Variational formulation and analysis of a linearized 2-D model with no axial symmetry for a two-phase water-petroleum flow.
Variational homotopy perturbation method for solving higher dimensional initial boundary value problems.
Variational sensitivity analysis of parametric Markovian market models
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...
Vertex centred Discretization of Two-Phase Darcy flows on General Meshes
This paper concerns the discretization of multiphase Darcy flows, in the case of heterogeneous anisotropic porous media and general 3D meshes used in practice to represent reservoir and basin geometries. An unconditionally coercive and symmetric vertex centred approach is introduced in this paper. This scheme extends the Vertex Approximate Gradient scheme (VAG), already introduced for single phase diffusive problems in [9], to multiphase Darcy flows....
Verzweigung und Stabilität von Lösungen semilinearer elliptischer Randwertprobleme.
Vessel Wall Models for Simulation of Atherosclerotic Vascular Networks
There are two mathematical models of elastic walls of healthy and atherosclerotic blood vessels developed and studied. The models are included in a numerical model of global blood circulation via recovery of the vessel wall state equation. The joint model allows us to study the impact of arteries atherosclerotic disease of a set of arteries on regional haemodynamics.
Vibrations of a beam between obstacles. Convergence of a fully discretized approximation
We consider mathematical models describing dynamics of an elastic beam which is clamped at its left end to a vibrating support and which can move freely at its right end between two rigid obstacles. We model the contact with Signorini's complementary conditions between the displacement and the shear stress. For this infinite dimensional contact problem, we propose a family of fully discretized approximations and their convergence is proved. Moreover some examples of implementation are presented....
Vorticity dynamics and numerical resolution of Navier-Stokes equations
We present a new methodology for the numerical resolution of the hydrodynamics of incompressible viscid newtonian fluids. It is based on the Navier-Stokes equations and we refer to it as the vorticity projection method. The method is robust enough to handle complex and convoluted configurations typical to the motion of biological structures in viscous fluids. Although the method is applicable to three dimensions, we address here in detail only the two dimensional case. We provide numerical data...
Vorticity dynamics and numerical Resolution of Navier-Stokes Equations
We present a new methodology for the numerical resolution of the hydrodynamics of incompressible viscid newtonian fluids. It is based on the Navier-Stokes equations and we refer to it as the vorticity projection method. The method is robust enough to handle complex and convoluted configurations typical to the motion of biological structures in viscous fluids. Although the method is applicable to three dimensions, we address here in detail only the two dimensional case. We provide numerical data...
Vorzeichenstabile Differenzenverfahren für parabolische Anfangsrandwertaufgaben.
Wavelet method for option pricing under the two-asset Merton jump-diffusion model
This paper examines the pricing of two-asset European options under the Merton model represented by a nonstationary integro-differential equation with two state variables. For its numerical solution, the wavelet-Galerkin method combined with the Crank-Nicolson scheme is used. A drawback of most classical methods is the full structure of discretization matrices. In comparison, the wavelet method enables the approximation of discretization matrices with sparse matrices. Sparsity is essential for the...
Well-posedness of the boundary value problem for parabolic equations in difference analogues of spaces of smooth functions.
WENO-Z scheme with new nonlinear weights for Hamilton-Jacobi equations and adaptive approximation
A new fifth-order weighted essentially nonoscillatory (WENO) scheme is designed to approximate Hamilton-Jacobi equations. As employing a fifth-order linear approximation and three third-order ones on the same six-point stencil as before, a newly considered WENO-Z methodology is adapted to define nonlinear weights and the final WENO reconstruction results in a simple and clear convex combination. The scheme has formal fifth-order accuracy in smooth regions of the solution and nonoscillating behavior...
Young-measure approximations for elastodynamics with non-monotone stress-strain relations
Microstructures in phase-transitions of alloys are modeled by the energy minimization of a nonconvex energy density . Their time-evolution leads to a nonlinear wave equation with the non-monotone stress-strain relation plus proper boundary and initial conditions. This hyperbolic-elliptic initial-boundary value problem of changing types allows, in general, solely Young-measure solutions. This paper introduces a fully-numerical time-space discretization of this equation in a corresponding very...
Young-Measure approximations for elastodynamics with non-monotone stress-strain relations
Microstructures in phase-transitions of alloys are modeled by the energy minimization of a nonconvex energy density ϕ. Their time-evolution leads to a nonlinear wave equation with the non-monotone stress-strain relation plus proper boundary and initial conditions. This hyperbolic-elliptic initial-boundary value problem of changing types allows, in general, solely Young-measure solutions. This paper introduces a fully-numerical time-space discretization of this equation in a corresponding...
В равномерной на полуоси оценке скорости сходимости галеркинских приближений для уравнений движения жидкостей Кельвина-Фойгта
Вычисление поправок к асимптотике Фока для волнового поля вблизи круглого цилиндра и сферы
Динамика лучей в окрестности точек распрямления границы
Дискретный аналог метода Гельфанда-Левитана в двумерной обратной задаче для гиперболического уравнения.
Достаточные условия сходимости метода Ньютона-Канторовича при решении краевых задач для квазилинейных уравнений эллиптического типа