Stochastic di®erential equations (SDEs) are　central to much of modern finance theory and have been widely used to model the behaviour of key variables such as the　instantaneous short-term interest rate, asset prices, asset returns and their volatility.　The explanatory and/or predictive...

The purpose of this paper is to examine factorsinfluencing numerical simulations of tsunamis, andtheir implications for hazard mitigation. We focus ona specific finite element hydrodynamic model, chosenfor its role in the systematic development ofinundation maps for regions threatened primarily...

On 28 February 1969, the coasts of Portugal, Spain and Morocco were affected by sea waves generated by a submarine earthquake (Ms=7.3) with its epicenter located off Portugal. The propagation of this tsunami has been simulated by a finite element numerical model solving the Boussinesq equations....

This paper analyzes numerically a long-term average stochastic control problem involving a controlled diffusion on a bounded region. The solution technique takes advantage of an infinite-dimensional linear programming formulation for the problem which relates the stationary measures to the...

This paper analyzes numerically a long-term average stochastic control problem involving a controlled diffusion on a bounded region. The solution technique takes advantage of an infinite-dimensional linear programming formulation for the problem which relates the stationary measures to the...

The effect of natural frequency in dynamic load is an important factor because when the natural frequency is small or closed to zero the beam goes to failure. In this paper the theoretical, finite element and experimental models are presented to explain the effect of dimension and supported end...

Analysis of forces and stresses of horizontal axis propellers and turbines has an increased interest in recent years, because of the need to develop adequate analytical tools for the design and evaluation of wind turbines rotors.

The present study reports a numerical investigation of water and CO2 (carbon dioxide) flooding at the pore scale of a porous medium. We use high resolution micro-computed tomography (micro-CT) images of Berea sandstone core to obtain the pore geometry. The numerical solution used for the...

In this study, we present numerical methods, based on the optimal quadratic spline collocation (OQSC) methods, for solving the shallow water equations (SWEs) in spherical coordinates. The error associated with quadratic spline interpolation is fourth order locally at certain points and third...

Currently in most global meteorological applications, low-order finite difference or finite element methods, or the spectral transform method are used. The spectral transform method, which yields high-order approximations, requires Legendre transforms. The Legendre transforms have a...