.

1. 1. Finite Element Approximation of a Moving Boundary Problem Arising in the Modeling of the Spin Coating Process for Thin Films

   Kandidat-uppsats, Karlstads universitet/Institutionen för matematik och datavetenskap (from 2013)

   Författare :Kristos Qiqi; [2020]
   Nyckelord :Moving boundary; FEM approximation; Navier-Stokes equations; Spin coating;

   Sammanfattning : Using the Navier-Stokes equations along with a continuity equation, a one-dimensional model is developed to describe the spin coating process of thin polymeric films. The resulting model is a system of a parabolic partial differential equation coupled with an integral equation as well as with an ordinary differential equation describing the motion of a moving boundary. LÄS MER

3. 2. Pricing a Multi-Asset American Option in a Parallel Environment by a Finite Element Method Approach

   Uppsats för yrkesexamina på avancerad nivå, Matematiska institutionen

   Författare :Deniz Kaya; [2011]
   Nyckelord :multi-asset American options; Parallel Computing; Finite Element Method-of-lines; Projected Successive Over Relaxation for American option pricing;

   Sammanfattning : There is the need for applying numerical methods to problems that cannot be solved analytically and as the spatial dimension of the problem is increased the need for computational recourses increase exponentially, a phenomenon known as the “curse of dimensionality”. In the Black-Scholes-Merton framework the American option pricing problem has no closed form solution and a numerical procedure has to be employed for solving a PDE. LÄS MER