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Articles 1 - 3 of 3
Full-Text Articles in Applied Mathematics
Stability Aware Delaunay Refinement, Bishal Acharya
Stability Aware Delaunay Refinement, Bishal Acharya
UNLV Theses, Dissertations, Professional Papers, and Capstones
Good quality meshes are extensively used for finding approximate solutions for partial differential equations for fluid flow in two dimensional surfaces. We present an overview of existing algorithms for refinement and generation of triangular meshes. We introduce the concept of node stability in the refinement of Delaunay triangulation. We present two algorithms for generating stable refinement of Delaunay triangulation. We also present an experimental investigation of a triangulation refinement algorithm based on the location of the center of gravity and the location of the center of circumcircle. The results show that the center of gravity based refinement is more effective …
Valuation Of Financial Derivatives Subject To Liquidity Risk, Yanan Jiang
Valuation Of Financial Derivatives Subject To Liquidity Risk, Yanan Jiang
UNLV Theses, Dissertations, Professional Papers, and Capstones
Valuation of financial derivatives subject to liquidity risk remains an open problem in finance. This dissertation focuses on the valuation of European-style call option under limited market liquidity through the dynamic management of a portfolio of assets. We investigate liquidity from three perspectives: market breadth, depth, and immediacy. We present a general framework of valuation based on the optimal realization of a performance index relative to the set of all feasible portfolio trajectories. Numerical examples are then presented and analyzed that show option price increases as the market transitions from liquid to less liquid state. Furthermore, buying and selling activities, …
Boundary Element Method (Bem) And Method Of Fundamental Solutions (Mfs) For The Boundary Value Problems Of The 2-D Laplace's Equation, Ermes Anthony Salgado-Ibarra
Boundary Element Method (Bem) And Method Of Fundamental Solutions (Mfs) For The Boundary Value Problems Of The 2-D Laplace's Equation, Ermes Anthony Salgado-Ibarra
UNLV Theses, Dissertations, Professional Papers, and Capstones
In this thesis we study the solution of the two dimensional Laplace equation by the boundary Element method (BEM) and the method of fundamental solutions (MFS). Both the BEM and MFS used to solve boundary value problems involving the Laplace equation 2-D settings. Both methods rely on the use of fundamental solution of the Laplace's equation (the solution of Laplace's equation in the distributional sense). We will contrast and compare the results we get using the BEM with results we get using the MFS.