Related papers: Numerical solution to a free boundary problem for …
We present a numerical approach for solving the free boundary problem for the Black-Scholes equation for pricing American style of floating strike Asian options. A fixed domain transformation of the free boundary problem into a parabolic…
Performing highly accurate simulations of droplet systems is a challenging problem. This is primarily due to the interface dynamics which is complicated further by the addition of surfactants. This paper presents a boundary integral method…
Bernoulli free boundary problem is numerically solved via shape optimization that minimizes a cost functional subject to state problems constraints. In \cite{1}, an energy-gap cost functional was formulated based on two auxiliary state…
We consider a simplified extensible version of a dynamic free boundary problem for a thin filament with radius $\epsilon>0$ immersed in 3D Stokes flow. The 3D fluid is coupled to the quasi-1D filament dynamics via a novel type of…
We consider nonstationary Stokes equations in nondivergence form with variable viscosity coefficients and generalized Navier slip boundary conditions with slip tensor $\mathcal{A}$ in a domain $\Omega$ in $\mathbb{R}^d$. First, under the…
In book II of Newton's "Principia Mathematica" of 1687 several applicative problems are introduced and solved. There, we can find the formulation of the first calculus of variations problem that leads to the first free boundary problem of…
The recent approach based on Hamiltonian systems and the implicit parametri\-za\-tion theorem, provides a general fixed domain approximation method in shape optimization problems, using optimal control theory. In previous works, we have…
This work investigates the application of the Newton's method for the numerical solution of a nonlinear boundary value problem formulated through an ordinary differential equation (ODE). Nonlinear ODEs arise in various mathematical modeling…
In this paper we consider the three dimensional exterior Stokes problem and study the solvability of the corresponding continuous and discrete formulations that arise from the coupling of a dual-mixed variational formulation with the…
In this paper we design an iterative domain decomposition method for free boundary problems with nonlinear flux jump condition. Our approach is related to damped Newton's methods. The proposed scheme requires, in each iteration, the…
This paper presents a numerical method based on the variational quantum algorithm to solve potential and Stokes flow problems. In this method, the governing equations for potential and Stokes flows can be respectively written in the form of…
The isogeometric approximation of the Stokes problem in a trimmed domain is studied. This setting is characterized by an underlying mesh unfitted with the boundary of the physical domain making the imposition of the essential boundary…
The present article is dedicated to proving convergence of the stochastic gradient method in case of random shape optimization problems. To that end, we consider Bernoulli's exterior free boundary problem with a random interior boundary. We…
Wide variety of engineering design tasks can be formulated as constrained optimization problems where the shape and topology of the domain are optimized to reduce costs while satisfying certain constraints. Several mathematical approaches…
This paper considers the valuation of a European call option under the Heston stochastic volatility model. We present the asymptotic solution to the option pricing problem in powers of the volatility of variance. Then we introduce the…
In this work we develop a fictitious domain method for the Stokes problem which allows computations in domains whose boundaries do not depend on the mesh. The method is based on the ideas of Xfem and has been first introduced for the…
We introduce an innovative numerical technique based on convex optimization to solve a range of infinite dimensional variational problems arising from the application of the background method to fluid flows. In contrast to most existing…
We present a robust optimisation framework for computing invariant solutions of wall-bounded flows by recasting the Navier-Stokes equations as a variational problem as established in Ashtari and Schneider, JFM (2023). The approach minimises…
In this paper, we consider the Stokes equations with non-homogeneous free boundary conditions, which is obtained by the linearization procedure of the free boundary problem of the Navier-Stokes equations describing the viscous compressible…
We present a finite-difference scheme which solves the Stokes problem in the presence of curvilinear non-conforming interfaces and provides second-order accuracy on physical field (velocity, vorticity) and especially on pressure. The gist…