An Exact Realization of a Modified Hilbert Transformation for Space-Time Methods for Parabolic Evolution Equations

We present different possibilities of realizing a modified Hilbert type transformation as it is used for Galerkin–Bubnov discretizations of space-time variational formulations for parabolic evolution equations in anisotropic Sobolev spaces of spatial order 1 and temporal order \frac{1}{2}. First, we investigate the series expansion of the definition of the modified Hilbert transformation, where the truncation parameter has to be adapted to the mesh size. Second, we introduce a new series expansion based on the Legendre chi function to calculate the corresponding matrices for piecewise polynomial functions. With this new procedure, the matrix entries for a space-time finite element method for parabolic evolution equations are computable to machine precision independently of the mesh size. Numerical results conclude this work.

The Approximation of the Fourth-Order Partial Differential Equations in the Class of the Piecewise Polynomial Functions on the Triangular Grid

The present work determines the deviation of the piecewise cubic almost-solution of the biharmonic equation and derives the general formula (3) for its calculation. Based on this concept, we obtained an approximation of the equation. A number of numerical calculations were carried out in order to confirm the obtained formula (see pictures 1 and 2) experimentally. In general, for all selected biharmonic functions, the deviation value "ΔΔ(𝑢) turned out to be, as expected, rather small even with a relatively small number of triangulation nodes. On average, with 25 ≤ 𝑁 ≤ 35, the absolute error was about 0, 0001, which gives an approximately asymptotic estimate of 𝑂(ℎ2) when the partitioning step is ℎ → 0.

Advanced Zig-Zag Beam Theories for Sandwich Structures Analyses

This work aims at evaluating the capabilities of several higher-order beam formulations for stress and dynamic analyses of layered sandwich structures. The structural models are conceived within the framework of the Carrera Unified Formulation (CUF) that allows one to generate (and compare) an infinite number of displacement fields. The number and the type of functions that are selected to generate the kinematic expansions are input parameters of the problem. Besides the well-known Taylor- and Lagrange-type expansions, great attention is paid to a new class of advanced higher-order zig-zag theories, which are written as combinations of continuous piecewise polynomial functions. Numerical simulations are performed on laminated and sandwich beams with very low length-to-depth ratio values. Also, structures with soft layers made of viscoelastic materials are considered to investigate the different dissipation mechanisms.

SMOOTH UPPER BOUNDS FOR THE PRICE FUNCTION OF AMERICAN STYLE OPTIONS

We introduce a new approach for systematically obtaining smooth deterministic upper bounds for the price function of American style options. These bounding functions are characterized by sufficient conditions, under which the bounds may be infimized. In a single implementation, the proposed approach obtains explicit bounds in the form of piecewise polynomial functions, which bound the price function from above over the whole problem domain both in time and state. As a consequence, these global bounds store a continuum of information in the form of a finite number of polynomial coefficients. The proposed approach achieves these bounds, free from statistical error, without recourse to sample path simulation, without truncating the naturally unbounded domain that arises in this problem, and without discretizing the time and state variables. Throughout the paper, we demonstrate the effectiveness of the proposed method in obtaining tight upper bounds for American style option prices in a variety of market models and with various payoff structures, such as the multivariate Black Scholes and Heston stochastic volatility models and the American put and butterfly payoff structures. We also discuss extensions of the proposed methodology to perpetual American style options and frameworks in which the underlying asset contains jumps.

Korovkin Approximation Theorem with Ω Striped

In this paper, we discuss some theorem reached M. Mursaleen, there are several properties of statistical lacunary summability presented (Mursaleen, M. & Alotaibi,A., 2011; Mursaleen, M. &Alotaibi, A., 2011; Edely, O. H. & Mursaleen, M., 2009). This is concerned the motivate to narrowly delineated context denoted by Ω striped usage in prove our theorem (theorem A). We introduce some piecewise polynomial functions (Kopotun,K. A., 2006) and some results Korovkin theorem.

Hermite Type Spline Spaces over Rectangular Meshes with Complex Topological Structures

Motivated by the magneto hydrodynamic (MHD) simulation for Tokamaks with Isogeometric analysis, we present splines defined over a rectangular mesh with a complex topological structure, i.e., with extraordinary vertices. These splines are piecewise polynomial functions of bi-degree (d,d) and parameter continuity. And we compute their dimension and exhibit basis functions called Hermite bases for bicubic spline spaces. We investigate their potential applications for solving partial differential equations (PDEs) over a physical domain in the framework of Isogeometric analysis. For instance, we analyze the property of approximation of these spline spaces for the L2-norm; we show that the optimal approximation order and numerical convergence rates are reached by setting a proper parameterization, although the fact that the basis functions are singular at extraordinary vertices.