Click on a theme or a project in the table below for more information.
Subproject MSV1.1: Computing Methods for Free Boundary Problems
Subproject leader
Prof.dr.ir. P. Wesseling (TUD)
Research description
Development of a mathematical/computational model,
involving a vector Stefan problem, for particle
segregation and dissolution in homogenization of
aluminium. The challenge is to devise efficient
computing methods for three-dimensional
configurations. Development of a fundamental
model and an efficient computing method for
bubbly multifluid flow, such that mass is
conserved and interfaces are predicted
accurately. We will also contribute to
financial mathematics. To include jumps
in stock prices, recently a new model
for option pricing has been developed
involving partial integro-differential
equations. For computing the best
exercise time for American-style options,
one has to solve a free boundary problem.
For this, novel accurate and efficient
computing methods are needed. We expect
to make progress by a clever combination
of moving grid techniques, phase field
and level set methods.
Associate partners
MSV1.1 Researchers funded by BRICKS
- Prof.dr.ir. P. Wesseling (TUD)
- Dr.ir. C.W. Oosterlee (TUD)
- Dr.ir. C. Vuik (TUD)
- Dr.ir. F.J. Vermolen (TUD)
- Dr. A. Almendral (TUD)
- Dr.ir. M.B. van Gijzen (TUD)
- Drs. J.M. Tang (TUD)
For more information, please refer to the publications and posters of this project.
|
