Browsing University of Waterloo by Subject "Numerical methods"
Now showing items 1-3 of 3
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A New Technique for Characterizing Multi-Temperature Convection with Application in Building Energy Simulation
(University of Waterloo, 2017-06-19)Glazing systems with attachments such as shades and insect screens are known as complex fenestration systems (CFS). The ASHRAE Window Attachment Tool (ASHWAT) for modeling heat transfer through a CFS are based on a general ... -
Numerical Modeling of Financially Sustainable Urban Wastewater Systems
(University of Waterloo, 2016-08-02)A system dynamics model first developed using the software Stella 7.0.2, which explores the complex behavior of the financially sustainable management of water distribution infrastructure, was converted here into a system ... -
Pricing CPPI Capital Guarantees: A Lagrangian Framework
(University of Waterloo, 2011-09-28)A robust computational framework is presented for the risk-neutral valuation of capital guarantees written on discretely-reallocated portfolios following the Constant Proportion Portfolio Insurance (CPPI) strategy. Aiming ...