74 research outputs found

    Energetic BEM for the numerical analysis of 2D Dirichlet damped wave propagation exterior problems

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    Abstract Time-dependent problems modeled by hyperbolic partial differential equations can be reformulated in terms of boundary integral equations and solved via the boundary element method. In this context, the analysis of damping phenomena that occur in many physics and engineering problems is a novelty. Starting from a recently developed energetic space-time weak formulation for 1D damped wave propagation problems rewritten in terms of boundary integral equations, we develop here an extension of the so-called energetic boundary element method for the 2D case. Several numerical benchmarks, whose numerical results confirm accuracy and stability of the proposed technique, already proved for the numerical treatment of undamped wave propagation problems in several dimensions and for the 1D damped case, are illustrated and discussed

    Application of Energetic BEM to 2D Elastodynamic Soft Scattering Problems

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    Abstract Starting from a recently developed energetic space-time weak formulation of the Boundary Integral Equations related to scalar wave propagation problems, in this paper we focus for the first time on the 2D elastodynamic extension of the above wave propagation analysis. In particular, we consider elastodynamic scattering problems by open arcs, with vanishing initial and Dirichlet boundary conditions and we assess the efficiency and accuracy of the proposed method, on the basis of numerical results obtained for benchmark problems having available analytical solution

    A Boundary Element Method applied to option pricing

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    Multi-Asset Barrier Options Pricing by Collocation BEM (with Matlab® Code)

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    In this paper, we extend the SABO technique (Semi-Analytical method for Barrier Options), based on collocation Boundary Element Method (BEM), to the pricing of Barrier Options with payoff dependent on more than one asset. The efficiency and accuracy already revealed in the case of a single asset is confirmed by the presented numerical results
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