Computational Mathematics and Modeling
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A Mathematical Model of Insurer Bankruptcy on a Finite Time Interval
Computational Mathematics and Modeling - Tập 32 - Trang 259-275 - 2021
A discrete-time model is proposed for an insurance company with a Poisson stream of new insurance policies added to the portfolio and a mixed Poisson stream of insurance claims. Recursive formulas are derived for the first three moments of the risk surplus and a lower bound is obtained for the probability that the surplus remains positive on a given time interval.
Information support system for a program to select a minimum linear basis
Computational Mathematics and Modeling - Tập 2 - Trang 271-274 - 1991
An upper bound on the value of an infinite American call option on two assets
Computational Mathematics and Modeling - Tập 23 - Trang 478-486 - 2012
We consider a two-asset call option whose exercise price depends on the acquired asset. An upper bound on the call value is obtained using an integral formula. We show that the option’s immediate exercise set consists of two convex subsets whose boundaries are defined by nondecreasing convex functions with asymptotes. Explicit formulas are derived for the asymptote coefficients; the immediate exer......
Mixing Finite Elements and Finite Differences in Nonlinear Schwarz Iterations for Nonlinear Elliptic Pdes
Computational Mathematics and Modeling - Tập 33 - Trang 77-94 - 2022
In this paper, we are concerned with a nonmatching grid mixed finite-elements–finite-differences approximation (FEM-FD) method of overlapping nonlinear multiplicative Schwarz iterations for nonlinear elliptic PDEs. By means of a geometric convergence result in L∞ for the nonlinear Schwarz iterations and a Lipschitz property with respect to the data of both the FEM and FD solutions of the correspon......
Mathematical methods for computing the extremal power values in the nodes of ac electric power systems
Computational Mathematics and Modeling - Tập 23 - Trang 175-194 - 2012
The article describes possible applications of mathematical methods to compute the limits of allowed variation of power in the nodes of an AC electric power system and provides an overview of the main groups of approaches that can be used to solve this problem.
Two-dimensional model of SHF discharge in gases
Computational Mathematics and Modeling - Tập 7 - Trang 127-130 - 1996
The formation and evolution of some discharge structures under the action of a convergent HF beam on a dense weakly ionized plasma is analyzed numerically in the framework of the two-dimensional model. A discharge propagation mechanism leading to a stationary state in the two-dimensional case is investigated.
Numerical analysis of dissipative instabilities in toroidal plasma configurations with a noncircular cross-section
Computational Mathematics and Modeling - Tập 4 - Trang 90-94 - 1993
Attractors of discrete controlled systems in metric spaces
Computational Mathematics and Modeling - Tập 11 - Trang 321-326 - 2000
A new scenario is described for the creation of a strange attractor in discrete dynamical systems acting in metric spaces. We investigate attractors for ensembles of dynamical systems and attractors for controlled systems with programmed piecewise-constant controls taking finitely many values.
Calculation of radial supersonic gas flow past sharp-nosed cones
Computational Mathematics and Modeling - Tập 7 - Trang 148-159 - 1996
The paper presents the results of numerical analysis of supersonic source flow of a gas past sharp-nosed cones. Axisymmetric and three-dimensional flows are considered. The flow geometry and the distributions of the gas-dynamic parameters in the shock layer are analyzed; their asymptotic properties are established. The numerical solutions are compared with solutions for uniform gas flow past a con......
Modeling of anomalous electromagnetic fields produced by an arbitrary system of axisymmetric bodies
Computational Mathematics and Modeling - Tập 4 - Trang 156-159 - 1993
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