Results 21 to 30 of about 274,119 (324)

Novel numerical techniques based on mimetic finite difference method for pricing two dimensional options

open access: yesResults in Applied Mathematics, 2022
The Black–Scholes differential operator which underlies the option pricing of European and American options is known to be degenerate close to the boundary at zero.
David Sena Attipoe, Antoine Tambue
doaj   +1 more source

An approximate solution of a differential inclusion with maximal monotone operator

open access: yesJournal of Taibah University for Science, 2020
The theory of differential inclusions has played a central role in many areas as biological systems, physical problems and population dynamics. The principle aim of our work is to compute explicitly the discrete approximate solution of a differential ...
Abdallah Beddani
doaj   +1 more source

Higher-order gradient elasticity models applied to geometrically nonlinear discrete systems [PDF]

open access: yesTheoretical and Applied Mechanics, 2015
The buckling and post-buckling behavior of a nonlinear discrete repetitive system, the discrete elastica, is studied herein. The nonlinearity essentially comes from the geometrical effect, whereas the constitutive law of each component is ...
Challamel Noël   +2 more
doaj   +1 more source

The computational algorithm and numerical analysis of the signed diagonal Hodge star operator

open access: yesNihon Kikai Gakkai ronbunshu, 2019
Differential form is an alternative mathematical form to describe the field variables and the operators in electromagnetism. From the viewpoint of differential forms, discretization of electromagnetic field is divided into two steps, i) discretization of
Satoshi NOGUCHI, Kenji OGUNI
doaj   +1 more source

On a nonlocal problem for the first-order differential-operator equations

open access: yesKarpatsʹkì Matematičnì Publìkacìï, 2022
In this work, we study the spaces of generalized elements identified with formal Fourier series and constructed via a non-negative self-adjoint operator in Hilbert space. The spectrum of this operator is purely discrete.
V.V. Horodets'kyi   +2 more
doaj   +1 more source

Complex Line Bundles over Simplicial Complexes and their Applications [PDF]

open access: yes, 2016
Discrete vector bundles are important in Physics and recently found remarkable applications in Computer Graphics. This article approaches discrete bundles from the viewpoint of Discrete Differential Geometry, including a complete classification of ...
C Kreft   +8 more
core   +3 more sources

A method of extended normal equations for tikhonov’s regulatization problems with differentiation operator

open access: yesVestnik Samarskogo Gosudarstvennogo Tehničeskogo Universiteta. Seriâ: Fiziko-Matematičeskie Nauki, 2014
This article is devoted to a new method of ill-conditioned linear algebraic systems solving with the help of differentiation operator. These problems appear while solving the first kind integral Fredholm equations.
Alexandr I Zhdanov, Ivan A Mikhaylov
doaj   +1 more source

Functional Analysis and Exterior Calculus on Mixed-Dimensional Geometries [PDF]

open access: yes, 2019
We are interested in differential forms on mixed-dimensional geometries, in the sense of a domain containing sets of $d$-dimensional manifolds, structured hierarchically so that each $d$-dimensional manifold is contained in the boundary of one or more $d
Boon, Wietse M.   +2 more
core   +3 more sources

Particular Solutions of the Confluent Hypergeometric Differential Equation by Using the Nabla Fractional Calculus Operator

open access: yesEntropy, 2016
In this work; we present a method for solving the second-order linear ordinary differential equation of hypergeometric type. The solutions of this equation are given by the confluent hypergeometric functions (CHFs).
Resat Yilmazer   +3 more
doaj   +1 more source

Spectral methods for bivariate Markov processes with diffusion and discrete components and a variant of the Wright-Fisher model [PDF]

open access: yes, 2011
The aim of this paper is to study differential and spectral properties of the infinitesimal operator of two dimensional Markov processes with diffusion and discrete components.
de la Iglesia, Manuel D.
core   +2 more sources

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