Stefanie Schraufstetter

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In a current research project, our group is developing a 3D Spatial Query Language that enables the spatial analysis of Building Information Models and the extraction of partial models that fulfil certain spatial constraints. Among other features, the spatial language includes directional operators, i.e. operators that reflect the directional relationships(More)
We will present an approach to numerical simulation on recursively structured adaptive discretisation grids. The respective grid generation process is based on recursive bisection of triangles along marked edges. The resulting refinement tree is sequentialised according to a Sierpinski space-filling curve, which leads to both minimal memory requirements and(More)
We present the parallelization of a sparse grid finite element discretization of the Black-Scholes equation, which is commonly used for option pricing. Sparse grids allow to handle higher dimensional options than classical approaches on full grids, and can be extended to a fully adaptive discretization method. We introduce the algorithmical structure of(More)
Wepresent an adaptive sparse grid algorithm for the solution of the Black–Scholes equation for option pricing, using the finite element method. Sparse grids enable us to deal with higher-dimensional problems better than full grids. In contrast to common approaches that are based on the combination technique,which combines different solutions on anisotropic(More)
In a current research project, our group is developing a 3D Spatial Query Language for Building Information Models. Among other features, the spatial language includes metric operators, i.e. operators that depend on the distance between 3D spatial objects. To implement these operators, a fast and well-scaling algorithm based on the octree-encoded(More)
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