相关论文: Revisiting Lambert's Problem
The method of self-similar factor approximants is shown to be very convenient for solving different evolution equations and boundary-value problems typical of physical applications. The method is general and simple, being a straightforward…
The problem Orienteering asks whether there exists a walk which visits a number of sites without exceeding some fuel budget. In the variant of the problem we consider, the cost of each edge in the walk is dependent on the time we depart one…
This article addresses the problem of approximating the price of options on discrete and continuous arithmetic average of the underlying, i.e. discretely and continuously monitored Asian options, in local volatility models. A…
Taking into account the asymptotic behavior of some Wright functions and the existence of bounds for the Mainardi and the Wright function $W(-x,\frac{\alpha}{2}, 1)$ in $\mathbb{R}^+$ , three different initial-boundary-value problems for…
In this paper, we investigate optimal control problems governed by semilinear elliptic variational inequalities involving constraints on the state, and more precisely the obstacle problem. Since we adopt a numerical point of view, we first…
A common feature of reparametrization invariant theories is the difficulty involved in identifying an appropriate evolution parameter and in constructing a Hilbert space on states. Two well known examples of such theories are the…
Recently, a flexible and stable algorithm was introduced for the computation of 2D unstable manifolds of periodic solutions to systems of ordinary differential equations. The main idea of this approach is to represent orbits in this…
In this paper, we propose a review of the free boundary formulation for BVPs defined on semi-infinite intervals. The main idea and theorem are illustrated, for the reader convenience, by using a class of second-order BVPs. Moreover, we are…
The first integrals of the Kepler problem are used to compute preliminary orbits starting from two short observed arcs of a celestial body, which may be obtained either by optical or radar observations. We write polynomial equations for…
We study the scattering rigidity problem in Lorentzian geometry: recovery of a Lorentzian metric from the scattering relation known on a lateral timelike boundary. We show that one can recover the jet of the metric up to a gauge…
Hamiltonian approach in quantum mechanics provides a new thinking for barrier option pricing. For proportional floating barrier step options, the option price changing process is similar to the one dimensional trapezoid potential barrier…
This paper proposes a two-phase framework to solve an optimal multi-target Lambert rendezvous problem. The first phase solves a series of single-target rendezvous problems for all departure-arrival object pairs to generate the elementary…
This note is devoted to continuity results of the time derivative of the solution to the one-dimensional parabolic obstacle problem with variable coefficients. It applies to the smooth fit principle in numerical analysis and in financial…
The Riemann-Hilbert boundary value problem is studied for a class of planar complex vector fields $L$ in a simply connected open set $\Om\subset\R^2$. The first integrals of $L$ are used to reduce the problem into a collection of classical…
The Lorentz transformations are represented by Einstein velocity addition on the ball of relativistically admissible velocities. This representation is by projective maps. The Lie algebra of this representation defines the relativistic…
We consider the problem of recovering of initial data in the IBVP for the wave-type equation in the half-space by the solution restricted to the boundary. The singular value decomposition of this problem is concerned: the asymptotics of…
In the present work, metrics which lead to projected closed orbits are found by comparing the relativistic differential equation of orbits with the corresponding classical differential equation. Physical and geometrical properties of these…
In this paper, within scaling invariance theory, we define and apply to the numerical solution of a similarity boundary layer model an iterative transformation method. The boundary value problem to be solved depends on a parameter and is…
We study the inverse boundary value problem for the wave equation using the single-layer potential operator as the data. We assume that the data have frequency content in a bounded interval. We prove how to choose classes of nonsmooth…
The method is proposed for the study of many-point boundary value problems for systems of nonlinear ODE, by reducing them to special equivalent integral equations, and allows us [in contrast with the known method [1]] to consider boundary…