In specific fields of research such as preservation of historical buildings, medical imaging, geophysics and others, it is of particular interest to perform only a non-intrusive boundary measurements. The idea is to obtain comprehensive information about the material properties inside the considered domain while keeping the test sample intact. This paper is focused on such problems, i.e. synthesizing a physical model of interest with a boundary inverse value technique. The forward model is represented here by time dependent heat equation with transport parameters that are subsequently identified using a modified Calderón problem which is numerically solved by a regularized Gauss-Newton method. The proposed model setup is computationally verified for various domains, loading conditions and material distributions.

A variational two-level method in the class of methods with an aggressive coarsening and a massive polynomial smoothing is proposed. The method is a modification of the method of Section 5 of Tezaur, Vaněk (2018). Compared to that method, a significantly sharper estimate is proved while requiring only slightly more computational work.

Option pricing models are an important part of financial markets worldwide. The PDE formulation of these models leads to analytical solutions only under very strong simplifications. For more general models the option price needs to be evaluated by numerical techniques. First, based on an ideal pure diffusion process for two risky asset prices with an additional path-dependent variable for continuous arithmetic average, we present a general form of PDE for pricing of Asian option contracts on two assets. Further, we focus only on one subclass-Asian options with floating strike-and introduce the concept of the dimensionality reduction with respect to the payoff leading to PDE with two spatial variables. Then the numerical option pricing scheme arising from the discontinuous Galerkin method is developed and some theoretical results are also mentioned. Finally, the aforementioned model is supplemented with numerical results on real market data.

This paper is devoted to the study of the linear parabolic problem $$\varepsilon\partial_t{u_\varepsilon}(x,t)-\nabla\cdot(a(x/\varepsilon, t/\varepsilon^3)\nabla{u_\varepsilon}(x,t))=f(x,t)$$ ε∂tuε(x,t)−∇⋅(a(x/ε,t/ε3)∇uε(x,t))=f(x,t) by means of periodic homogenization. Two interesting phenomena arise as a result of the appearance of the coefficient ε in front of the time derivative. First, we have an elliptic homogenized problem although the problem studied is parabolic. Secondly, we get a parabolic local problem even though the problem has a different relation between the spatial and temporal scales than those normally giving rise to parabolic local problems. To be able to establish the homogenization result, adapting to the problem we state and prove compactness results for the evolution setting of multiscale and very weak multiscale convergence. In particular, assumptions on the sequence {u ε } different from the standard setting are used, which means that these results are also of independent interest.

A new hybrid of block-pulse functions and Boubaker polynomials is constructed to solve the inequality constrained fractional optimal control problems (FOCPs) with quadratic performance index and fractional variational problems (FVPs). First, the general formulation of the Riemann-Liouville integral operator for Boubaker hybrid function is presented for the first time. Then it is applied to reduce the problems to optimization problems, which can be solved by the existing method. In this way we find the extremum value of FOCPs without adding slack variables to inequality trajectories. Also we show that if the number of bases is increased, the used approximations in this method are convergent. The applicability and validity of the method are shown by numerical results of some examples, moreover, a comparison with the existing results shows the preference of this method.

The paper is devoted to the study of the existence of solutions for nonlinear nonmonotone evolution equations in Banach spaces involving anti-periodic boundary conditions. Our approach in this study relies on the theory of monotone and maximal monotone operators combined with the Schaefer fixed-point theorem and the monotonicity method. We apply our abstract results in order to solve a diffusion equation of Kirchhoff type involving the Dirichlet p-Laplace operator.

We extend the conforming virtual element method (VEM) to the numerical resolution of eigenvalue problems with potential terms on a polytopic mesh. An important application is that of the Schrödinger equation with a pseudopotential term. This model is a fundamental element in the numerical resolution of more complex problems from the Density Functional Theory. The VEM is based on the construction of the discrete bilinear forms of the variational formulation through certain polynomial projection operators that are directly computable from the degrees of freedom. The method shows a great flexibility with respect to the meshes and provides a correct spectral approximation with optimal convergence rates. This point is discussed from both the theoretical and the numerical viewpoint. The performance of the method is numerically investigated by solving the quantum harmonic oscillator problem with the harmonic potential and a singular eigenvalue problem with zero potential for the first eigenvalues.

