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Fully discrete FEM-BEM method for a class of exterior nonlinear parabolic-elliptic problems in 2D
(Elsevier BV * North-Holland, 2006-10)
[Abstract] We considered a nonlinear parabolic equation in a bounded domain of R2 coupled with the Laplace equation in the corresponding exterior region. This kind of problems appears in the modelling of quasi-stationary ...
PDE Models and Numerical Methods for Total Value Adjustment in European and American Options with Counterparty Risk
(Elsevier Inc., 2017-09-01)
[Abstract] Since the last financial crisis, a relevant effort in quantitative finance research concerns the consideration of counterparty risk in financial contracts, specially in the pricing of derivatives. As a consequence ...
Numerical solution of a 1-d elastohydrodynamic problem in magnetic storage devices
(E D P Sciences, 2008-07)
[Abstract] In this work we present new numerical methods to simulate the mechanics of head-tape magnetic storage devices. The elastohydrodynamic problem is formulated in terms of a coupled system which is governed by a ...