Ömür Uğur

E-mail
ougur@metu.edu.tr
Department
Graduate School of Applied Mathematics
Scopus Author ID
Web of Science Researcher ID
SUPG-based stabilized finite element computations of convection-dominated 3D elliptic PDEs using shock-capturing
Cengizci, Süleyman; Uğur, Ömür; Natesan, Srinivasan (2024-12-01)
This study is interested in stabilized finite element computations of advection-dominated convection–diffusion-type partial differential equations. The governing equations are assumed to be defined on the 3D unit cube and ...
A computational study for simulating MHD duct flows at high Hartmann numbers using a stabilized finite element formulation with shock-capturing
Cengizci, Süleyman; Uğur, Ömür (2024-09-01)
The concern of this manuscript is stabilized finite element simulations of two-dimensional incompressible and viscous magnetohydrodynamic (MHD) duct flows governed by a coupled system of partial differential equations of t...
A stabilized finite element formulation with shock-capturing for solving advection-dominated convection–diffusion equations having time-fractional derivatives
Cengizci, Süleyman; Uğur, Ömür; Natesan, Srinivasan (2024-03-01)
Numerical instabilities arising when simulating transport phenomena dominated by convection processes are among the most challenging situations in computational science, demanding the use of non-classical formulations and ...
A Computational Study for Pricing European- and American-Type Options Under Heston’s Stochastic Volatility Model: Application of the SUPG-YZβ Formulation
Cengizci, Süleyman; Uğur, Ömür (2024-01-01)
The interest of this paper is stabilized finite element approximations for pricing European- and American-type options under Heston’s stochastic volatility model, a generalization of the eminent Black–Scholes–Merton (BSM) ...
A COMPARATIVE AND ILLUSTRATIVE STUDY FOR SOLVING SINGULARLY PERTURBED PROBLEMS WITH TWO PARAMETERS
CEngizci, S.; Uğur, Ömür (2024-01-01)
This computational study concerns approximate solutions of singularly perturbed one-dimensional boundary-value problems having perturbed convection and diffusion terms. Such kinds of problems take different stands dependin...
Hybrid wavelet-neural network models for time series
Kılıç, Deniz Kenan; Uğur, Ömür (2023-09-01)
The use of wavelet analysis contributes to better modeling for financial time series in the sense of both frequency and time. In this study, S&P500 and NASDAQ data are separated into several components utilizing multiresol...
A SUPG formulation augmented with shock-capturing for solving convection-dominated reaction–convection–diffusion equations
Cengizci, Süleyman; Uğur, Ömür; Natesan, Srinivasan (2023-07-01)
In this computational study, stabilized finite element solutions of convection-dominated stationary and linear reaction–convection–diffusion equations are studied. Although the standard (Bubnov–) Galerkin finite element me...
A stabilized FEM formulation with discontinuity-capturing for solving Burgers’-type equations at high Reynolds numbers
Cengizci, Süleyman; Uğur, Ömür (2023-04-01)
This computational study is concerned with the numerical solutions of Burgers’-type equations at high Reynolds numbers. The high Reynolds numbers drive the nonlinearity to play an essential role and the equations to become...
The Impact of Feature Selection and Transformation on Machine Learning Methods in Determining the Credit Scoring
Koç, Oğuz; Uğur, Ömür; Kestel, Sevtap Ayşe (2023-03-01)
Banks utilize credit scoring as an important indicator of financial strength and eligibility for credit. Scoring models aim to assign statistical odds or probabilities for predicting if there is a risk of nonpayment in r...
SUPG formulation augmented with YZ beta shock-capturing for computing shallow-water equations
Cengizci, Suleyman; Uğur, Ömür (2023-02-01)
We demonstrate that the streamline-upwind/Petrov-Galerkin (SUPG) formulation enhanced with YZ beta discontinuity-capturing, that is, the SUPG-YZ beta formulation, is an efficient and robust method for computing 2D shallow-...
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