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Small amplitude vibrations of an elastic structure completely filled by a fluid are considered. Describing the structure by displacements and the fluid by its pressure field one arrives at a non-selfadjoint eigenvalue problem. Taking advantage of a Rayleigh functional we prove that its eigenvalues can be characterized by variational principles of Rayleigh, minmax and maxmin type.
Sensor placement is an optimisation problem that has recently gained great relevance. In order to achieve accurate online updates of a predictive model, sensors are used to provide observations. When sensor location is optimally selected, the predictive model can greatly reduce its internal errors. A greedy-selection algorithm is used for locating these optimal spatial locations from a numerical embedded space. A novel architecture for solving this big data problem is proposed, relying on a variational...
The finite element analysis of linear elliptic problems in two-dimensional domains with cusp points (turning points) is presented. This analysis needs on one side a generalization of results concerning the existence and uniqueness of the solution of a constinuous elliptic variational problem in a domain the boundary of which is Lipschitz continuous and on the other side a presentation of a new finite element interpolation theorem and other new devices.
Parameter sensitivities of prices for derivative contracts play an important role in model calibration as well as in quantification of model risk. In this paper a unified approach to the efficient numerical computation of all sensitivities for Markovian market models is presented. Variational approximations of the integro-differential equations corresponding to the infinitesimal generators of the market model differentiated with respect to the model parameters are employed. Superconvergent approximations...
In this paper we compare the numerical performance on a set of ill conditioned problems of several algorithms for linear systems based upon the explicit QR factorization and the implicit LQ factorization associated with the Huang and the modified Huang algorithms in the ABS class. The results indicate that the modified Huang algorithm is generally more accurate than the Huang algorithm and competitive with commercial codes based upon the QR factorization with Householder of Givens reflections. The...
We verify functional a posteriori error estimate for obstacle problem proposed by Repin. Simplification into 1D allows for the construction of a nonlinear benchmark for which an exact solution of the obstacle problem can be derived. Quality of a numerical approximation obtained by the finite element method is compared with the exact solution and the error of approximation is bounded from above by a majorant error estimate. The sharpness of the majorant error estimate is discussed.
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