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  • Search: subject:"finite elements"
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Year of publication
Subject
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Finite elements 21 finite elements 11 Option pricing theory 7 Optionspreistheorie 7 Mathematical programming 4 Mathematische Optimierung 4 Derivat 3 Derivative 3 Domain decomposition 3 Dynamic programming 3 Dynamische Optimierung 3 Mixed finite elements 3 Optimal control 3 Search frictions 3 Stochastic process 3 Stochastischer Prozess 3 nonlinear dynamics 3 parameterized expectations 3 perturbation 3 projection 3 unemployment 3 Adaptive finite elements 2 American options 2 Arbeitslosigkeit 2 Arbeitsuche 2 Black-Scholes model 2 Black-Scholes-Modell 2 CDS spreads 2 Composites 2 Convergence analysis 2 Frictional unemployment 2 Friktionelle Arbeitslosigkeit 2 Implied volatility model 2 Inverse finite elements 2 Job search 2 Multigrid 2 Nichtlineare Dynamik 2 Nonlinear dynamics 2 Option trading 2 Optionsgeschäft 2
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Online availability
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Undetermined 39 Free 8 CC license 1
Type of publication
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Article 50 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 11 Aufsatz in Zeitschrift 11 Article 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
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Language
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Undetermined 38 English 13 Spanish 1
Author
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Ben-Abdellatif, Malek 3 Ben-Ameur, Hatem 3 Chérif, Rim 3 Petrosky-Nadeau, Nicolas 3 Zhang, Lu 3 Marcuzzi, F. 2 Pereira, F. 2 Rémillard, Bruno 2 Vejchodský, Tomáš 2 Vexler, Boris 2 Abreu, E. 1 Ariel, H. 1 Arregui, I. 1 Awruch, Armando M. 1 Balc, Gavril 1 Barroso, A. 1 Bastian, Peter 1 Baňas, Ľubomír 1 Benedix, Olaf 1 Beneyto, Pablo A. 1 Beranek, Nina 1 Bossavit, A. 1 Botean, Adrian 1 Bravo, Cedric Marcelo Augusto Ayala 1 Brekelmans, Ruud 1 Burda, Pavel 1 Calvo-Garrido, M. C. 1 Cardoso, Cláudio G.S. 1 Caro Barrera, José Rafael 1 Cañas, J. 1 Cecchi, M. Morandi 1 Cendán, J.J. 1 Chacón Rebollo, Tomás 1 Chen, Wen-Ting 1 Chen, Wen-ting 1 Cho, Hyung Hee 1 Clermont, Jean-Robert 1 Corlay, Sulvain 1 Cortínez, Víctor H. 1 Cunha, Maria Cristina 1
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Institution
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Tilburg University, Center for Economic Research 1
Published in...
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Mathematics and Computers in Simulation (MATCOM) 25 Computational Optimization and Applications 5 The journal of computational finance 4 Energy 2 Quantitative economics : QE ; journal of the Econometric Society 2 Renewable Energy 2 Discussion Paper / Tilburg University, Center for Economic Research 1 Energies 1 Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada 1 International Journal of Theoretical and Applied Finance (IJTAF) 1 International journal of theoretical and applied finance 1 Journal of Asian Scientific Research 1 Journal of Economic Dynamics and Control 1 Journal of economic dynamics & control 1 Les cahiers du GERAD 1 Quantitative Economics 1 Review of derivatives research 1 Risks : open access journal 1
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Source
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RePEc 38 ECONIS (ZBW) 12 EconStor 2
Showing 41 - 50 of 52
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A posteriori error estimation and adaptivity for elliptic optimal control problems with state constraints
Benedix, Olaf; Vexler, Boris - In: Computational Optimization and Applications 44 (2009) 1, pp. 3-25
Persistent link: https://www.econbiz.de/10008467077
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Homogenisation with application to layered materials
Patrício, M.; Mattheij, R.; de With, G. - In: Mathematics and Computers in Simulation (MATCOM) 79 (2008) 3, pp. 288-305
In this paper we are concerned with the elliptic PDEs with highly oscillating coefficients which model the behaviour of composite linear elastic materials. Analytical expressions for the effective coefficients are obtained for the case of layered materials using the theory of homogenisation....
