Results 1 to 10 of about 267 (138)
Implementation of LDG method for 3D unstructured meshes [PDF]
Revista de Matemática: Teoría y Aplicaciones, 2012 This paper describes an implementation of the Local Discontinuous Galerkin method (LDG) applied to elliptic problems in 3D. The implementation of the major operators is discussed.
Filander A. Sequeira Chavarría +1 more
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Quadratic convergence of monotone iterates for semilinear elliptic obstacle problems [PDF]
Journal of Inequalities and Applications, 2017 In this paper, we consider the numerical solution for the discretization of semilinear elliptic complementarity problems. A monotone algorithm is established based on the upper and lower solutions of the problem.
Jinping Zeng, Haowen Chen, Hongru Xu
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About the valuation of American option under Black-Scholes model : a numerical study
Moroccan Journal of Pure and Applied Analysis, 2023 In the history of option pricing, Black-Scholes model is one of the most significant models. In this paper, we present a new numerical strategy for valuing American option pricing problems governed by Black-Scholes model (BSM). Numerical computations are
Malek R.
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Open Mathematics, 2023 Numerical methods for computing Steklov eigenvalues have attracted the attention of academia for their important physical background and wide applications.
Xie Jiali, Bi Hai
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Open Mathematics, 2022 In this article, we consider fully discrete characteristic mixed finite elements for convection-diffusion optimal control problems. We use the characteristic line method to treat the hyperbolic part of the state equation as a directional derivative.
Tang Yuelong, Hua Yuchun
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A Partition of unity finite element method for valuation American option under Black-Scholes model
Moroccan Journal of Pure and Applied Analysis, 2021 In this paper, we present an intelligent combination of partition of unity (PU) and finite element (FE) methods for valuing American option pricing problems governed by the Black-Scholes (BS) model.
El kharrazi Zaineb +3 more
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Ingeniería y Ciencia, 2013 A meshfree method with diffuse derivatives and a penalty stabilization is developed. An error analysis for the approximation of the solution of a general elliptic differential equation, in several dimensions, with Neumann boundary conditions is provided ...
Mauricio Osorio, Donald French
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Simulating backward wave propagation in metamaterial with radial basis functions
Results in Applied Mathematics, 2019 In this paper we revisit the radial basis function (RBF) meshless method and implement it to solve the time-dependent Maxwell's equations in metamaterials.
Jichun Li, Bing Nan
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Numerical comparison of three a posteriori error estimators for nonconforming finite element method
Moroccan Journal of Pure and Applied Analysis, 2023 In this paper, we propose to compare three a posteriori error estimators namely equilibrated, star-based and residual based for the Poisson problem and the Stokes problem with lowest-order Crouzeix-Raviart finite element discretization.
Achchab B. +3 more
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Finite element method for nonlocal problems of Kirchhoff-type in domains with moving boundary
Scientific African, 2022 This paper is devoted to the analysis of the finite element method for the mixed problem for the Kirchhoff nonlinear model given by the hyperbolic-parabolic equations in a bounded noncylindrical domain with moving boundaries.
M. Mbehou +2 more
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