Registered Data

Contents

[CT177]

CT177 (1/1) : Numerical methods for partial differential equations, boundary value problems (65N) / Biology and other natural sciences (92-) / Actuarial science and mathematical finance (91G) / Mathematical biology in general (92B) / Model systems in control theory (93C)

Session Time & Room : 1C (Aug.21, 13:20-15:00) @D514
Type : Contributed Talk
Abstract : In this talk, I will discuss pointwise a posteriori error analysis of a finite element method for the obstacle problem. The reliability and the efficiency of the proposed a posteriori error estimator will be discussed. In the analysis, sign property of Lagrange multipliers, Green's function estimates and the barrier functions play a crucial role. The construction of the barrier functions is based on appropriate corrections of the conforming part of the solution obtained via an enriching operator. The use of the continuous maximum principle guarantees the validity of the analysis without mesh restrictions but shape regularity. Numerical results will be presented to illustrate the performance of a posteriori error estimator.
Classification : 65N15, 65N30
Format : Talk at Waseda University
Author(s) :
- Kamana Porwal (Indian Institute of Technology Delhi, New Delhi)

Session Time & Room : 1C (Aug.21, 13:20-15:00) @D514
Type : Contributed Talk
Abstract : A microscale ecological study is done using the closure approach to understand the impact of productivity controlled by geographical and seasonal variations on the intermittency of phytoplankton. Parameters are estimated from the nature of productivity and spread of phytoplankton density during field observation done at four different locations of Tokyo Bay. The model validation shows that our results are in good agreement with the field observation and succeeded in explaining the intermittent phytoplankton distribution.
Classification : 92-10, 92D40, Mathematical Biology
Format : Talk at Waseda University
Author(s) :
- Sandip Banerjee (Indian Institute of Technology Roorkee)
- Arpita Mondal (Indian Institute of Technology Roorkee)

Session Time & Room : 1C (Aug.21, 13:20-15:00) @D514
Type : Contributed Talk
Abstract : We present a non-probabilistic, pathwise approach to continuous-time finance based on causal functional calculus. We introduce a definition of self-financing, free from any integration concept and show that the value of a self-financing portfolio is a pathwise integral and that generic domain of functional calculus is inherently arbitrage-free. We then consider the problem of hedging a path-dependent payoff across a generic set of scenarios. We apply the transition principle of Isaacs in differential games and obtain a verification theorem for the optimal solution, which is characterised by a fully non-linear path-dependent equation. For the Asian option, we obtain explicit solution.
Classification : 91G99, 91-10, Mathematical finance in continuous-time, model uncertainty
Format : Talk at Waseda University
Author(s) :
- Henry Chiu (Imperial College London)

Session Time & Room : 1C (Aug.21, 13:20-15:00) @D514
Type : Contributed Talk
Abstract : We studied a mathematical model with fear effect due to predator population. The model is investigated from the viewpoint of stability and bifurcation analysis. We investigate how behavioral modification in prey population due to fear for predators and mutual interference among predator species can create various spatiotemporal pattern formation in population distribution. Numerical simulation demonstrates that the fear effect in a diffusive predator-prey system with mutual interference may exhibit complicated dynamics.
Classification : 92B05, 92B20, 65L05, 37D05, 03C45
Format : Online Talk on Zoom
Author(s) :
- Subhas Khajanchi (Presidency University Kolkata)

Session Time & Room : 1C (Aug.21, 13:20-15:00) @D514
Type : Contributed Talk
Abstract : The bipartite synchronization problem for multi-weighted complex dynamical networks subject to random coupling delays and external disturbances is investigated. For this, a hybrid-triggered control is incorporated, which in addition, is effective in the reduction of network resource usage guaranteeing the system’s performance. And, the external disturbances are attenuated under extended passivity performance. Moreover, the conditions for ensuring the requisite synchronization of undertaken networks are derived. A numerical example is illustrated to validate the results obtained.
Classification : 93CXX, 37MXX, 37N35, 34H05, 34H15
Author(s) :
- Birundha Devi Nallamuthu (Bharathiar University)
- Sakthivel Rathinasamy (Bharathiar University)