This article deals with finitedifference schemes of two-dimensional heat transfer equations with moving boundary. The method is suggested by solving sample problem in two-dimensional solidification of square prism. The finite-difference scheme improved for this goal is based on the Douglas equation. The results are devised for a two-dimensional model and crosschecked with results of the earlier...

The pricing of American call option with transaction cost is a free boundary problem. Using a new transformation method the boundary is made to follow a certain known trajectory in time. The new transformed problem is solved by various finite difference methods, such as explicit and implicit schemes. Broyden’s and Schubert’s methods are applied as a modification to Newton’s method in the case o...

In this paper, we propose an e cient technique for the animation of exible thin objects. Massspring model was employed to represent the exible objects. Many techniques have used the mass-spring model to generate plausible animation of soft objects. The easiest approach to animation with mass-spring model is explicit Euler method, but the explicit Euler method has serious disadvantage that it su...

In the standard approach, particle methods for the Boltzmann equation are obtained using an explicit time discretization of the spatially homogeneous Boltzmann equation. This kind of discretization leads to a restriction on the discretization parameter as well as on the diierential cross section in the case of the general Boltzmann equation. Recently, it was shown, how to construct an implicit ...

We analyze the interaction of explicit and implicit contracts in a model with selfish and fair principals. Fair principals are willing to honor implicit agreements, whereas selfish principals are not. Principals are privately informed about their types. We investigate a separating equilibrium in which principals reveal their type through the contract offer to the agent. If this equilibrium is p...

In this paper, we propose an inexact alternating direction method with square quadratic proximal  (SQP) regularization for  the structured variational inequalities. The predictor is obtained via solving SQP system  approximately  under significantly  relaxed accuracy criterion  and the new iterate is computed directly by an explicit formula derived from the original SQP method. Under appropriat...

Physics-based animation of soft or rigid bodies for real-time applications often suffers from numerical instabilities. We analyse one of the most common sources of unwanted behaviour: the numerical integration strategy. To assess the impact of popular integration methods, we consider a scenario where soft and hard constraints are added to a custom designed deformable linear object. Since the go...

In this paper, a high order implicit scheme for solving diffusion equations is presented, based on which a class of alternating group explicit iterative method(AGI) is derived. Also the convergence analysis and the stability analysis are given. In the end, the results of numerical experiment are presented, which shows the AGI method is convergent and suitable for parallel computation. Mathemati...

Diierential cryptanalysis is a powerful attack developed by Eli Biham and Adi Shamir. It has been successfully applied to many DES-like cryptosystems. We provide a brief introduction to their paper BS91] and show how to apply diierential cryptanalysis to attack the Data Encryption Standard (DES) reduced to 5 rounds.