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Journal of Computational and Applied Mathematics
Elsevier
Journal of Computational and Applied Mathematics

Elsevier

0377-0427

Journal of Computational and Applied Mathematics/Journal Journal of Computational and Applied MathematicsSCIISTPEI
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    Minimization of the p-Laplacian first eigenvalue for a two-phase material

    Casado-Diaz, JuanConca, CarlosVasquez-Varas, Donato
    15页
    查看更多>>摘要:We study the problem of minimizing the first eigenvalue of the p-Laplacian operator for a two-phase material in a bounded open domain Omega subset of R-N, N >= 2 assuming that the amount of the best material is limited. We provide a relaxed formulation of the problem and prove some smoothness results for these solutions. As a consequence we show that if Omega is of class C-1,C-1, simply connected with connected boundary, then the unrelaxed problem has a solution if and only if Omega is a ball. We also provide an algorithm to approximate the solutions of the relaxed problem and perform some numerical simulations. (C) 2021 Elsevier B.V. All rights reserved.

    Numerical verification for asymmetric solutions of the Henon equation on bounded domains

    Asai, TaiseiTanaka, KazuakiOishi, Shin'ichi
    13页
    查看更多>>摘要:The Henon equation, a generalized form of the Emden equation, admits symmetry breaking bifurcation for a certain ratio of the transverse velocity to the radial velocity. Therefore, it has asymmetric solutions on a symmetric domain even though the Emden equation has no asymmetric unidirectional solution on such a domain. We discuss a numerical verification method for proving the existence of solutions of the Henon equation on a bounded domain. By applying the method to a line-segment domain and a square domain, we numerically prove the existence of solutions of the Henon equation for several parameters representing the ratio of transverse to radial velocity. As a result, we find a set of undiscovered solutions with three peaks on the square domain. (C) 2021 The Authors. Published by Elsevier B.V.

    Convergence of a finite volume scheme for immiscible compressible two-phase flow in porous media by the concept of the global pressure

    Amaziane, BrahimJurak, MladenRadisic, Ivana
    26页
    查看更多>>摘要:This paper deals with development and analysis of a finite volume (FV) method for the coupled system describing immiscible compressible two-phase flow, such as water-gas, in porous media, capillary and gravity effects being taken into account. We investigate a fully coupled fully implicit cell-centered "phase-by-phase'' FV scheme for the discretization of such system. The main goal is to incorporate some of the most recent improvements in the scheme and the convergence of the numerical approximation to the weak solution of such models. The spatial discretization uses a TPFA scheme and a new strategy for handling the upwinding. Based on a priori estimates and compactness arguments, we prove the convergence of the numerical approximation to the weak solution. The particular feature in this convergence analysis of the classical engineering scheme based on the "phase-by-phase'' upwinding on an orthogonal mesh relies on the global pressure-saturation fractional flow formulation as was defined relatively recently for immiscible compressible flow in porous media. We have developed and implemented this scheme in a new module in the context of the open source platform DuMu(X). Two numerical experiments are presented to demonstrate the efficiency of this scheme. The first test addresses the evolution in 2D of gas migration through engineered and geological barriers for a deep repository for radioactive waste. The second test case is chosen to test the ability of the method to approximate solutions for 3D problems modeling scenarios of CO2 injection in a fully water-saturated domain. (C) 2021 Elsevier B.V. All rights reserved.

    Default and prepayment options pricing and default probability valuation under VG model

    Yilmaz, BilgiHekimoglu, A. AlperSelcuk-Kestel, A. Sevtap
    15页
    查看更多>>摘要:In this paper, a new approach, the Variance Gamma (VG) model, which is used to capture unexpected shocks (e.g., Covid-19) in housing markets, is proposed to contribute to the standard option-based mortgage valuation methods. Based on the VG model, the closed-form solutions are performed for pricing mortgage default and prepayment options. It solves the options pricing equations explicitly and illustrates numerical results for both mortgage default and prepayment options' prices. Furthermore, the study enables researchers to monitor the default probability of mortgagors. Analyzing the effect of risks on default and prepayment options using simulations shows that the VG model captures the systematic and systemic (idiosyncratic) risks of default and prepayment options prices with closed-form solutions and computes the mortgage default probabilities. Therefore, it allows lenders a more advanced decision process compared to the standard option-based mortgage valuation method. (C) 2021 Elsevier B.V. All rights reserved.

    Necessary conditions for the extremum in non-smooth problems of variational calculus

    Mardanov, Misir J.Melikov, Telman K.Malik, Samin T.
    11页
    查看更多>>摘要:In the paper, we proposed an approach for studying strong and weak extremums in non-smooth vector problems of calculus of variation, namely, in classic variational problems with fixed ends and with a free right end, and also in a variational problem with higher derivatives. The essence of the proposed approach is to introduce a Weierstrass type variation characterized by a numerical parameter. Necessary conditions for minimum containing as corollaries the Weierstrass condition, its local modification and also the Legendre and transversality conditions are obtained. In the case when the Legendre condition degenerates, equality and inequality type necessary conditions are obtained for the weak local minimum. The examples showing the content-richness of the obtained main results are given. (C) 2021 Elsevier B.V. All rights reserved.

