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The present paper studies an optimization problem of dynamically loaded cylindrical tubes. This is a problem of linear elasticity theory. As we search for the optimal thickness of the tube which minimizes the displacement under forces, this is a problem of shape optimization. The mathematical model is given by a differential equation (ODE and PDE, respectively); the mechanical problem is described as an optimal control problem. We consider both the stationary (time independent) and the transient...
The paper presents a discontinuous Galerkin method for solving partial integro-differential equations arising from the European as well as American option pricing when the underlying asset follows an exponential variance gamma process. For practical purposes of numerical solving we introduce the modified option pricing problem resulting from a localization to a bounded domain and an approximation of small jumps, and we discuss the related error estimates. Then we employ a robust numerical procedure...
We consider the analysis and
numerical solution of a forward-backward boundary value problem.
We provide some motivation, prove existence and uniqueness in a function
class especially geared to the problem at hand, provide various energy
estimates, prove a priori error estimates for the Galerkin method,
and show the results of some numerical computations.
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