Persistent link: https://www.econbiz.de/10011050490
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Construction of blending surfaces by parametric discrete interpolation PDE splines
Pasadas, M.; Rodríguez, M.L. - In: Mathematics and Computers in Simulation (MATCOM) 77 (2008) 2, pp. 282-290
In this paper the problem of blending parametric surfaces is discussed. We present a constructing method of blending surfaces by parametric discrete interpolation PDE splines. These functions are obtained from some boundary conditions and a given interpolation data point set, by minimizing a...
Persistent link: https://www.econbiz.de/10011051156
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Study of damage and repair of blades of a 300kW wind turbine
Marín, J.C.; Barroso, A.; París, F.; Cañas, J. - In: Energy 33 (2008) 7, pp. 1068-1083
The inspection of damages detected in some blades of 300kW wind turbines revealed that the nature of these damages was probably due to a fatigue mechanism. The causes that had originated the failure (superficial cracks, geometric concentrator, abrupt change of thickness) have been studied,...
Persistent link: https://www.econbiz.de/10011052959
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An anisotropic unstructured triangular adaptive mesh algorithm based on error and error gradient information
Marcuzzi, F.; Cecchi, M. Morandi; Venturin, M. - In: Mathematics and Computers in Simulation (MATCOM) 78 (2008) 5, pp. 645-652
In this paper, an algorithm based on unstructured triangular meshes using standard refinement patterns for anisotropic adaptive meshes is presented. It consists of three main actions: anisotropic refinement, solution-weighted smoothing and patch unrefinement. Moreover, a hierarchical mesh...
Persistent link: https://www.econbiz.de/10010749876
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Three-phase immiscible displacement in heterogeneous petroleum reservoirs
Abreu, E.; Douglas, J.; Furtado, F.; Marchesin, D.; … - In: Mathematics and Computers in Simulation (MATCOM) 73 (2006) 1, pp. 2-20
the convective transport of the fluid phases with locally conservative mixed finite elements for the associated parabolic …
Persistent link: https://www.econbiz.de/10011050412
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Finite Elements on Dyadic Grids with Applications
Cardoso, Cláudio G.S.; Cunha, Maria Cristina; Gomide, … - In: Mathematics and Computers in Simulation (MATCOM) 73 (2006) 1, pp. 87-104
A dyadic grid is a d-dimensional hierarchical mesh where a cell at level k is partitioned into two equal children at level k+1 by a hyperplane perpendicular to coordinate axis (kmodd). We consider here the finite element approach on adaptive grids, static and dynamic, for various functional...
Persistent link: https://www.econbiz.de/10011050741
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A finite element model for three dimensional hydraulic fracturing
Devloo, Philippe R.B.; Fernandes, Paulo Dore; Gomes, … - In: Mathematics and Computers in Simulation (MATCOM) 73 (2006) 1, pp. 142-155
This paper is devoted to the development of a model for the numerical simulation of hydraulic fracturing processes with 3d fracture propagation. It takes into account the efects of fluid flow inside the fracture, fluid leak-off through fracture walls and elastic response of the surrounding...
Persistent link: https://www.econbiz.de/10010748969
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Domain decomposition for generalized unilateral semi-coercive contact problem with given friction in elasticity
Daněk, J.; Hlaváček, I.; Nedoma, J. - In: Mathematics and Computers in Simulation (MATCOM) 68 (2005) 3, pp. 271-300
linear finite elements. For the discretized problem we employ the concept of local Schur complements, grouping every two …
Persistent link: https://www.econbiz.de/10011050944
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Mixed finite element modelling of cartilaginous tissues
Kaasschieter, E.F.; Frijns, A.J.H.; Huyghe, J.M. - In: Mathematics and Computers in Simulation (MATCOM) 61 (2003) 3, pp. 549-560
Swelling and shrinking of cartilaginous tissues is modelled by a four-component mixture theory. This theory results in a set of coupled non-linear partial differential equations for the electrochemical potentials and the displacement. For the sake of local mass conservation these equations are...
Persistent link: https://www.econbiz.de/10010748657
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