In this paper the Black Scholes differential equation is transformed into a parabolic heat equation by appropriate change in variables. The transformed equation is semi-discretized by the Method of Lines (MOL). The ev...In this paper the Black Scholes differential equation is transformed into a parabolic heat equation by appropriate change in variables. The transformed equation is semi-discretized by the Method of Lines (MOL). The evolving system of ordinary differential equations (ODEs) is integrated numerically by an L-stable trapezoidal-like integrator. Results show accuracy of relative maximum error of order 10–10.展开更多
The design of this paper is to present the first installment of a complete and final theory of rational human intelligence. The theory is mathematical in the strictest possible sense. The mathematics involved is stric...The design of this paper is to present the first installment of a complete and final theory of rational human intelligence. The theory is mathematical in the strictest possible sense. The mathematics involved is strictly digital—not quantitative in the manner that what is usually thought of as mathematics is quantitative. It is anticipated at this time that the exclusively digital nature of rational human intelligence exhibits four flavors of digitality, apparently no more, and that each flavor will require a lengthy study in its own right. (For more information,please refer to the PDF.)展开更多
We consider the design of an effective and reliable adaptive finite element method(AFEM)for the nonlinear Poisson-Boltzmann equation(PBE).We first examine the two-term regularization technique for the continuous probl...We consider the design of an effective and reliable adaptive finite element method(AFEM)for the nonlinear Poisson-Boltzmann equation(PBE).We first examine the two-term regularization technique for the continuous problem recently proposed by Chen,Holst and Xu based on the removal of the singular electrostatic potential inside biomolecules;this technique made possible the development of the first complete solution and approximation theory for the Poisson-Boltzmann equation,the first provably convergent discretization and also allowed for the development of a provably convergent AFEM.However,in practical implementation,this two-term regularization exhibits numerical instability.Therefore,we examine a variation of this regularization technique which can be shown to be less susceptible to such instability.We establish a priori estimates and other basic results for the continuous regularized problem,as well as for Galerkin finite element approximations.We show that the new approach produces regularized continuous and discrete problemswith the samemathematical advantages of the original regularization.We then design an AFEM scheme for the new regularized problem and show that the resulting AFEM scheme is accurate and reliable,by proving a contraction result for the error.This result,which is one of the first results of this type for nonlinear elliptic problems,is based on using continuous and discrete a priori L¥estimates.To provide a high-quality geometric model as input to the AFEM algorithm,we also describe a class of feature-preserving adaptive mesh generation algorithms designed specifically for constructing meshes of biomolecular structures,based on the intrinsic local structure tensor of the molecular surface.All of the algorithms described in the article are implemented in the Finite Element Toolkit(FETK),developed and maintained at UCSD.The stability advantages of the new regularization scheme are demonstrated with FETK through comparisons with the original regularization approach for a model problem.The convergence and accuracy of the overall AFEMalgorithmis also illustrated by numerical approximation of electrostatic solvation energy for an insulin protein.展开更多
This paper is concerned with the new method for solving the coefficient inverse problem in the reproducing kernel space. It is different from the previous studies. This method gives accurate results and shows that it ...This paper is concerned with the new method for solving the coefficient inverse problem in the reproducing kernel space. It is different from the previous studies. This method gives accurate results and shows that it is valid by the numerical example.展开更多
In this paper we present an L2-theory for a class of stochastic partial differential equations driven by Levy processes. The coefficients of the equations are random functions depending on time and space variables, an...In this paper we present an L2-theory for a class of stochastic partial differential equations driven by Levy processes. The coefficients of the equations are random functions depending on time and space variables, and no smoothness assumption of the coefficients is assumed.展开更多
文摘In this paper the Black Scholes differential equation is transformed into a parabolic heat equation by appropriate change in variables. The transformed equation is semi-discretized by the Method of Lines (MOL). The evolving system of ordinary differential equations (ODEs) is integrated numerically by an L-stable trapezoidal-like integrator. Results show accuracy of relative maximum error of order 10–10.
文摘The design of this paper is to present the first installment of a complete and final theory of rational human intelligence. The theory is mathematical in the strictest possible sense. The mathematics involved is strictly digital—not quantitative in the manner that what is usually thought of as mathematics is quantitative. It is anticipated at this time that the exclusively digital nature of rational human intelligence exhibits four flavors of digitality, apparently no more, and that each flavor will require a lengthy study in its own right. (For more information,please refer to the PDF.)
基金supported in part by NSF Awards 0715146,0821816,0915220 and 0822283(CTBP)NIHAward P41RR08605-16(NBCR),DOD/DTRA Award HDTRA-09-1-0036+1 种基金CTBP,NBCR,NSF and NIHsupported in part by NIH,NSF,HHMI,CTBP and NBCR.The third,fourth and fifth authors were supported in part by NSF Award 0715146,CTBP,NBCR and HHMI.
文摘We consider the design of an effective and reliable adaptive finite element method(AFEM)for the nonlinear Poisson-Boltzmann equation(PBE).We first examine the two-term regularization technique for the continuous problem recently proposed by Chen,Holst and Xu based on the removal of the singular electrostatic potential inside biomolecules;this technique made possible the development of the first complete solution and approximation theory for the Poisson-Boltzmann equation,the first provably convergent discretization and also allowed for the development of a provably convergent AFEM.However,in practical implementation,this two-term regularization exhibits numerical instability.Therefore,we examine a variation of this regularization technique which can be shown to be less susceptible to such instability.We establish a priori estimates and other basic results for the continuous regularized problem,as well as for Galerkin finite element approximations.We show that the new approach produces regularized continuous and discrete problemswith the samemathematical advantages of the original regularization.We then design an AFEM scheme for the new regularized problem and show that the resulting AFEM scheme is accurate and reliable,by proving a contraction result for the error.This result,which is one of the first results of this type for nonlinear elliptic problems,is based on using continuous and discrete a priori L¥estimates.To provide a high-quality geometric model as input to the AFEM algorithm,we also describe a class of feature-preserving adaptive mesh generation algorithms designed specifically for constructing meshes of biomolecular structures,based on the intrinsic local structure tensor of the molecular surface.All of the algorithms described in the article are implemented in the Finite Element Toolkit(FETK),developed and maintained at UCSD.The stability advantages of the new regularization scheme are demonstrated with FETK through comparisons with the original regularization approach for a model problem.The convergence and accuracy of the overall AFEMalgorithmis also illustrated by numerical approximation of electrostatic solvation energy for an insulin protein.
文摘This paper is concerned with the new method for solving the coefficient inverse problem in the reproducing kernel space. It is different from the previous studies. This method gives accurate results and shows that it is valid by the numerical example.
基金supported by National Science Foundation of US (Grant No. DMS-0906743)the National Research Foundation of Korea (Grant No. 20110027230)
文摘In this paper we present an L2-theory for a class of stochastic partial differential equations driven by Levy processes. The coefficients of the equations are random functions depending on time and space variables, and no smoothness assumption of the coefficients is assumed.
