Catálogo de publicaciones - libros

The question of interest in the present study is the inverse problem for high precision glass forming, i.e. ‘How to design the mould and the temperature regime so that at the very end of the forming process we will get at room temperature a prescribed glass geometry with a precision in the order of the Micron?’ The aim is to eliminate from the manufacturing process the costly and time-consuming post-processing when the final shape does not conform precisely to the desired one.

A nonlinear first-order PDE describing the displacement of a glass surface subject to solid particle erosion is presented. The analytical solution is derived by means of the method of characteristics. Alternatively, the Engquist-Osher scheme is applied to compute a numerical solution.

This article discusses mathematical outlines of the numerical project combining particle method with radiation models in order to simulate glass cooling process. Its initial part gives a sketch of the particle Finite Pointset Method (FPM) [1], the next one debriefs the radiation models considered to implement in the method framework and the final one presents some preliminary, qualitative results of current research.

We introduce a novel multiscale approach for reservoir simulation as an alternative to industry-standard upscaling methods. In our approach, reservoir pressure and total velocity is computed separately from the fluid transport. Pressure is computed on a coarse grid using a multiscale mixed-finite element method that gives a mass-conserving velocities on a fine subgrid. The fluid transport is computed using streamlines on the underlying fine geogrid.

We implement a multigrid algorithm to solve the radiative heat transfer equations in glass production. The time, angle and space coordinates are discretized using Crank-Nicolson, discrete-ordinate and Galerkin methods, respectively. Based on the same mesh hierarchy for both heat conduction and radiative transfer, our multigrid algorithm consists on using the Newton-Gmres and Atkinson-Brakhage solvers as smoothers on the coarse meshes.

In the seventies of the previous century, the reinsurance treaty ECOMOR used to enjoy some limited popularity. However, since then the treaty has been largely neglected by most reinsurers, partly because of its technical complexity. In this paper, we give results pertaining to asymptotic properties of this reinsurance form. In particular, we formulate asymptotic estimates for the tail of the distribution of the ECOMOR-quantity. Furthermore, we give its weak laws.

We present an accurate numerical solution for the discrete Black-Scholes equation with only a few grid points. European and American option problems with deterministic discrete dividend modelled by a jump condition at the exdividend date are solved. Fourth order finite differences are employed, as well as a grid stretching in space and a Lagrange interpolation at the ex-dividend date.

Semi-Lagrange time integration is used with the finite difference method to provide accurate stable prices for Asian options, with or without early exercise. These are combined with coordinate transformations for computational efficiency and compared with published results.

The derivation of the risk neutral probabilities in a binary tree, in the presence of uncertainty on the underlying asset moves, boils down to the solution of dual fuzzy linear systems. The issue has previously been addressed and different solutions to the dual systems have been found. The aim of this paper is to apply a methodology which leads to a unique solution for the dual systems.

We present an effective way to estimate liquidity risk.