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In this paper, finite element method is applied to Leland's model for numerical simulation of option pricing with transaction costs. Spatial finite element models based on P1 and/or P2 elements are formulated in combination with a…

Computational Finance · Quantitative Finance 2020-10-27 Dongming Wei , Yogi Ahmad Erlangga , Gulzat Zhumakhanova

Simple finite differencing of the anisotropic diffusion equation, where diffusion is only along a given direction, does not ensure that the numerically calculated heat fluxes are in the correct direction. This can lead to negative…

Instrumentation and Methods for Astrophysics · Physics 2015-05-19 Prateek Sharma , Gregory W. Hammett

Accurate prediction of wildfire spread is crucial for effective risk management, emergency response, and strategic resource allocation. In this study, we present a deep learning (DL)-based framework for forecasting the final extent of…

Machine Learning · Computer Science 2026-04-10 Nikolaos Anastasiou , Spyros Kondylatos , Ioannis Papoutsis

Due to recent climate changes, we have seen more frequent and severe wildfires in the United States. Predicting wildfires is critical for natural disaster prevention and mitigation. Advances in technologies in data processing and…

Machine Learning · Computer Science 2022-09-22 Hyung-Jin Yoon , Petros Voulgaris

Wildfires are among the most severe disturbances affecting forest ecosystems, with over 50,000 hectares burned in Patagonia, Argentina, during 2025 alone. This study implements a Reaction-Diffusion-Convection (RDC) model to simulate…

Disordered Systems and Neural Networks · Physics 2026-05-04 Lucas Becerra , Monica Malen Denham , Alejandro B. Kolton , Karina Laneri

This paper investigates the numerical modeling of a time-dependent heat transmission problem by the convolution quadrature boundary element method. It introduces the latest theoretical development into the error analysis of the numerical…

Numerical Analysis · Mathematics 2017-11-08 Tianyu Qiu , Alexander Rieder , Francisco-Javier Sayas , Shougui Zhang

Natural wildfire becomes increasingly frequent as climate change evolves, posing a growing threat to power systems, while grid failures simultaneously fuel the most destructive wildfires. Preemptive de-energization of grid equipment is…

Optimization and Control · Mathematics 2023-12-05 Hanbin Yang , Noah Rhodes , Haoxiang Yang , Line Roald , Lewis Ntaimo

We consider the numerical solution of the scattering of time-harmonic plane waves from an infinite periodic array of reflection or transmission obstacles in a homogeneous background medium, in two dimensions. Boundary integral formulations…

Mathematical Physics · Physics 2015-06-12 Adrianna Gillman , Alex Barnett

Observational data collected during experiments, such as the planned Fire and Smoke Model Evaluation Experiment (FASMEE), are critical for progressing and transitioning coupled fire-atmosphere models like WRF-SFIRE and WRF-SFIRE-CHEM into…

Atmospheric and Oceanic Physics · Physics 2018-07-31 Adam K. Kochanski , Aimé Fournier , Jan Mandel

The use of explicit particle-in-cell (PIC) method for relativistic plasma simulations is restricted by numerical heating and instabilities that may significantly constrain the choice of time and space steps. To partially eliminate these…

Plasma Physics · Physics 2024-02-12 Arkady Gonoskov

We present a new boundary integral formulation for time-harmonic wave diffraction from two-dimensional structures with many layers of arbitrary periodic shape, such as multilayer dielectric gratings in TM polarization. Our scheme is robust…

Numerical Analysis · Mathematics 2015-06-23 Min Hyung Cho , Alex H. Barnett

The tunneling decay event of a metastable state in a fully connected quantum spin model can be simulated efficiently by path integral quantum Monte Carlo (QMC) [Isakov $et~al.$, Phys. Rev. Lett. ${\bf 117}$, 180402 (2016).]. This is because…

Quantum Physics · Physics 2017-11-01 Zhang Jiang , Vadim N. Smelyanskiy , Sergio Boixo , Hartmut Neven

We propose a novel algorithm for the approximation of surface-quasi geostrophic (SQG) flows modeled by a nonlinear partial differential equation coupling transport and fractional diffusion phenomena. The time discretization consists of an…

Numerical Analysis · Mathematics 2020-06-03 Andrea Bonito , Murtazo Nazarov

We present a general stochastic forest-fire model which shows a variety of different structures depending on the parameter values. The model contains three possible states per site (tree, burning tree, empty site) and three parameters (tree…

Condensed Matter · Physics 2009-10-22 B. Drossel , F. Schwabl

Accurate assessment of fuel conditions is a prerequisite for fire ignition and behavior prediction, and risk management. The method proposed herein leverages diverse data sources including Landsat-8 optical imagery, Sentinel-1 (C-band)…

Image and Video Processing · Electrical Eng. & Systems 2024-03-26 Riyaaz Uddien Shaik , Mohamad Alipour , Eric Rowell , Bharathan Balaji , Adam Watts , Ertugrul Taciroglu

This paper proposes a generalised and robust multi-factor Gated Recurrent Unit (GRU) based Deep Learning (DL) model to forecast electricity load in distribution networks during wildfire seasons. The flexible modelling methods consider data…

Systems and Control · Electrical Eng. & Systems 2023-04-24 Weijia Yang , Sarah N. Sparrow , David C. H. Wallom

This paper is concerned about the implicit-explicit (IMEX) methods for a class of dissipative wave systems with time-varying velocity feedbacks and nonlinear potential energies, equipped with different boundary conditions. Firstly, we…

Numerical Analysis · Mathematics 2024-10-29 Zhe Jiao , Yaxu Li , Lijing Zhao

The increasing incidence and severity of wildfires underscores the necessity of accurately predicting their behavior. While high-fidelity models derived from first principles offer physical accuracy, they are too computationally expensive…

Machine Learning · Computer Science 2022-11-01 John Burge , Matthew R. Bonanni , R. Lily Hu , Matthias Ihme

In this investigation, we outline a data-assisted approach that employs random forest classifiers for local and dynamic combustion submodel assignment in turbulent-combustion simulations. This method is applied in simulations of a…

Fluid Dynamics · Physics 2021-01-19 Wai Tong Chung , Aashwin Ananda Mishra , Nikolaos Perakis , Matthias Ihme

The Caldeira-Leggett model provides a compact characterization of a thermal environment in terms of a spectral density function. This simplicity has led to a variety of numerically exact quantum methods for reduced density matrix…

Chemical Physics · Physics 2019-03-27 Fabian Gottwald , Sergei D. Ivanov , Oliver Kühn
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