in this study a numerical method is developed to solve the hammerstein integral equations. to this end the kernel has been approximated using the leastsquares approximation schemes based on legender-bernstein basis. the legender polynomials are orthogonal and these properties improve the accuracy of the approximations. also the nonlinear unknown function has been approximated by using the berns...

In this study a numerical method is developed to solve the Hammerstein integral equations. To this end the kernel has been approximated using the leastsquares approximation schemes based on Legender-Bernstein basis. The Legender polynomials are orthogonal and these properties improve the accuracy of the approximations. Also the nonlinear unknown function has been approximated by using the Berns...

In this thesis we present two methods for the pricing and hedging of cliquet options with global floor and/or cap within a Black-Scholes market model with fixed dividends and time dependent volatilities and interest rates. The first is a Fourier transform method giving integral formulas for the price and the greeks. A numerical integration scheme is proposed for the evaluation of these formulas...

The elastic-plastic behavior of the material is considered to analyze the effect of an external circumferential crack on a pipe with thickness transition and double slopes. Using the extended finite element method (XFEM), the J-integral of 3D cracks were investigated and compared between straight pipes and pipes with thickness transition and different slopes. Considering internal press...

We propose a general notion of capacity defined on any finite distributive lattice, encompassing usual capacities, bi-capacities, and their immediate extensions called k-ary capacities. We define key notions such as Möbius transform, derivative, Shapley value and Choquet integral.

planar d-bar integral equation is one of the inverse scattering solution methods for complex problems including inverse conductivity considered in applications such as electrical impedance tomography (eit). recently two different methodologies are considered for the numerical solution of d-bar integrals equation, namely product integrals and multigrid. the first one involves high computational ...

We study a boundary value problem in subsonic aeroelasticity and introduce the cofinite Hilbert transform as a tool in solving an auxiliary linear integral equation on the complement of a finite interval on the real line R.

we characterize the rational subsets of a finite group and discuss the relations to integral cayley graphs.