GI-M2NICA - Artigos: Envíos recentes
Mostrando ítems 61-65 de 74
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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 ... -
Mathematical analysis and numerical simulation of a Reynolds-Koiter model for the elastohydrodynamic journal-bearing device
(E D P Sciences, 2002-03)[Abstract] The aim of this work is to deduce the existence of solution of a coupled problem arising in elastohydrodynamic lubrication. The lubricant pressure and concentration are modelled by Reynolds equation, jointly ... -
Low cost a posteriori error estimators for an augmented mixed FEM in linear elasticity
(Elsevier BV * North-Holland, 2014)[Abstract] We consider an augmented mixed finite element method applied to the linear elasticity problem and derive a posteriori error estimators that are simpler and easier to implement than the ones available in the ... -
A posteriori error analysis of an augmented mixed finite element method for Darcy flow
(Elsevier BV, 2015-01)[Abstract] We develop an a posteriori error analysis of residual type of stabilized mixed finite element method for Darcy flow. The stabilized formulation is obtained by adding to the standard dual-mixed approach suitable ...