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Solving Free-boundary Problems with Applications in Finance by Kumar Muthuraman,Sunil Kumar Pdf
Outlines and explains a recent computational method that solves free boundary problems by reducing them into a sequence of fixed boundary problems which are relatively easy to solve numerically.
Numerical Methods for Free Boundary Problems by VEITTAANMÄKI Pdf
About 80 participants from 16 countries attended the Conference on Numerical Methods for Free Boundary Problems, held at the University of Jyviiskylii, Finland, July 23-27, 1990. The main purpose of this conference was to provide up-to-date information on important directions of research in the field of free boundary problems and their numerical solutions. The contributions contained in this volume cover the lectures given in the conference. The invited lectures were given by H.W. Alt, V. Barbu, K-H. Hoffmann, H. Mittelmann and V. Rivkind. In his lecture H.W. Alt considered a mathematical model and existence theory for non-isothermal phase separations in binary systems. The lecture of V. Barbu was on the approximate solvability of the inverse one phase Stefan problem. K-H. Hoff mann gave an up-to-date survey of several directions in free boundary problems and listed several applications, but the material of his lecture is not included in this proceedings. H.D. Mittelmann handled the stability of thermo capillary convection in float-zone crystal growth. V. Rivkind considered numerical methods for solving coupled Navier-Stokes and Stefan equations. Besides of those invited lectures mentioned above there were 37 contributed papers presented. We shall briefly outline the topics of the contributed papers: Stefan like problems. Modelling, existence and uniqueness.
Free Boundary Problems by Isabel Narra Figueiredo,Lisa Santos Pdf
This book collects refereed lectures and communications presented at the Free Boundary Problems Conference (FBP2005). These discuss the mathematics of a broad class of models and problems involving nonlinear partial differential equations arising in physics, engineering, biology and finance. Among other topics, the talks considered free boundary problems in biomedicine, in porous media, in thermodynamic modeling, in fluid mechanics, in image processing, in financial mathematics or in computations for inter-scale problems.
Free Boundary Problems by Pierluigi Colli,Claudio Verdi,Augusto Visintin Pdf
Many phenomena of interest for applications are represented by differential equations which are defined in a domain whose boundary is a priori unknown, and is accordingly named a "free boundary". A further quantitative condition is then provided in order to exclude indeterminacy. Free boundary problems thus encompass a broad spectrum which is represented in this state-of-the-art volume by a variety of contributions of researchers in mathematics and applied fields like physics, biology and material sciences. Special emphasis has been reserved for mathematical modelling and for the formulation of new problems.
Free Boundary Problems by Ioannis Athanasopoulos Pdf
Free boundary problems arise in an enormous number of situations in nature and technology. They hold a strategic position in pure and applied sciences and thus have been the focus of considerable research over the last three decades. Free Boundary Problems: Theory and Applications presents the work and results of experts at the forefront of current research in mathematics, material sciences, chemical engineering, biology, and physics. It contains the plenary lectures and contributed papers of the 1997 International Interdisciplinary Congress proceedings held in Crete. The main topics addressed include free boundary problems in fluid and solid mechanics, combustion, the theory of filtration, and glaciology. Contributors also discuss material science modeling, recent mathematical developments, and numerical analysis advances within their presentations of more specific topics, such as singularities of interfaces, cusp cavitation and fracture, capillary fluid dynamics of film coating, dynamics of surface growth, phase transition kinetics, and phase field models. With the implications of free boundary problems so far reaching, it becomes important for researchers from all of these fields to stay abreast of new developments. Free Boundary Problems: Theory and Applications provides the opportunity to do just that, presenting recent advances from more than 50 researchers at the frontiers of science, mathematics, and technology.
Numerical Methods for Free Boundary Problems by VEITTAANMÄKI Pdf
About 80 participants from 16 countries attended the Conference on Numerical Methods for Free Boundary Problems, held at the University of Jyviiskylii, Finland, July 23-27, 1990. The main purpose of this conference was to provide up-to-date information on important directions of research in the field of free boundary problems and their numerical solutions. The contributions contained in this volume cover the lectures given in the conference. The invited lectures were given by H.W. Alt, V. Barbu, K-H. Hoffmann, H. Mittelmann and V. Rivkind. In his lecture H.W. Alt considered a mathematical model and existence theory for non-isothermal phase separations in binary systems. The lecture of V. Barbu was on the approximate solvability of the inverse one phase Stefan problem. K-H. Hoff mann gave an up-to-date survey of several directions in free boundary problems and listed several applications, but the material of his lecture is not included in this proceedings. H.D. Mittelmann handled the stability of thermo capillary convection in float-zone crystal growth. V. Rivkind considered numerical methods for solving coupled Navier-Stokes and Stefan equations. Besides of those invited lectures mentioned above there were 37 contributed papers presented. We shall briefly outline the topics of the contributed papers: Stefan like problems. Modelling, existence and uniqueness.
