This paper deals with the construction of numerical solution of the Black-Scholes (B-S) type equation modeling option pricing with variable yield discrete dividend payment at time $t_d$. Firstly the shifted delta generalized function $\delta (t-t_d)$ appearing in the B-S equation is approximated by an appropriate sequence of nice ordinary functions. Then a semidiscretization technique applied on the underlying asset is used to construct a numerical solution. The limit of this numerical solution is independent...

We give a proof of the existence of a solution of reconstruction operators used in the $P_N{P}_M$ DG schemes in one space dimension. Some properties and error estimates of the projection and reconstruction operators are presented. Then, by applying the $P_N{P}_M$ DG schemes to the linear advection equation, we study their stability obtaining maximal limits of the Courant numbers for several $P_N{P}_M$ DG schemes mostly experimentally. A numerical study explains how the stencils used in the reconstruction affect...

Intrinsic equations represent promising approach for the description of rotor blade dynamics. They are the system of non-linear partial differential equations. Stability of numeric solution by the finite difference method is described. The stability is studied for various numerical schemes with different methods for the computation of spatial derivatives from time level $n+0.5$ (i.e., mean values of old and new time step) to $n+1$ (i.e., only from new time step). Stable solution was obtained only...

We prove the maximum principle for a discontinuous Galerkin (DG) method applied to the numerical solution of traffic flow problems on networks described by the Lighthill-Whitham-Richards equations. The paper is a followup of the preceding paper, Part I, where $L^2$ stability of the scheme is analyzed. At traffic junctions, we consider numerical fluxes based on Godunov’s flux derived in our previous work. We also construct a new Godunov-like numerical flux taking into account right of way...

This study deals with a numerical solution of a 2D flows of a compressible viscous fluids in a convergent channel for low inlet airflow velocity. Three governing systems – Full system, Adiabatic system, Iso-energetic system$basedontheNavier-Stokesequationsforlaminarflowaretested.Thenumericalsolutionisrealizedbyfinitevolumemethodandthepredictor-correctorMacCormackschemewithJamesonartificialviscosityusingagridofquadrilateralcells.TheunsteadygridofquadrilateralcellsisconsideredintheformofconservationlawsusingArbitraryLagrangian-Eulerianmethod.Thenumericalresults,acquiredfromadevelopedprogram,arepresentedforinletvelocity$u=4.12 ms-1$andReynoldsnumberRe=$4 103$.$

We deal with the problem of practical uniform $h$-stability for nonlinear time-varying perturbed differential equations. The main aim is to give sufficient conditions on the linear and perturbed terms to guarantee the global existence and the practical uniform $h$-stability of the solutions based on Gronwall’s type integral inequalities. Several numerical examples and an application to control systems with simulations are presented to illustrate the applicability of the obtained results. ...

Let W(A) and $W_e\left(A\right)$ be the joint numerical range and the joint essential numerical range of an m-tuple of self-adjoint operators A = (A₁, ..., Aₘ) acting on an infinite-dimensional Hilbert space. It is shown that $W_e\left(A\right)$ is always convex and admits many equivalent formulations. In particular, for any fixed i ∈ 1, ..., m, $W_e\left(A\right)$ can be obtained as the intersection of all sets of the form $cl\left(W(A₁,...,A_{i+1},A_i+F,A_{i+1},...,Aₘ)\right)$, where F = F* has finite rank. Moreover, the closure cl(W(A)) of W(A) is always star-shaped with the elements in...

This paper presents several numerical radii and norm inequalities for Hilbert space operators. These inequalities improve some earlier related inequalities. For an operator $A$, we prove that $$\begin{array}{ccc}\hfill {\omega }^2\left(A\right)\le & \parallel \frac{A^{*}A+A{A}^{*}}{2}-\frac{1}{2R}((1-t)A^{*}A+tA{A}^{*}\hfill & \hfill -{((1-t){\left(A^{*}A\right)}^{1/2}+{\left(A{A}^{*}\right)}^{1/2})}^2)\parallel \end{array}$$ where $R=max\{t,1-t\}$ and $0\le t\le 1$.

A space-time formulation for unsteady inviscid compressible flow computations in 2D moving geometries is presented. The governing equations in Arbitrary Lagrangian-Eulerian formulation (ALE) are discretized on two layers of space-time finite elements connecting levels $n$, $n+1/2$ and $n+1$. The solution is approximated with linear variation in space (P1 triangle) combined with linear variation in time. The space-time residual from the lower layer of elements is distributed to the nodes at level...

Let $S$ be a numerical semigroup. We say that $h\in \mathbb{N}\setminus S$ is an isolated gap of $S$ if $\{h-1,h+1\}\subseteq S.$ A numerical semigroup without isolated gaps is called a perfect numerical semigroup. Denote by $\mathrm{m}\left(S\right)$ the multiplicity of a numerical semigroup $S$. A covariety is a nonempty family $𝒞$ of numerical semigroups that fulfills the following conditions: there exists the minimum of $𝒞,$ the intersection of two elements of $𝒞$ is again an element of $𝒞$, and $S\setminus \left\{\mathrm{m}\right(S\left)\right\}\in 𝒞$ for all $S\in 𝒞$ such that $S\ne min\left(𝒞\right).$ We prove that the set $𝒫\left(F\right)=\{S:S$ is a perfect numerical semigroup...

The semi-group associated with the Cauchy problem for a scalar conservation law is known to be a contraction in $L^1$. However it is not a contraction in $L^p$ for any $p\>1$. Leger showed in [] that for a convex flux, it is however a contraction in $L^2$ up to a suitable shift. We investigate in this paper whether such a contraction may happen for systems. The method is based on the relative entropy method. Our general analysis leads us to the new geometrical notion of systems. We treat in details...

We prove that the error term ${\sum }_{n\le x}\Lambda \left(n\right)/n-logx+\gamma$ differs from (ψ(x)-x)/x by a well controlled function. We deduce very precise numerical results from the formula obtained.

Many problems in operations research, management science, and engineering fields lead to the solution of absolute value equations. In this study, we propose two new iteration methods for solving absolute value equations $Ax-\left|x\right|=b$, where $A\in {ℝ}^{n\times n}$ is an $M$-matrix or strictly diagonally dominant matrix, $b\in {ℝ}^n$ and $x\in {ℝ}^n$ is an unknown solution vector. Furthermore, we discuss the convergence of the proposed two methods under suitable assumptions. Numerical experiments are given to verify the feasibility, robustness...

Let V be the C*-algebra B(H) of bounded linear operators acting on the Hilbert space H, or the Jordan algebra S(H) of self-adjoint operators in B(H). For a fixed sequence (i₁, ..., iₘ) with i₁, ..., iₘ ∈ 1, ..., k, define a product of $A₁,...,A_k\in V$ by $A₁*\cdots *A_k=A_{i₁}\cdots A_{iₘ}$. This includes the usual product $A₁*\cdots *A_k=A₁\cdots A_k$ and the Jordan triple product A*B = ABA as special cases. Denote the numerical range of A ∈ V by W(A) = (Ax,x): x ∈ H, (x,x) = 1. If there is a unitary operator U and a scalar μ satisfying ${\mu }^m=1$ such that ϕ: V → V has...