3 papers
math.NA2025
A space-time finite element method for parabolic obstacle problems
José Joaquín Carvajal, Davood Damircheli, Thomas Führer +2
We propose and analyze a general framework for space-time finite element methods that is based on least-squares finite element methods for solving a first-order reformulation of th…
math.NA2023
On a Stable Method for Option Pricing: Discontinuous Petrov-Galerkin Method for Option Pricing and Sensitivity Analysis
Davood Damircheli
The discontinuous Petrov Galerkin (DPG) methodology of Demkowicz and Gopalakrishnan introduced in their first paper has been widely used for problems in computational mechanics. In…
math.NA2021
Finite Element Method for Solution of Credit Rating Migration Problem Model
Davood Damircheli
In this paper, we propose a finite element method to study the problem ofcredit rating migration problem narrowed to a free boundary problem. Freeboundary indeed separates the high…