3 papers
math.NA2021
Coupling and Simulation of Fluid-Structure Interaction Problems for Automotive Sun-roof on Graphics Processing Unit
Liang S. Lai, Choi-Hong Lai, Abal-Kassim Cheik Ahamed +1
In this paper, the authors propose an analysis of the frequency response function in a car compartment, subject to some fluctuating pressure distribution along the open cavity of t…
physics.flu-dyn2019
Propagation of Uncertainty in a Rotating Pipe Mechanism to Generate an Impinging Swirling Jet Flow for Heat Transfer from a Flat Plate
F. -J. Granados-Ortiz, J. Ortega-Casanova, C. -H. Lai
In Computational Fluid Dynamics (CFD) studies composed of the coupling of different simulations, the uncertainty in one stage may be propagated to the following stage and affect th…
q-fin.PR2015
Comparison of the analytical approximation formula and Newton's method for solving a class of nonlinear Black-Scholes parabolic equations
Karol Duris, Shih-Hau Tan, Choi-Hong Lai +1
Market illiquidity, feedback effects, presence of transaction costs, risk from unprotected portfolio and other nonlinear effects in PDE based option pricing models can be described…