An arbitrary mesh network scheme using rational splines

A C1 surface scheme is described which interpolates points defined on an arbitrary mesh network. The scheme involves the blending of strip ‘functions’ developed from a rational spline method. The rational spline provides interval and point tension weights which can be used to control the shape of the surface scheme

Interval LU-fuzzy arithmetic in the Black and Scholes option pricing

In financial markets people have to cope with a lot of uncertainty while making decisions. Many models have been introduced in the last years to handle vagueness but it is very difficult to capture together all the fundamental characteristics of real markets. Fuzzy modeling for finance seems to have some challenging features describing the financial markets behavior; in this paper we show that the vagueness induced by the fuzzy mathematics can be relevant in modelling objects in finance, especially when a flexible parametrization is adopted to represent the fuzzy numbers. Fuzzy calculus for financial applications requires a big amount of computations and the LU-fuzzy representation produces good results due to the fact that it is computationally fast and it reproduces the essential quality of the shape of fuzzy numbers involved in computations. The paper considers the Black and Scholes option pricing formula, as long as many other have done in the last few years. We suggest the use of the LU-fuzzy parametric representation for fuzzy numbers, introduced in Guerra and Stefanini and improved in Stefanini, Sorini and Guerra, in the framework of the Black and Scholes model for option pricing, everywhere recognized as a benchmark; the details of the computations by the interval fuzzy arithmetic approach and an illustrative example are also incuded.Fuzzy Operations, Option Pricing, Black and Scholes

Multilevel refinable triangular PSP-splines (Tri-PSPS)

A multi-level spline technique known as partial shape preserving splines (PSPS) (Li and Tian, 2011) has recently been developed for the design of piecewise polynomial freeform geometric surfaces, where the basis functions of the PSPS can be directly built from an arbitrary set of polygons that partitions a giving parametric domain. This paper addresses a special type of PSPS, the triangular PSPS (Tri-PSPS), where all spline basis functions are constructed from a set of triangles. Compared with other triangular spline techniques, Tri-PSPS have several distinctive features. Firstly, for each given triangle, the corresponding spline basis function for any required degree of smoothness can be expressed in closed-form and directly written out in full explicitly as piecewise bivariate polynomials. Secondly, Tri-PSPS are an additive triangular spline technique, where the spline function built from a given triangle can be replaced with a set of refined spline functions built on a set of smaller triangles that partition the initial given triangle. In addition, Tri-PSPS are a multilevel spline technique, Tri-PSPS surfaces can be designed to have a continuously varying levels of detail, achieved simply by specifying a proper value for the smoothing parameter introduced in the spline functions. In terms of practical implementation, Tri-PSPS are a parallel computing friendly spline scheme, which can be easily implemented on modern programmable GPUs or on high performance computer clusters, since each of the basis functions of Tri-PSPS can be directly computed independent of each other in parallel

Isogeometric analysis applied to frictionless large deformation elastoplastic contact

This paper focuses on the application of isogeometric analysis to model frictionless large deformation contact between deformable bodies and rigid surfaces that may be represented by analytical functions. The contact constraints are satisfied exactly with the augmented Lagrangian method, and treated with a mortar-based approach combined with a simplified integration method to avoid segmentation of the contact surfaces. The spatial discretization of the deformable body is performed with NURBS and C0-continuous Lagrange polynomial elements. The numerical examples demonstrate that isogeometric surface discretization delivers more accurate and robust predictions of the response compared to Lagrange discretizations

Numerical investigation of Differential Biological-Models via GA-Kansa Method Inclusive Genetic Strategy

In this paper, we use Kansa method for solving the system of differential equations in the area of biology. One of the challenges in Kansa method is picking out an optimum value for Shape parameter in Radial Basis Function to achieve the best result of the method because there are not any available analytical approaches for obtaining optimum Shape parameter. For this reason, we design a genetic algorithm to detect a close optimum Shape parameter. The experimental results show that this strategy is efficient in the systems of differential models in biology such as HIV and Influenza. Furthermore, we prove that using Pseudo-Combination formula for crossover in genetic strategy leads to convergence in the nearly best selection of Shape parameter.Comment: 42 figures, 23 page