28 citations · 162 across the 24 of their papers we have counts for
3 papers · 1 filter
Reduced-Order Modeling for Heston Stochastic Volatility Model
Sinem Kozpınar, Murat Uzunca, Bülent Karasözen
In this paper, we compare the intrusive proper orthogonal decomposition (POD) with Galerkin projection and the data-driven dynamic mode decomposition (DMD), for Heston's option pri…
Energy stable model order reduction for the Allen-Cahn equation
Murat Uzunca, Bülent Karasözen
The Allen-Cahn equation is a gradient system, where the free-energy functional decreases monotonically in time. We develop an energy stable reduced order model (ROM) for a gradient…
Moving Mesh Discontinuous Galerkin Methods for PDEs with Traveling Waves
Murat Uzunca, Bülent Karasözen, Tuğba Küçükseyhan
In this paper, a moving mesh discontinuous Galerkin (dG) method is developed for nonlinear partial differential equations (PDEs) with traveling wave solutions. The moving mesh stra…