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We consider elliptic and parabolic variational equations and inequalities governed by integro-differential operators of order 2s ∈ (0,2]. Our main motivation is the pricing of European or Amer...
Motivated by the pricing of American options for baskets we consider a parabolic variational inequality in a bounded polyhedral domain Ω ⊂ Rd with a continuous piecewise smooth obstacle. ...
The orientation preserving conditions and approximation errors of a dual-parametric bi-quadratic finite element method for the computation of both radially symmetric and general nonsymmetric cavity s...
An integro-differential equation of hyperbolic type, with mixed boundary conditions, is considered. A continuous space-time finite element method of degree one is formulated. A posteriori error repres...
In this paper, we analyze a type of finite-difference schemes, a newly developed Weighted Compact Scheme (WCS) developed by L. Jiang L, H.Shan, C. Liu, [Weight Compact Scheme for Shock Capturing, Inte...
Four primal discontinuous Galerkin methods are applied to solve reactive transport problems, namely, Oden-Babu$\check{s}$ka-Baumann DG (OBB-DG), non-symmetric interior penalty Galerkin (NIPG), symm...

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