K. Ivaz
Faculty of Mathematical Sciences, University of Tabriz, Tabriz, Iran.
[ 1 ] - Approximate solution of dual integral equations
We study dual integral equations which appear in formulation of the potential distribution of an electrified plate with mixed boundary conditions. These equations will be converted to a system of singular integral equations with Cauchy type kernels. Using Chebyshev polynomials, we propose a method to approximate the solution of Cauchy type singular integral equation which will ...
[ 2 ] - Newton-Product integration for a Two-phase Stefan problem with Kinetics
We reduce the two phase Stefan problem with kinetic to a system of nonlinear Volterra integral equations of second kind and apply Newton's method to linearize it. We found product integration solution of the linear form. Sufficient conditions for convergence of the numerical method are given and their applicability is illustrated with an example.
[ 3 ] - Valuation of installment option by penalty method
In this paper, installment options on the underlying asset which evolves according to Black-Scholes model and pays constant dividend to its owner will be considered. Applying arbitrage pricing theory, the non-homogeneous parabolic partial differential equation governing the value of installment option is derived. Then, penalty method is used to value the European continuous installment call opt...
[ 4 ] - Solving The Stefan Problem with Kinetics
We introduce and discuss the Homotopy perturbation method, the Adomian decomposition method and the variational iteration method for solving the stefan problem with kinetics. Then, we give an example of the stefan problem with kinetics and solve it by these methods.
[ 5 ] - Mathematical analysis and pricing of the European continuous installment call option
In this paper we consider the European continuous installment call option. Then its linear complementarity formulation is given. Writing the resulted problem in variational form, we prove the existence and uniqueness of its weak solution. Finally finite element method is applied to price the European continuous installment call option.
[ 6 ] - A Numerical Improvement in Analyzing the Dynamic Characteristics of an Electrostatically Actuated Micro-beam in Fluid Loading with Free Boundary Approach
Electrostatically actuated microbeams have been studied by many researchers in the last few years. The aim of this study is to present an improved numerical analysis of the dynamic instability of a cantilever microbeam immersed in an incompressible viscous fluid. The finite element method is used for solving the vibrational equation of the microbeam and the potential functions of the fluids in ...
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