Related papers: Isogeometric analysis in option pricing
The paper outlines some recent developments of the boundary element method (BEM) that makes it more user friendly and suitable for a realistic simulation in geomechanics, especially for underground excavations and tunnelling. The…
Isogeometric analysis (IGA) is a numerical method that connects computer-aided design (CAD) with finite element analysis (FEA). In CAD the computational domain is usually represented by B-spline or NURBS patches. Given a NURBS…
In the frame of isogeometric analysis, we consider a Galerkin boundary element discretization of the hyper-singular integral equation associated with the 2D Laplacian. We propose and analyze an adaptive algorithm which locally refines the…
We investigate the isogeometric analysis for surface PDEs based on the extended Loop subdivision approach. The basis functions consisting of quartic box-splines corresponding to each subdivided control mesh are utilized to represent the…
In this paper, we consider the numerical pricing of financial derivatives using Radial Basis Function generated Finite Differences in space. Such discretization methods have the advantage of not requiring Cartesian grids. Instead, the nodes…
The isogeometric methodology has been successfully implemented in one-step inverse analysis of sheet metal stamping processes. However, these models are not capable of analyzing forming processes that require severe deformation and several…
We present a novel stabilized isogeometric formulation for the Stokes problem, where the geometry of interest is obtained via overlapping NURBS (non-uniform rational B-spline) patches, i.e., one patch on top of another in an arbitrary but…
This paper reviews the state of the art and discusses recent developments in the field of adaptive isogeometric analysis, with special focus on the mathematical theory. This includes an overview of available spline technologies for the…
Neural networks have been used as a nonparametric method for option pricing and hedging since the early 1990s. Far over a hundred papers have been published on this topic. This note intends to provide a comprehensive review. Papers are…
The concept of isogeometric analysis, whereby the parametric func- tions that are used to describe CAD geometry are also used to approx- imate the unknown fields in a numerical discretisation, has progressed rapidly in recent years. This…
We introduce a new class of unfitted finite element methods with high order accurate numerical integration over curved surfaces and volumes which are only implicitly defined by level set functions. An unfitted finite element method which is…
In Isogeometric Analysis, the computational domain is often described as multi-patch, where each patch is given by a tensor product spline/NURBS parametrization. In this work we propose a FETI-like solver where local inexact solvers exploit…
The advent of multi-material additive manufacturing and automated composite manufacturing has enabled the design of structures featuring complex curvilinear anisotropy. To take advantage of the new design space, efficient computational…
In this communication the advantages and drawbacks of the isogeometric analysis (IGA) are reviewed in the context of electromagnetic simulations. IGA extends the set of polynomial basis functions, commonly employed by the classical Finite…
Topology optimization is a valuable tool in engineering, facilitating the design of optimized structures. However, topological changes often require a remeshing step, which can become challenging. In this work, we propose an isogeometric…
In the present paper we present a finite element approach for option pricing in the framework of a well-known stochastic volatility model with jumps, the Bates model. In this model the asset log-returns are assumed to follow a…
Isogeometrically enriched finite elements offer efficient localized isogeometric analysis (IGA) enrichment for numerical simulations involving large computational domains. This is achieved by employing surface enriched elements to interface…
In this paper, a recently developed Higher Order Microplane (HOM) model for softening and localization, is implemented within a isogeometric finite element framework. The HOM model was derived directly from a three dimensional discrete…
This work proposes Isogeometric Analysis as an alternative to classical finite elements for simulating electric machines. Through the spline-based Isogeometric discretization it is possible to parametrize the circular arcs exactly, thereby…
We compare convergence of isogeometric analysis (IGA), a spline modification of finite element method (FEM), with FEM in the context of our real space code for ab-initio electronic structure calculations of non-periodic systems. The…