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eop_example_script.m File Reference

eop_example_script(step) More...

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Functions

function  eop_example_script (step)
 eop_example_script(step) More...
 

Detailed Description

eop_example_script(step)

Definition in file eop_example_script.m.

Function Documentation

function eop_example_script (   step)

eop_example_script(step)

%

Step description
Attention: In some of the steps precomputed basis or other things are loaded!!

step 1: primal or dual detailed simulation with plot. Can include output in the primal case. step 2: primal or dual reduced simulation with plot. No output here (is treated in step 7). Has an addition considering error and error estimator. step 3: generation and saving of primal (or dual) reduced basis. step 4: display of a GUI for the reduced (and to some extend) the detailed simulation. Also contains error estimation. step 5: includes the experiments of Chapter 5.2 of the diploma thesis, i.e. stability analysis. step 6: includes the experiments of Chapter 5.3 of the diploma thesis, i.e. the boundedness of the solution for Delta t -> 0. step 7: Treats the computation of the improved output and the improved output estimator

% possible functionals l

  • average price: l(P^M;) = 1/||*{}P^M(x)dx
  • theta: l(P^M;) = -1/||*int_{}{ P^M}{ t}(x) dx
  • average dP/dS1: l(P^M;) = 1/||*{}{ P^M}{ S_1}(x)dx
  • average dP/dS2: l(P^M;) = 1/||*{}{ P^M}{ S_2}(x)dx

with G_0 being a subgrid of G the grid and P = (P^k)_{k=0}^M being the solution.

% various offline-data included on the CD

a model on the standard settings which contains both constants that are required for the various error estimators for basis generation and

reduced siulation
  • model_standard_settings_and_constants.mat

various files containing the 6 Reduced Basis (and corresponding model and model_data), described in Chapter 5.4. They use the error (err) or estimator (est) as error indicator and have different

sizes (100, 200 or 300). The model always includes the empiric constants
  • 70x70_h1h2_0.5_100_err.mat
  • 70x70_h1h2_0.5_100_est.mat
  • 70x70_h1h2_0.5_200_err.mat
  • 70x70_h1h2_0.5_200_est.mat
  • 70x70_h1h2_0.5_300_err.mat
  • 70x70_h1h2_0.5_300_est.mat

% not included

a file containing a dual Reduced Basis (and corresponding model and model_data). But a dual Reduced Basis is only required in the case where the improved output and improved output estimator are desired and this is done in step 7.

Parameters
stepstep

Definition at line 17 of file eop_example_script.m.

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