Concept
Richardson extrapolation
Related publications (34)
Stripping the Swiss discount curve using kernel ridge regression
We analyze and implement the kernel ridge regression (KR) method developed in Filipovic et al. (Stripping the discount curve-a robust machine learning approach. Swiss Finance Institute Research Paper No. 22-24. SSRN. https://ssrn.com/abstract=4058150, 2022 ...
Springer Heidelberg2024On the Stability of FDTD-Based Numerical Codes to Evaluate Lightning-Induced Overvoltages in Overhead Transmission Lines
One of the main issues that has to be faced when evaluating lightning-induced overvoltages on a realistic network configuration is to implement the algorithm that solves the field-to-line coupling problem into an electromagnetic simulator that is able to r ...
2020A methodology for the rigorous verification of Particle-in-Cell simulations
Paolo Ricci, Fabio Riva, Carrie Fiona Beadle
A methodology to perform a rigorous verification of Particle-in-Cell (PIC) simulations is presented, both for assessing the correct implementation of the model equations (code verification), and evaluating the numerical uncertainty affecting the simulation ...
American Institute of Physics2017MATHICSE Technical Report : A numerical investigation of multi space reduced basis preconditioners for parametrized elliptic advection-diffusion
Simone Deparis, Andrea Manzoni, Niccolò Dal Santo
We analyze the numerical performance of a preconditioning technique recently proposed in [4] for the ecient solution of parametrized linear systems arising from the finite element (FE) discretization of parameter-dependent elliptic partial differential equ ...
MATHICSE2017