Related papers: Instabilities of explicit finite difference scheme…
Within the framework of the hypothesis offered by authors about a complex-valued nature of physical quantities the stability of basic equations of the classical physics concerning complex-valued perturbations of parameters and boundary…
We present a multigrid method for an unfitted finite element discretization of the Dirichlet boundary value problem. The discretization employs Nitsche's method to implement the boundary condition and additional face based ghost penalties…
We derive a new high-order compact finite difference scheme for option pricing in stochastic volatility models. The scheme is fourth-order accurate in space and second-order accurate in time. Under some restrictions, theoretical results…
We study the linear stability of a nongravitating, steady-state, spherically symmetric ghost condensate accreting onto a Schwarzschild black hole using two methods. The first one is based on the conservation of the energy-momentum tensor of…
In this paper, we consider the dynamical evolution of dark vortex states in the two-dimensional defocusing discrete nonlinear Schroedinger model, a model of interest both to atomic physics and to nonlinear optics. We find that in a way…
For solving unsteady hyperbolic conservation laws on cut cell meshes, the so called small cell problem is a big issue: one would like to use a time step that is chosen with respect to the background mesh and use the same time step on the…
Usually, in the Black-Scholes pricing theory the volatility is a positive real parameter. Here we explore what happens if it is allowed to be a complex number. The function for pricing a European option with a complex volatility has…
We explore the static longitudinal and dynamic transverse spin susceptibilities in quantum dots and nanoparticles within the framework of the Hamiltonian that extends the universal Hamiltonian to the case of uniaxial anisotropic exchange.…
In a recent paper as an alternative to models based on the notion of ideal mathematical point, characterized by a property of separatedness, we considered a viewpoint based on the notion of continuous change, making use of elements of a…
This work establishes sufficient conditions for existence of saddle points in discrete Markov games. The result reveals the relation between dynamic games and static games using dynamic programming equations. This result enables us to prove…
The presence of dark matter around a black hole remarkably affects its spacetime. We consider the effects of dark matter on the shadow of a new solution to the Einstein equations that describes a rotating black hole in the background of…
We present a review of black holes and black string solutions available in the $d$-dimensional Einstein and Einstein-Maxwell model in the presence of a cosmological constant. Due to the cosmological constant, the equations do not admit…
Implicit schemes have been extensively used in building physics to compute the solution of moisture diffusion problems in porous materials for improving stability conditions. Nevertheless, these schemes require important sub-iterations when…
Analyzing exact solutions of the Einstein-Maxwell equations in the Kerr-Schild formalism we show that black hole horizon is instable with respect to electromagnetic excitations. Contrary to perturbative smooth harmonic solutions, the exact…
We propose a computational ghost imaging scheme using customized pink noise speckle pattern illumination. By modulating the spatial frequency amplitude of the speckles, we generate speckle patterns with a significant positive spatial…
The case for the utility of Kruskal-Szekeres coordinates in classroom made by Augousti et al. in this journal (Eur. J. Phys. 33:1--11, 2012) is strengthened by extending their discussion beyond the event horizon of the black hole.…
The parabolic-elliptic Keller-Segel equation with sensitivity saturation, because of its pattern formation ability, is a challenge for numerical simulations. We provide two finite-volume schemes whose goals are to preserve, at the discrete…
We report a remarkable type of bifurcation: by varying real parameters, unstable complex orbits may become stable over wide parameter ranges. Thus, phase diagrams obtained by analizing solely the stability of real solutions may be…
We use trajectory calculations to successfully explain two-photon "ghost" diffraction, a phenomenon previously explained via quantum mechanical entanglement. The diffraction patterns are accumulated one photon pair at a time. The…
In this article, a numerical scheme to find approximate solutions to the McKendrick-Von Foerster equation with diffusion (M-V-D) is presented. The main difficulty in employing the standard analysis to study the properties of this scheme is…