Search results for "equation"
showing 10 items of 4219 documents
High Order Compact Finite Difference Schemes for A Nonlinear Black-Scholes Equation
2001
A nonlinear Black-Scholes equation which models transaction costs arising in the hedging of portfolios is discretized semi-implicitly using high order compact finite difference schemes. A new compact scheme, generalizing the compact schemes of Rigal [29], is derived and proved to be unconditionally stable and non-oscillatory. The numerical results are compared to standard finite difference schemes. It turns out that the compact schemes have very satisfying stability and non-oscillatory properties and are generally more efficient than the considered classical schemes.
Perimeter symmetrization of some dynamic and stationary equations involving the Monge-Ampère operator
2017
We apply the perimeter symmetrization to a two-dimensional pseudo-parabolic dynamic problem associated to the Monge-Ampere operator as well as to the second order elliptic problem which arises after an implicit time discretization of the dynamical equation. Curiously, the dynamical problem corresponds to a third order operator but becomes a singular second order parabolic equation (involving the 3-Laplacian operator) in the class of radially symmetric convex functions. Using symmetrization techniques some quantitative comparison estimates and several qualitative properties of solutions are given.
Line element-less method (LEM) for beam torsion solution (truly no-mesh method)
2008
In this paper a new numerical method for finding approximate solutions of the torsion problem is proposed. The method takes full advantage of the theory of analytic complex function. A new potential function directly in terms of shear stresses is proposed and expanded in the double-ended Laurent series involving harmonic polynomials. A novel element-free weak form procedure, labelled Line Element-Less Method (LEM), has been developed imposing that the square of the net flux across the border is minimum with respect to coefficients expansion. Numerical implementation of the LEM results in systems of linear algebraic equations involving symmetric and positive-definite matrices without resorti…
The indirect force method
1990
Abstract It is known that the matrix force method shows some advantages over the displacement method for certain classes of problems, particularly in optimization and in the stress concentration analysis. Notwithstanding this, few efforts have been made to employ this method in engineering problems. In this paper, within the elastic analysis of frames and trusses, the indirect force method, utilizing beam-node type finite elements, is proposed. This method is based on the kinematical and mechanical study of nodes and of beams, the latter connected with the nodes by their first extremes according to a preliminary arrangement. In this formulation kinematical singularities are included, in the…
Guaranteed and computable error bounds for approximations constructed by an iterative decoupling of the Biot problem
2021
The paper is concerned with guaranteed a posteriori error estimates for a class of evolutionary problems related to poroelastic media governed by the quasi-static linear Biot equations. The system is decoupled by employing the fixed-stress split scheme, which leads to an iteratively solved semi-discrete system. The error bounds are derived by combining a posteriori estimates for contractive mappings with functional type error control for elliptic partial differential equations. The estimates are applicable to any approximation in the admissible functional space and are independent of the discretization method. They are fully computable, do not contain mesh-dependent constants, and provide r…
ADI schemes for valuing European options under the Bates model
2018
Abstract This paper is concerned with the adaptation of alternating direction implicit (ADI) time discretization schemes for the numerical solution of partial integro-differential equations (PIDEs) with application to the Bates model in finance. Three different adaptations are formulated and their (von Neumann) stability is analyzed. Ample numerical experiments are provided for the Bates PIDE, illustrating the actual stability and convergence behaviour of the three adaptations.
The Hamilton–Jacobi Equation
2001
We already know that canonical transformations are useful for solving mechanical problems. We now want to look for a canonical transformation that transforms the 2N coordinates (q i , p i ) to 2N constant values (Q i , P i ), e.g., to the 2N initial values \((q_{i}^{0},p_{i}^{0})\) at time t = 0. Then the problem would be solved, q = q(q0, p0, t), p = p(q0, p0, t).
Predicting physical distancing over time during COVID-19: testing an integrated model.
2021
Objective: We applied an integrated social cognition model to predict physical distancing behavior, a key COVID-19 preventive behavior, over a four-month period. Design: A three-wave longitudinal survey design. Methods: Australian and US residents (N = 601) completed self-report measures of social cognition constructs (attitude, subjective norm, moral norm, perceived behavioral control [PBC]), intention, habit, and physical distancing behavior on an initial occasion (T1) and on two further occasions one week (T2) and four months (T3) later. Results: A structural equation model revealed that subjective norm, moral norm, and PBC, were consistent predictors of physical distancing intention on …
Mappings of finite distortion: The Rickman-Picard theorem for mappings of finite lower order
2004
We show that an entire mappingf of finite distortion with finite lower order can omit at most finitely many points when the distortion function off is suitably controlled. The proof uses the recently established modulus inequalities for mappings of finite distortion [15] and comparison inequalities for the averages of the counting function. A similar technique also gives growth estimates for mappings having asymptotic values.