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This paper investigates analytic properties of American option prices under the finite moment log-stable (FMLS) model. Under this model the price of American options is characterised by the free boundary problem of a fractional partial…

Computational Finance · Quantitative Finance 2017-10-25 Wenting Chen , Kai Du , Xinzi Qiu

We consider a class of nonsmooth fractional programming problems with fixed-point constraints, where the numerator is convex and the denominator is concave. To solve this problem, we propose splitting algorithms that compute subgradient…

Optimization and Control · Mathematics 2025-09-03 Mootta Prangprakhon , Nimit Nimana

In this paper, we systematically review a series of effective methods for studying the qualitative properties of solutions to fractional equations. Beginning with the pioneering extension method and the method of moving planes in integral…

Analysis of PDEs · Mathematics 2026-01-28 Wenxiong Chen , Yahong Guo , Congming Li

We present a new high-order accurate discretisation on unstructured meshes of quadrilateral elements. Our Face Upwinded Spectral Element (FUSE) method uses the same node distribution as a high-order continuous Galerkin (CG) method, but with…

Numerical Analysis · Mathematics 2023-12-27 Yulong Pan , Per-Olof Persson

The fabric of porous and fractured media contains solid regions (grains) and voids. The space conducting fluids is a system of connected voids with variable geometries. Relative to the grain sizes, the voids can be voluminous with three…

Mathematical Physics · Physics 2025-01-16 Changhao Liu , Kiprian Berbatov , Majid Sedighi , Andrey P. Jivkov

FFT-based solvers introduced in the 1990s for the numerical homogenization of heterogeneous elastic materials have been extended to a wide range of physical properties. In parallel, alternative algorithms and modified discrete Green…

Materials Science · Physics 2015-05-20 Lionel Gélébart , Franck Ouaki

We present a numerical method for approximating the solutions of degenerate parabolic equations with a formal gradient flow structure. The numerical method we propose preserves at the discrete level the formal gradient flow structure,…

Analysis of PDEs · Mathematics 2016-02-11 Clément Cancès , Cindy Guichard

This paper presents the initial results from our structured literature review on applications of Formal Methods (FM) to Robotic Autonomous Systems (RAS). We describe our structured survey methodology; including database selection and…

Robotics · Computer Science 2025-09-26 Atef Azaiez , David A. Anisi , Marie Farrell , Matt Luckcuck

We present new results concerning the Proca massive vector field in a Schwarzschild-AdS black hole geometry. We provide a first principles analysis of Proca vector fields in this geometry using both the vector spherical harmonic (VSH)…

General Relativity and Quantum Cosmology · Physics 2022-02-11 Tiago V. Fernandes , David Hilditch , José P. S. Lemos , Vitor Cardoso

Calculating cost-effective solutions to particle dynamics in viscous flows is an important problem in many areas of industry and nature. We implement a second-order symmetric splitting method on the governing equations for a rigid…

Computational Physics · Physics 2018-04-09 Benjamin Tapley , Elena Celledoni , Brynjulf Owren , Helge I. Andersson

Point source localisation is generally modelled as a Lasso-type problem on measures. However, optimisation methods in non-Hilbert spaces, such as the space of Radon measures, are much less developed than in Hilbert spaces. Most numerical…

Optimization and Control · Mathematics 2024-02-14 Tuomo Valkonen

The parabolic-hyperbolic form of the constraints is integrated numerically. The applied numerical stencil is $4^{th}$ order accurate (in the spatial directions) while 'time'-integration is made by using the method of lines with a $4^{th}$…

General Relativity and Quantum Cosmology · Physics 2022-01-13 Anna Nakonieczna , Łukasz Nakonieczny , István Rácz

For a finite dimensional real vector space V with inner product, let F(V) be the block structure space, in the sense of surgery theory, of the projective space of V. Continuing a program launched in part I, we investigate F as a functor on…

Algebraic Topology · Mathematics 2007-05-23 Tibor Macko , Michael Weiss

We propose a mixed finite element method for Stokes flow with one degree of freedom per element and facet of simplicial grids. The method is derived by considering the vorticity-velocity-pressure formulation and eliminating the vorticity…

Numerical Analysis · Mathematics 2022-08-30 Wietse M. Boon , Alessio Fumagalli

A low-order mimetic finite difference (MFD) method for Reissner-Mindlin plate problems is considered. Together with the source problem, the free vibration and the buckling problems are investigated. Full details about the scheme…

Numerical Analysis · Mathematics 2012-07-10 Lourenco Beirao da Veiga , Carlo Lovadina , David Mora

In this article, we consider exactly divergence-free $H$(div)-conforming finite element methods for time-dependent incompressible viscous flow problems. This is an extension of previous research concerning divergence-free $H^1$-conforming…

Numerical Analysis · Mathematics 2018-04-17 Philipp W. Schroeder , Gert Lube

There is a plethora of data structures, algorithms, and frameworks dealing with major data-stream problems like estimating the frequency of items, answering set membership, association and multiplicity queries, and several other statistics…

Data Structures and Algorithms · Computer Science 2021-06-24 Anes Abdennebi , Kamer Kaya

To meet the demand for complex geometries and high resolutions of small-scale flow structures, a two-stage fourth-order subcell finite volume (SCFV) method combining the gas-kinetic solver (GKS) with subcell techniques for compressible…

Numerical Analysis · Mathematics 2022-01-05 Chao Zhang , Qibing Li , Peng Song , Jiequan Li

This paper presents the variational discretization of the compressible Navier-Stokes-Fourier system, in which the viscosity and the heat conduction terms are handled within the variational approach to nonequilibrium thermodynamics as…

Differential Geometry · Mathematics 2022-02-09 Benjamin Couéraud , François Gay-Balmaz

In this work we are interested in dealing with single-phase flows in fractured porous media for underground processes. We focus our attention on domains where the presence of faults, with thickness several orders of magnitude smaller than…

Numerical Analysis · Mathematics 2019-08-01 Alessio Fumagalli , Isabelle Faille