Search Results - subject:"orthogonal decomposition"

REDUCED-ORDER MODELS FOR THE IMPLIED VARIANCE UNDER LOCAL VOLATILITY

SACHS, EKKEHARD W.; SCHNEIDER, MARINA - In: International Journal of Theoretical and Applied … 17 (2014) 08, pp. 1450053-1

-order model (ROM) will be proper orthogonal decomposition (POD). This strategy is additionally combined with the discrete …

Persistent link: https://www.econbiz.de/10011106365

POD a-posteriori error analysis for optimal control problems with mixed control-state constraints

Gubisch, Martin; Volkwein, Stefan - In: Computational Optimization and Applications 58 (2014) 3, pp. 619-644

control problems. For the numerical solution a Galerkin discretization is applied utilizing proper orthogonal decomposition …

Persistent link: https://www.econbiz.de/10010847464

Adaptive POD basis computation for parametrized nonlinear systems using optimal snapshot location

Lass, Oliver; Volkwein, Stefan - In: Computational Optimization and Applications 58 (2014) 3, pp. 645-677

The construction of reduced-order models for parametrized partial differential systems using proper orthogonal … decomposition (POD) is based on the information of the so-called snapshots. These provide the spatial distribution of the nonlinear …

Persistent link: https://www.econbiz.de/10010998276

Pseudo spectral analysis of the energy entrainment in a scaled down wind farm

Newman, A. Jensen; Drew, Donald A.; Castillo, Luciano - In: Renewable Energy 70 (2014) C, pp. 129-141

.e.−〈U〉〈u′v′〉 A modal expansion for 〈U〉〈u′v′〉 was constructed based on the Proper Orthogonal Decomposition (POD). By determining each …

Persistent link: https://www.econbiz.de/10011045198

Reduced-order models for the implied variance under local volatility

Sachs, Ekkehard; Schneider, Marina - In: International journal of theoretical and applied finance 17 (2014) 8, pp. 1-23

Persistent link: https://www.econbiz.de/10010498793

MODEL REDUCTION METHODS IN OPTION PRICING

Falcó, Antonio; Chinesta, Francisco; González, Mariano - Instituto Valenciano de Investigaciones Económicas (IVIE) - 2006

In this work we introduce the Proper Orthogonal Decomposition (POD)approach to the valuation of contingent claims for …

Persistent link: https://www.econbiz.de/10005731435

On an inexact gradient method using Proper Orthogonal Decomposition for parabolic optimal control problems

Jörres, Christian; Vossen, Georg; Herty, Michael - In: Computational Optimization and Applications 55 (2013) 2, pp. 459-468

the model order reduction technique of Proper Orthogonal Decomposition (POD). The proposed technique is an inexact …

Persistent link: https://www.econbiz.de/10010998353

A reduced-order finite volume element formulation based on POD method and numerical simulation for two-dimensional solute transport problems

Luo, Zhendong; Li, Hong; Sun, Ping; An, Jing; Navon, … - In: Mathematics and Computers in Simulation (MATCOM) 89 (2013) C, pp. 50-68

Proper orthogonal decomposition (POD) method has been successfully used in the reduced-order modeling of complex …

Persistent link: https://www.econbiz.de/10010751825

Study on a new aerodynamic model of HAWT based on panel method and Reduced Order Model using Proper Orthogonal Decomposition

Wang, Q.; Wang, Z.X.; Song, J.J.; Xu, Y.; Xu, J.Z. - In: Renewable Energy 48 (2012) C, pp. 436-447

Order Model (ROM) based on Proper Orthogonal Decomposition (POD), is presented in this paper. By integrating the characters …

Persistent link: https://www.econbiz.de/10010804418

NUMERICAL HEDGING OF ELECTRICITY CONTRACTS USING DIMENSION REDUCTION

HEPPERGER, PETER - In: International Journal of Theoretical and Applied … 15 (2012) 06, pp. 1250042-1

of this article is to find an efficient numerical algorithm for this task. Using proper orthogonal decomposition (a …

Persistent link: https://www.econbiz.de/10011011266