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46,374
A Finite Volume Approach For Contingent Claims Valuation
, 1999
"... Abstract This paper presents a nonconservative finite volume approach for solving twodimensional contingent claims valuation problems. The finite volume method is more flexible than finite difference schemes which are often described in the finance literature and frequently used in practice. Moreove ..."
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Abstract This paper presents a nonconservative finite volume approach for solving twodimensional contingent claims valuation problems. The finite volume method is more flexible than finite difference schemes which are often described in the finance literature and frequently used in practice
A New Finite-Volume Approach for the Solution of Convection-Diffusion Problems
"... For the unsteady convection-diffusion equation in two dimensions we derive a new cell-based semi-discretization which is founded on the method of lines and a finite volume approach. Moreover, we present a second semidiscretization technique, a nonconforming Petrov-Galerkin method with exponentially ..."
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Cited by 1 (1 self)
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For the unsteady convection-diffusion equation in two dimensions we derive a new cell-based semi-discretization which is founded on the method of lines and a finite volume approach. Moreover, we present a second semidiscretization technique, a nonconforming Petrov-Galerkin method with exponentially
ON THE IMMERSED BOUNDARY METHOD: FINITE ELEMENT VERSUS FINITE VOLUME APPROACH
"... A projection approach is presented for the coupled system of time-dependent incompressible Navier-Stokes equations in conjunction with the Immersed Boundary Method (IBM) for solving fluid flow problems in the presence of rigid objects not represented by the underlying mesh. The IBM allows solving th ..."
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A projection approach is presented for the coupled system of time-dependent incompressible Navier-Stokes equations in conjunction with the Immersed Boundary Method (IBM) for solving fluid flow problems in the presence of rigid objects not represented by the underlying mesh. The IBM allows solving
A finite volume approach to compressible large eddy simulation
- Applied Scientific Research
, 1993
"... Abstract. We present Large Eddy Simulations of compressible turbulent flowwithin a finite vol-ume approach with central spatial differencing. Different spatial discretisations yield qui e different predictions of fluctuating flow properties although mean and i tegral f ow properties appeared less se ..."
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Cited by 1 (1 self)
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Abstract. We present Large Eddy Simulations of compressible turbulent flowwithin a finite vol-ume approach with central spatial differencing. Different spatial discretisations yield qui e different predictions of fluctuating flow properties although mean and i tegral f ow properties appeared less
FINITE VOLUME APPROACH TO FLOW OF HIGH CONCENTRATION FLY ASH SLURRY
"... Development of the hydrodynamic field for fly ash slurry as a viscoplastic fluid is solved numerically using finite volume method for the solution of the mass and momentum equations in integral form. To illustrate the applicability and efficiency of the method the vertical flow through a straight co ..."
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Development of the hydrodynamic field for fly ash slurry as a viscoplastic fluid is solved numerically using finite volume method for the solution of the mass and momentum equations in integral form. To illustrate the applicability and efficiency of the method the vertical flow through a straight
Numerical Solutions of the Euler Equations by Finite Volume Methods Using Runge-Kutta Time-Stepping Schemes
, 1981
"... A new combination of a finite volume discretization in conjunction with carefully designed dissipative terms of third order, and a Runge Kutta time stepping scheme, is shown to yield an effective method for solving the Euler equations in arbitrary geometric domains. The method has been used to deter ..."
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Cited by 517 (78 self)
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A new combination of a finite volume discretization in conjunction with carefully designed dissipative terms of third order, and a Runge Kutta time stepping scheme, is shown to yield an effective method for solving the Euler equations in arbitrary geometric domains. The method has been used
A New Spectral-Finite Volume Approach in Non-Fourier Heat Conduction Problems With Periodic Surface Disturbances
"... In this study, a simple spectral-finite volume approach for hyperbolic heat conduction problems under periodic surface temperature is presented. In this approach, by choosing only three frequencies from a continuum frequency spectrum of the periodic temperature field, the time dependent governing e ..."
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In this study, a simple spectral-finite volume approach for hyperbolic heat conduction problems under periodic surface temperature is presented. In this approach, by choosing only three frequencies from a continuum frequency spectrum of the periodic temperature field, the time dependent governing
Volume of Fluid (VOF) Method for the Dynamics of Free Boundaries
, 1981
"... Several methods have been previously used to approximate free boundaries in finite difference numerical simulations. A simple, but powerful, method is described that is based on the concept of a fractional volume of fluid (VOF). This method is shown to be more flexible and efficient than other metho ..."
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Cited by 603 (3 self)
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Several methods have been previously used to approximate free boundaries in finite difference numerical simulations. A simple, but powerful, method is described that is based on the concept of a fractional volume of fluid (VOF). This method is shown to be more flexible and efficient than other
Automatic verification of finite-state concurrent systems using temporal logic specifications
- ACM Transactions on Programming Languages and Systems
, 1986
"... We give an efficient procedure for verifying that a finite-state concurrent system meets a specification expressed in a (propositional, branching-time) temporal logic. Our algorithm has complexity linear in both the size of the specification and the size of the global state graph for the concurrent ..."
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Cited by 1388 (62 self)
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system. We also show how this approach can be adapted to handle fairness. We argue that our technique can provide a practical alternative to manual proof construction or use of a mechanical theorem prover for verifying many finite-state concurrent systems. Experimental results show that state machines
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