Displaying similar documents to “Reduced order models in PIDE constrained optimization”

Some tracks in air pollution modelling and simulation.

Bruno Sportisse, Jaouad Boutahar, Edouard Debry, Denis Quélo, Karine Sartelet (2002)

RACSAM

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In this article we discuss some issues related to Air Pollution modelling (as viewed by the authors): subgrid parametrization, multiphase modelling, reduction of high dimensional models and data assimilation. Numerical applications are given with POLAIR, a 3D numerical platform devoted to modelling of atmospheric trace species.

DG method for pricing European options under Merton jump-diffusion model

Jiří Hozman, Tomáš Tichý, Miloslav Vlasák (2019)

Applications of Mathematics

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Under real market conditions, there exist many cases when it is inevitable to adopt numerical approximations of option prices due to non-existence of analytical formulae. Obviously, any numerical technique should be tested for the cases when the analytical solution is well known. The paper is devoted to the discontinuous Galerkin method applied to European option pricing under the Merton jump-diffusion model, when the evolution of the asset prices is driven by a Lévy process with finite...

Reduction of large circuit models via low rank approximate gramians

Jing-Rebecca Li, Jacob White (2001)

International Journal of Applied Mathematics and Computer Science

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We describe a model reduction algorithm which is well-suited for the reduction of large linear interconnect models. It is an orthogonal projection method which takes as the projection space the sum of the approximate dominant controllable subspace and the approximate dominant observable subspace. These approximate dominant subspaces are obtained using the Cholesky Factor ADI (CF-ADI) algorithm. We describe an improvement upon the existing implementation of CF-ADI which can result in...

Numerical analysis of nonlinear model of excited carrier decay

Natalija Tumanova, Raimondas Čiegis, Mečislavas Meilūnas (2013)

Open Mathematics

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This paper presents a mathematical model for photo-excited carrier decay in a semiconductor. Due to the carrier trapping states and recombination centers in the bandgap, the carrier decay process is defined by the system of nonlinear differential equations. The system of nonlinear ordinary differential equations is approximated by linearized backward Euler scheme. Some a priori estimates of the discrete solution are obtained and the convergence of the linearized backward Euler method...

Extracting second-order structures from single-input state-space models: Application to model order reduction

Jérôme Guillet, Benjamin Mourllion, Abderazik Birouche, Michel Basset (2011)

International Journal of Applied Mathematics and Computer Science

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This paper focuses on the model order reduction problem of second-order form models. The aim is to provide a reduction procedure which guarantees the preservation of the physical structural conditions of second-order form models. To solve this problem, a new approach has been developed to transform a second-order form model from a state-space realization which ensures the preservation of the structural conditions. This new approach is designed for controllable single-input state-space...