    Recursive approximating to the finite-time Gerber-Shiu function in Levy risk models under periodic observation

    Xie, JiayiZhang, Zhimin
    22页
    查看更多>>摘要:In this paper, we study the finite-time ruin problems in the spectrally negative Levy risk models. Suppose that the surplus process of an insurance company is observed periodically in a finite-time interval, and ruin is declared as soon as the observed surplus level is negative. A finite-time Gerber-Shiu expected discounted penalty function is studied. After approximating the common density function of the successive increments of the observed surplus process by frame duality projection, we propose a recursive method for computing the finite-time Gerber-Shiu function. Error analysis is made for the proposed algorithm, and numerical examples are also illustrated to show accuracy and efficiency of our method. (C) 2021 Elsevier B.V. All rights reserved.

    Numerical analysis of a porous-elastic model for convection enhanced drug delivery

    Ferreira, J. A.Pinto, L.Santos, R. F.
    19页
    查看更多>>摘要:Convection enhanced drug delivery (CED) is a technique used to make therapeutic agents reach, through a catheter, sites of difficult access. The name of this technique comes from the convective flow originated by a pressure gradient induced at the tip of the catheter. This flow enhances passive diffusion and allows a more efficient spread of the agents by the target site. CED is particularly useful in the treatment of diseases that affect the central nervous system, where the blood-brain barrier prevents the diffusion of most therapeutic agents from the cerebral blood vessels to the brain interstitial space. In this work we deal with the numerical analysis of a coupled system of partial differential equations that can be used to simulate CED in an elastic medium like brain tissue. The model variables are the fluid velocity, the pressure, the tissue deformation, and the agents concentration. We prove the stability of the coupled problem and from the numerical point of view we propose a fully discrete piecewise linear finite element method (FEM). The convergence analysis shows that the method has second order convergence for the pressure, displacement, and concentration. Numerical experiments illustrating the theoretical convergence rates and the behavior of the system are also given. (C) 2021 Elsevier B.V. All rights reserved.

    Optimization of selected operation characteristics of array antennas

    Petrasova, IvetaKarban, PavelKropik, PetrPanek, David...
    12页
    查看更多>>摘要:Method of optimizing the distance between individual elements in the antenna array is presented. Based on the verification of the analytical model for one defined rectangular patch antenna and subsequently for the antenna array, the sweep analysis was per-formed for variant voltage and phase values on each element of the array. The results were used as the input parameters for creating a surrogate model using a neural network for implementation in a micro-controller and use for voltage control in the array. The methodology is illustrated with a typical example. (C) 2021 Elsevier B.V. All rights reserved.

    An unfitted HDG method for Oseen equations

    Solano, ManuelVargas, Felipe M.
    18页
    查看更多>>摘要:We propose and analyze a high order unfitted hybridizable discontinuous Galerkin method to numerically solve Oseen equations in a domain Omega having a curved boundary. The domain is approximated by a polyhedral computational domain not necessarily fitting Omega. The boundary condition is transferred to the computational domain through line integrals over the approximation of the gradient of the velocity and a suitable decomposition of the pressure in the computational domain is employed to obtain an approximation of the pressure having zero-mean in the domain Omega. Under assumptions related to the distance between the computational boundary and Omega, we provide stability estimates of the solution that will lead us to the well-posedness of the scheme and also to the error estimates. In particular, we prove that the approximations of the pressure, velocity and its gradient are of order h(k+1), where h is the meshsize and k the polynomial degree of the local discrete spaces. We provide numerical experiments validating the theory and also showing the performance of the method when applied to the steady-state incompressible Navier-Stokes equations. (C) 2021 Elsevier B.V. All rights reserved.

    Hyperbolic interpolatory geometric subdivision schemes

    Ahanchaou, TaoufikIkemakhen, Aziz
    22页
    查看更多>>摘要:The study of planar and spherical geometric subdivision schemes was done in Dyn and Hormann (2012); Bellaihou and Ikemakhen (2020). In this paper we complete this study by examining the hyperbolic case. We define general interpolatory geometric subdivision schemes generating curves on the hyperbolic plane by using geodesic polygons and the hyperbolic trigonometry. We show that a hyperbolic interpolatory geometric subdivision scheme is convergent if the sequence of maximum edge lengths is summable and the limit curve is G(1)-continuous if in addition the sequence of maximum angular defects is summable. In particular, we study the case of bisector interpolatory schemes. Some examples are given to demonstrate the properties of these schemes and some fascinating images on Poincare disk are produced from these schemes. (C) 2021 Elsevier B.V. All rights reserved.