Free Boundary Problems, Theory and Applications by Marek Niezgodka,Pawel Strzelecki Pdf
Addressing various aspects of nonlinear partial differential equations, this volume contains papers and lectures presented at the Congress on Free boundary Problems, Theory and Application held in Zakopane, Poland in 1995. Topics include existence, uniqueness, asymptotic behavior, and regularity of solutions and interfaces.
Free and Moving Boundary Problems by John Crank Pdf
Here is a wide-ranging, comprehensive account of the mathematical formulation of problems involving free boundaries as they occur in such diverse areas as hydrology, metallurgy, chemical engineering, soil science, molecular biology, materials science, and steel and glass production. Many newmethods of solution are discussed, including modern computer techniques which address multidimensional, multiphase practical problems.
Free Boundary Problems in Fluid Flow with Applications by J M Chadam,Helen Rasmussen Pdf
This is the third of three volumes containing the proceedings of the International Colloquium 'Free Boundary problems: Theory and Applications', held in Montreal from June 13 to June 22, 1990. The main part of this volume studies the flow of fluids, an area which has led to many of the classical free boundary problems. The first two sections contain the papers on various problems in fluid mechanics. The types of problems vary fromthe collision of two jets to the growth of a sand wave. In the next two sections porous flow is considered. This has important practical applications in fields such as petroleum engineering and groundwater pollution. Some new and interesting free boundary problems in geology and engineering are treated in the final section.
Variational Approach to Hyperbolic Free Boundary Problems by Seiro Omata,Karel Svadlenka,Elliott Ginder Pdf
This volume is devoted to the study of hyperbolic free boundary problems possessing variational structure. Such problems can be used to model, among others, oscillatory motion of a droplet on a surface or bouncing of an elastic body against a rigid obstacle. In the case of the droplet, for example, the membrane surrounding the fluid in general forms a positive contact angle with the obstacle, and therefore the second derivative is only a measure at the contact free boundary set. We will show how to derive the mathematical problem for a few physical systems starting from the action functional, discuss the mathematical theory, and introduce methods for its numerical solution. The mathematical theory and numerical methods depart from the classical approaches in that they are based on semi-discretization in time, which facilitates the application of the modern theory of calculus of variations.
Computational Moving Boundary Problems by Mohamed Zerroukat,Chris R. Chatwin Pdf
This book reviews and compares some well-known numerical methods and more recent contributions for solving both moving boundary and boundary value problems. Recent advances in the finite difference solution of linear and non-linear partial differential equations are also presented and algorithmic manipulations which enhance the computational efficiency are incorporated into the overall schemes.
Uri M. Ascher,Robert M. M. Mattheij,Robert D. Russell
Author : Uri M. Ascher,Robert M. M. Mattheij,Robert D. Russell Publisher : SIAM Page : 617 pages File Size : 51,9 Mb Release : 1988-01-01 Category : Mathematics ISBN : 9780898713541
Numerical Solution of Boundary Value Problems for Ordinary Differential Equations by Uri M. Ascher,Robert M. M. Mattheij,Robert D. Russell Pdf
This book is the most comprehensive, up-to-date account of the popular numerical methods for solving boundary value problems in ordinary differential equations. It aims at a thorough understanding of the field by giving an in-depth analysis of the numerical methods by using decoupling principles. Numerous exercises and real-world examples are used throughout to demonstrate the methods and the theory. Although first published in 1988, this republication remains the most comprehensive theoretical coverage of the subject matter, not available elsewhere in one volume. Many problems, arising in a wide variety of application areas, give rise to mathematical models which form boundary value problems for ordinary differential equations. These problems rarely have a closed form solution, and computer simulation is typically used to obtain their approximate solution. This book discusses methods to carry out such computer simulations in a robust, efficient, and reliable manner.
Numerical Approximation Methods for Elliptic Boundary Value Problems by Olaf Steinbach Pdf
This book presents a unified theory of the Finite Element Method and the Boundary Element Method for a numerical solution of second order elliptic boundary value problems. This includes the solvability, stability, and error analysis as well as efficient methods to solve the resulting linear systems. Applications are the potential equation, the system of linear elastostatics and the Stokes system. While there are textbooks on the finite element method, this is one of the first books on Theory of Boundary Element Methods. It is suitable for self study and exercises are included.
