This paper studies the expected return of a stock investment with a stop-loss strategy. The probability density function for the investment value is formulated as the solution for a boundary value problem of a partial differential equation. Then, the expected value is manipulated as a function of the stop-loss probability. Two examples are solved by an analytic method. Finally, we design a boun...

Computation electromagnetic is an important research field of electromagnetic fields and microwave technology subjects. In this paper, the scaled boundary finite element method (SBFEM) is extended to solve one type of electromagnetic field problems-electrostatic field problems. Based on Laplace equation of electrostatic field, the derivations and solutions of SBFEM equations for both bounded an...

Boundary element method (BEM) is one of the numerical methods to solve boundary value problems of partial differential equations. The BEM is especially useful for wave scattering problems for unbounded domains since the numerical solution obtained by BEM automatically satisfies radiation condition, and also, discretisations only of the boundaries are required and those of the domain extending i...

An adaptive nite element–boundary element algorithm is proposed to compute an approximate solution of a given boundary value problem. The convergence in H ( ) is controlled by a boundary element based a-posteriori error estimator from which an adaptive re nement strategy is derived. Corresponding error estimates are given based on appropriate boundary element error estimates in negative Sobolev...

An adaptive automatic cell generation for elasto-plastic problems has been developed which eliminates the need of user definition of the cells. These are progressively generated only on those points where plasticity occurs. Unnecessary domain computations are avoided, which leads to a gain in efficiency. The new method has been tested on examples and the accuracy of the results is in agreement ...

The interior transmission problem (ITP) is a boundary value problem arising in inverse scattering theory which has important applications in qualitative methods. In this paper, we propose a coupled boundary element and finite element method for the ITP. The coupling procedure is realized by applying the direct boundary integral equation method to define the so-called Dirichlet-to-Neumann (DtN) ...

Boundary and finite element modeling approach to the assessment of electrostatic field on human head generated by Video Display Units (VDU’s) are compared and discussed. Attention is focused to the field distribution over the surface of the face. The mathematical formulation for the assessment of the electrostatic field is based on the Laplace equation for the electric scalar potential. The ele...

Based on acoustic radiation modes, the surface contribution method has been developed to predict the surface contributions to the radiated sound power from a vibrating structure. In this work, the surface contribution method is used to identify the sound field on a vibrating structure submerged in a heavy fluid. It was recently found that surface contribution method was not able to predict the ...

The performance of the boundary and finite element methods for the Helmholtz equation in two dimensions is investigated. To facilitate the comparison, the system of linear equations arising from the finite element formulation is reduced to a smaller system involving the boundary values of the unknown function and its normal derivative alone. The difference between the boundary and finite elemen...