In recent years, parallel computers have changed techniques to solve problems in various kinds of fields. In parallel computers of distributed memory type, data can be shared by communication procedures called message-passing, whose speed is slower than that of computations in a processor. From a practical point of view, it is important to reduce the amount of message-passing. Domain-decomposit...

in this paper, a new identification of the lagrange multipliers by means of the sumudu transform, is employed to  btain a quick and accurate solution to the fractional black-scholes equation with the initial condition for a european option pricing problem. undoubtedly this model is the most well known model for pricing financial derivatives. the fractional derivatives is described in caputo sen...

Let Q be the set of equivalent martingale measures for a given process S, and let X be a process which is a local supermartingale with respect to any measure in Q. The optional decomposition theorem for X states that there exists a predictable integrand φ such that the difference X−φ ·S is a decreasing process. In this paper we give a new proof which uses techniques from stochastic calculus rat...

In this paper we study uniqueness of Lagrange multipliers in optimization problems subject to cone constraints. The main tool in our investigation of this question will be a calculus of dual (polar) cones. We give sufficient and in some cases necessary conditions for uniqueness of Lagrange multipliers in general Banach spaces. General results are then applied to two particular examples of the s...

The Dirac method is used to analyze the classical and quantum dynamics of a particle constrained on a circle. The method of Lagrange multipliers is scrutinized, in particular in relation to the quantization procedure. Ordering problems are tackled and solved by requiring the hermiticity of some operators. The presence of an additional term in the quantum Hamiltonian is discussed. email:Antonell...