We introduce a method to compute rigorous component-wise enclosures of discrete convolutions using the fast Fourier transform, the properties of Banach algebras, and interval arithmetic. The purpose of this new approach is to improve the implementation and the applicability of computer-assisted proofs performed in weighed ℓ1 Banach algebras of Fourier/Chebyshev sequences, whose norms are known to be numerically unstable. We introduce some application examples, in particular a rigorous aposteriori error analysis for a steady state in the quintic Swift-Hohenberg PDE.

We propose an analogue of the maximum angle condition (commonly used in finite element analysis for triangular and tetrahedral meshes) for the case of prismatic elements. Under this condition, prisms in the meshes may degenerate in certain ways, violating the so-called inscribed ball condition presented by P.G.Ciarlet (1978), but the interpolation error remains of the order O(h) in the H 1-norm for sufficiently smooth functions.

The non-conforming linear (P 1) triangular FEM can be viewed as a kind of the discontinuous Galerkin method, and is attractive in both the theoretical and practical purposes. Since various error constants must be quantitatively evaluated for its accurate a priori and a posteriori error estimates, we derive their theoretical upper bounds and some computational results. In particular, the Babuška-Aziz maximum angle condition is required just as in the case of the conforming P 1 triangle. Some applications and numerical results are also included to see the validity and effectiveness of our analysis.

We shall prove a weak comparison principle for quasilinear elliptic operators −div(a(x,∇u)) that includes the negative p-Laplace operator, where a: × ℝ N → ℝ N satisfies certain conditions frequently seen in the research of quasilinear elliptic operators. In our result, it is characteristic that functions which are compared belong to different spaces.

We employ a natural method from the perspective of the optimal stopping theory to analyze entry-exit decisions with implementation delay of a project, and provide closed expressions for optimal entry decision times, optimal exit decision times, and the maximal expected present value of the project. The results in conventional research were obtained under the restriction that the sum of the entry cost and exit cost is nonnegative. In practice, we may meet cases when this sum is negative, so it is necessary to remove the restriction. If the sum is negative, there may exist two trigger prices of entry decision, which does not happen when the sum is nonnegative, and it is not optimal to enter and then immediately exit the project even though it is an arbitrage opportunity.

We propose a penalty approach for a box constrained variational inequality problem (BVIP). This problem is replaced by a sequence of nonlinear equations containing a penalty term. We show that if the penalty parameter tends to infinity, the solution of this sequence converges to that of BVIP when the function F involved is continuous and strongly monotone and the box C contains the origin. We develop the algorithmic aspect with theoretical arguments properly established. The numerical results tested on some examples are satisfactory and confirm the theoretical approach.

This paper focuses on the automatic recognition of map projection, its inverse and re-projection. Our analysis leads to the unconstrained optimization solved by the hybrid BFGS nonlinear least squares technique. The objective function is represented by the squared sum of the residuals. For the map re-projection the partial differential equations of the inverse transformation are derived. They can be applied to any map projection. Illustrative examples of the stereographic and globular Nicolosi projections frequently used in early maps are involved and their inverse formulas are presented.

We consider the inverse scattering of time-harmonic plane waves to reconstruct the shape of a sound-soft crack from a knowledge of the given incident field and the phaseless data, and we check the invariance of far field data with respect to translation of the crack. We present a numerical method that is based on a system of nonlinear and ill-posed integral equations, and our scheme is easy and simple to implement. The numerical implementation is described and numerical examples are presented to illustrate the feasibility of the proposed method.

The notion of cumulative past inaccuracy (CPI) measure has recently been proposed in the literature as a generalization of cumulative past entropy (CPE) in univariate as well as bivariate setup. In this paper, we introduce the notion of CPI of order alpha and study the proposed measure for conditionally specified models of two components failed at different time instants, called generalized conditional CPI (GCCPI). Several properties, including the effect of monotone transformation and bounds of GCCPI are discussed. Furthermore, we characterize some bivariate distributions under the assumption of conditional proportional reversed hazard rate model. Finally, the role of GCCPI in reliability modeling has also been investigated for a real-life problem.

We propose a new type of multilevel method for solving eigenvalue problems based on Newton’s method. With the proposed iteration method, solving an eigenvalue problem on the finest finite element space is replaced by solving a small scale eigenvalue problem in a coarse space and a sequence of augmented linear problems, derived by Newton step in the corresponding sequence of finite element spaces. This iteration scheme improves overall efficiency of the finite element method for solving eigenvalue problems. Finally, some numerical examples are provided to validate the efficiency of the proposed numerical scheme.