计算工程、金融与科学
Regime-switching poses both problems and opportunities for portfolio managers. If a switch in the behaviour of the markets is not quickly detected it can be a source of loss, since previous trading positions may be inappropriate in the new…
Modern 'smart' materials have complex heterogeneous microscale structure, often with unknown macroscale closure but one we need to realise for large scale engineering and science. The multiscale Equation-Free Patch Scheme empowers us to…
We present a solution of sparse alternating current optimal power flow (ACOPF) analysis on graphical processing unit (GPU). In particular, we discuss the performance bottlenecks and detail our efforts to accelerate the linear solver, a core…
Due to the significant process variations, designers have to optimize the statistical performance distribution of nano-scale IC design in most cases. This problem has been investigated for decades under the formulation of stochastic…
Integrating renewable resources within the transmission grid at a wide scale poses significant challenges for economic dispatch as it requires analysis with more optimization parameters, constraints, and sources of uncertainty. This…
Data complexity analysis quantifies the hardness of constructing a predictive model on a given dataset. However, the effectiveness of existing data complexity measures can be challenged by the existence of irrelevant features and feature…
Scientific optical 3D modeling requires the possibility to implement highly flexible and customizable mathematical models as well as high computing power. However, established ray tracing software for optical design and modeling purposes…
Compressive-shear fracture is commonly observed in rock-like materials. However, this fracture type cannot be captured by current phase field models (PFMs), which have been proven an effective tool for modeling fracture initiation,…
This paper describes the development of a detailed 3D geometric model of an acoustical guitar. Modeling an instrument is a sophisticated task considering the individual parts and their complex shapes. The geometry of the parts visible from…
We study the fair division problem and the existence of allocations satisfying the fairness criterion envy-freeness up to any item (EFX). The existence of EFX allocations is a major open problem in the fair division literature. We consider…
This paper introduces a novel method for transmitting video data over noisy wireless channels with high efficiency and controllability. The method derivates from model division multiple access (MDMA) to extract common semantic features from…
We implement full, three-dimensional constrained mixture theory for vascular growth and remodeling into a finite element fluid-structure interaction (FSI) solver. The resulting "fluid-solid-growth" (FSG) solver allows long term,…
Solute transport in fluid-particle systems is a fundamental process in numerous scientific and engineering disciplines. The simulation of it necessitates the consideration of solid particles with intricate shapes and sizes. To address this…
This article presents the openCFS submodule scattered data reader for coupling multi-physical simulations performed in different simulation programs. For instance, by considering a forward-coupling of a surface vibration simulation…
This work presents an efficient quadrature rule for shell analysis fully integrated in CAD by means of Isogeometric Analysis (IGA). General CAD-models may consist of trimmed parts such as holes, intersections, cut-offs etc. Therefore, IGA…
A well-established approach for inferring full displacement and stress fields from possibly sparse data is to calibrate the parameter of a given constitutive model using a Bayesian update. After calibration, a (stochastic) forward…
Forward and inverse models are used throughout different engineering fields to predict and understand the behaviour of systems and to find parameters from a set of observations. These models use root-finding and minimisation techniques…
We propose a unified data-driven reduced order model (ROM) that bridges the performance gap between linear and nonlinear manifold approaches. Deep learning ROM (DL-ROM) using deep-convolutional autoencoders (DC-AE) has been shown to capture…
In many high-frequency simulation workflows, eigenvalue tracking along a parameter variation is necessary. This can become computationally prohibitive when repeated time-consuming eigenvalue problems must be solved. Therefore, we employ a…
Many complex engineering systems can be represented in a topological form, such as graphs. This paper utilizes a machine learning technique called Geometric Deep Learning (GDL) to aid designers with challenging, graph-centric design…