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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…

计算金融 · 定量金融 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…

最优化与控制 · 数学 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…

偏微分方程分析 · 数学 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…

数值分析 · 数学 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…

数学物理 · 物理学 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…

材料科学 · 物理学 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,…

偏微分方程分析 · 数学 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…

机器人学 · 计算机科学 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)…

广义相对论与量子宇宙学 · 物理学 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…

计算物理 · 物理学 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…

最优化与控制 · 数学 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 $4^{th}$…

广义相对论与量子宇宙学 · 物理学 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…

代数拓扑 · 数学 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…

数值分析 · 数学 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…

数值分析 · 数学 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…

数值分析 · 数学 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…

数据结构与算法 · 计算机科学 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…

数值分析 · 数学 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…

微分几何 · 数学 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…

数值分析 · 数学 2019-08-01 Alessio Fumagalli , Isabelle Faille