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In the first part of this thesis, we present and compare several approaches for the determination of the steady-state of large-scale Markov chains with an underlying low-rank tensor structure. Such structure is, in our context of interest, associated with ...
We introduce a new method to price American options based on Chebyshev interpolation. In each step of a dynamic programming time-stepping we approximate the value function with Chebyshev polynomials. The key advantage of this approach is that it allows us ...
We investigate the growth of a hydraulic fracture assuming a power-law dependence of material toughness with fracture length for plane strain and radial geometries. Such a toughness fracture length dependence models in a simple manner a toughening mechanis ...
Eco-hydrologicalmodels are useful tools for water qualitymanagement, but there implementation may require high-resolution boundary condition data which are often patchy in time due to monitoring costs. In this report, we compare the performance of gradient ...
Increasing meteorological data availability and quality implies an adaptation of the interpolation methods for data combination. In this paper, we propose a new method to efficiently combine weather radar data with data from two heated rain gauge networks ...
Adaptive isogeometric methods for the solution of partial diifferential equations rely on the construction of locally refinable spline spaces. A simple and efficient way to obtain these spaces is to apply the multi-level construction of hierarchical spline ...
The Bidirectional Texture Function (BTF) is a data-driven solution to render materials with complex appearance. A typical capture contains tens of thousands of images of a material sample under varying viewing and lighting conditions. While capable of fait ...
We analyze an expansion of the generalized block Krylov subspace framework of [Electron.\ Trans.\ Numer.\ Anal., 47 (2017), pp. 100-126]. This expansion allows the use of low-rank modifications of the matrix projected onto the block Krylov subspace and con ...
To solve hyperbolic conservation laws on general grids we propose to use high-order essentially nonoscillatory methods based on radial basis functions. We introduce an entropy stable arbitrary high-order finite dierence method (RBF-TeCNOp) and an entropy s ...
Gold and copper are the only two elemental metals that show a characteristic colour, due to the presence of a drop in the reflectivity curve inside the visible range. Reflectivities of all other metals are in general high and flat for all visible frequenci ...