Publications
Chosen filters:
Chosen filters:
A contour integral method for the Black-Scholes and Heston equations University of Antwerp
A contour integral method recently proposed by Weideman [IMA J. Numer. Anal., 30 (2010), pp. 334350] for integrating semidiscrete advection-diffusion PDEs is improved and extended for application to some of the important equations of mathematical finance. Using estimates for the numerical range of the spatial operator, optimal contour parameters are derived theoretically and tested numerically. An improvement on the existing method is the use of ...
A solely time-dependent source reconstruction in a multiterm time-fractional order diffusion equation with non-smooth solutions Ghent University
An inverse source problem for non-smooth multiterm time Caputo fractional diffusion with fractional order designed as beta(0) < beta(1) < ... < beta(M) < 1 is the case of study in a bounded Lipschitz domain in Double-struck capital R-d. The missing solely time-dependent source function is reconstructed from an additional integral measurement. The existence, uniqueness and regularity of a weak solution for the inverse source problem ...
A spectral volume Navier-Stokes solver on unstructured tetrahedral grids Vrije Universiteit Brussel
The spectral volume (SV) method was first introduced as a method to solve systems of convection equations, like the Euler equations, in a series of papers by Wang et al., e.g. [1] and the references therein. It is related to the discontinuous Galerkin (DG) method, in the sense that it also uses high order polynomials to approximate the solution in each grid cell, and Riemann solvers to deal with the discontinuities in the solution along the cell ...
Surface shape reconstruction from phaseless scattered acoustic data using a random forest algorithm KU Leuven
Recent studies have demonstrated that acoustic waves can be used to reconstruct the roughness profile of a rigid scattering surface. In particular, the use of multiple microphones placed above a rough surface as well as an analytical model based on the linearised Kirchhoff integral equations provides a sufficient base for the inversion algorithm to estimate surface geometrical properties. Prone to fail in the presence of high noise and ...
Implicit Time Integration Algorithms For High-Order Methods On Unstructured Tetrahedral Grids With p-Multigrid Strategy Vrije Universiteit Brussel
Computational fluid dynamics has undergone tremendous development as a discipline for three decades.
This has been made possible by progresses in many fronts, including numerical algorithms, grid gen-
eration and adaptation, as well as the dramatic increase in computer CPU speeds. Moreover, in recent
years there is a growing interest in multidisciplinary CFD applications such as aeroacoustics, turbulent
combustion and ...
This has been made possible by progresses in many fronts, including numerical algorithms, grid gen-
eration and adaptation, as well as the dramatic increase in computer CPU speeds. Moreover, in recent
years there is a growing interest in multidisciplinary CFD applications such as aeroacoustics, turbulent
combustion and ...
High-order div- and quasi curl-conforming basis functions for calderon multiplicative preconditioning of the EFIE Ghent University
A high-performance upgrade of the perfectly matched layer multilevel fast multipole algorithm for large planar microwave structures Ghent University
An improvement of the perfectly matched layer multilevel fast multipole algorithm (PML-MLFMA) for simulating large planar microwave structures is presented. By exploiting the low-rank property of the PML-MLFMA multimodal aggregation and disaggregation matrices, considerable reductions in memory usage and computation time are obtained. The method has been extensively validated, demonstrating complete error controllability when simulating large ...