Data-Driven Learning of Reduced-order Dynamics for a Parametrized Shallow Water Equation

1 code implementation • 28 Jul 2020 • Süleyman Yıldız, Pawan Goyal, Peter Benner, Bülent Karasözen

This paper discusses a non-intrusive data-driven model order reduction method that learns low-dimensional dynamical models for a parametrized shallow water equation.

Numerical Analysis Numerical Analysis

Pricing European and American Options under Heston Model using Discontinuous Galerkin Finite Elements

no code implementations • 31 May 2016 • Sinem Kozpınar, Murat Uzunca, Bülent Karasözen

This paper deals with pricing of European and American options, when the underlying asset price follows Heston model, via the interior penalty discontinuous Galerkin finite element method (dGFEM).