Discontinuous Galerkin method for a 2D nonlocal flocking model

Kučera, Václav; Zivčáková, Andrea

The search session has expired. Please query the service again.

Displaying similar documents to “Discontinuous Galerkin method for a 2D nonlocal flocking model”

Numerical solution of a new hydrodynamic model of flocking

Kučera, Václav, Živčáková, Andrea

Similarity:

This work is concerned with the numerical solution of a hydrodynamic model of the macroscopic behavior of flocks of birds due to Fornasier et al., 2011. The model consists of the compressible Euler equations with an added nonlocal, nonlinear right-hand side. As noticed by the authors of the model, explicit time schemes are practically useless even on very coarse grids in 1D due to the nonlocal nature of the equations. To this end, we apply a semi-implicit discontinuous Galerkin method...

DG method for pricing European options under Merton jump-diffusion model

Jiří Hozman, Tomáš Tichý, Miloslav Vlasák (2019)

Applications of Mathematics

Similarity:

Under real market conditions, there exist many cases when it is inevitable to adopt numerical approximations of option prices due to non-existence of analytical formulae. Obviously, any numerical technique should be tested for the cases when the analytical solution is well known. The paper is devoted to the discontinuous Galerkin method applied to European option pricing under the Merton jump-diffusion model, when the evolution of the asset prices is driven by a Lévy process with finite...

Valuing barrier options using the adaptive discontinuous Galerkin method

Hozman, Jiří

Similarity:

This paper is devoted to barrier options and the main objective is to develop a sufficiently robust, accurate and efficient method for computation of their values driven according to the well-known Black-Scholes equation. The main idea is based on the discontinuous Galerkin method together with a spatial adaptive approach. This combination seems to be a promising technique for the solving of such problems with discontinuous solutions as well as for consequent optimization of the number...

A new reconstruction-enhanced discontinuous Galerkin method for time-dependent problems

Kučera, Václav

Similarity:

This work is concerned with the introduction of a new numerical scheme based on the discontinuous Galerkin (DG) method. We propose to follow the methodology of higher order finite volume schemes and introduce a reconstruction operator into the DG scheme. This operator constructs higher order piecewise polynomial reconstructions from the lower order DG scheme. Such a procedure was proposed already in [2] based on heuristic arguments, however we provide a rigorous derivation, which justifies...