Global ETD Search
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Showing 1 to 8 of 8 for “"semi-Lagrangian"”.
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High Order Explicit Semi-Lagrangian Method for the Solution of Lagrangian Transport and Stochastic Differential Equations
<p>A semi-Lagrangian method is developed for the solution of Lagrangian transport equations and stochastic differential equations that is consistent with Discontinuous Spectral Element Method (DSEM) approximations of Eulerian conservation laws. The method extends the favorable properties of DSEM …
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Theory and application of quasi-elastic equations in terrain-folowing coordinates based on the full pressure field
… scales larger than the meso-scale. A novel split semi-Lagrangian procedure is formulated to solve the quasi-elastic equations on a grid that is nonstaggered in both the horizontal and vertical. A nonstaggered grid is appealing to use in semi-Lagrangian discretizations of the atmospheric equations, …
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Towards efficient nonlinear option pricing
… These Newton-based solvers are combined with a semi-Lagrangian scheme to deal with the Asian option case, and one Alternative Direction Implicit (ADI) method for pricing options on multiple assets. An approach to solving large-scale problems with nonlinear volatilities with a GPU-based …
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Unraveling atmospheric physics and chemistry of long-range transport of pollutants: Development of novel tools and methods
… chapter of this dissertation, we introduce a semi-Lagrangian chemical transport model to verify the direct source-receptor link of pollution during LRT. To validate the developed model, we investigate the CO transport from neighboring regions to Seoul Metropolitan Area in East Asia. By …
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Influence of topography on the dynamics of baroclinic oceanic eddies
… develop a new numerical technique which we call "semi-lagrangian contour dynamics". This technique resembles the traditional 2-D contour dynamics method but differs significantly from it in the numerical algorithm. In addition to "Lagrangian" moving contours it includes an underlying "Eulerian" …
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Mathematical Modeling and Computational Studies for Cell Signaling
… compensation method (BFECC) introduced in into semi-Lagrangian scheme, i.e., Courant-Issacson-Rees (CIR) scheme. In this thesis, we couple IIF/cIIF with BFECC methods using the operator splitting approach to solve reaction-diffusion-advection equations. In particular, we apply the IIF/cIIF …
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Level-Set Ghost Fluid Methods for Free Boundary Problems in Incompressible Euler and Navier-Stokes Equations
Questo lavoro di tesi è dedicato allo studio di problemi a frontiera libera per le equazioni Eulero e Navier-Stokes nelle variabili primitive. L'obiettivo principale di questa tesi è quello di elaborare una metodologia che permetta di modellizzare diversi tipi di fluidi incomprimibili, con …
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Speeding up high-order algorithms in computational fluid and kinetic dynamics: based on characteristics tracing and low-rank structures
… is the development of a new Eulerian-Lagrangian Runge-Kutta finite volume (EL-RK-FV) method for solving convection and convection-diffusion problems. Eulerian-Lagrangian and semi-Lagrangian methods have become popular ways to solve hyperbolic conservation laws due to their ability to …