17 citations · 94 across the 49 of their papers we have counts for
58 papers
Finite Element Solution of the Two-Dimensional Bates Model for Option Pricing Under Stochastic Volatility and Jumps
Neda Bagheri Renani, Daniel Sevcovic
We propose a fourth--order compact finite--difference (HOC--FD) scheme for the transformed Bates partial integro--differential equation (PIDE). The method employs an implicit--expl…
Structure-Preserving Coupling and Decoupling of Port-Hamiltonian Systems
Matthias Ehrhardt, Michael Günther, Daniel Ševčovič
The port-Hamiltonian framework is a structure-preserving modeling approach that preserves key physical properties such as energy conservation and dissipation. When subsystems are m…
Efficiency and Convergence Insights in Large-Scale Optimization Using the Improved Inexact-Newton-Smart Algorithm and Interior-Point Framework
Neda Bagheri Renani, Maryam Jaefarzadeh, Daniel Sevcovic
We present a head-to-head evaluation of the Improved Inexact--Newton--Smart (INS) algorithm against a primal--dual interior-point framework for large-scale nonlinear optimization.…
Mean Curvature Flow of Closed Curves Evolving in Two Dimensional Manifolds
Miroslav Kolar, Daniel Sevcovic
We investigate the motion of a family of closed curves evolving according to the geometric evolution law on a given two dimensional manifold which is embedded or immersed in the th…
Evolution of multiple closed knotted curves in space
Miroslav Kolar, Daniel Sevcovic
We investigate a system of geometric evolution equations describing a curvature and torsion driven motion of a family of 3D curves in the normal and binormal directions. We explore…
On diffusion and transport acting on parameterized moving closed curves in space
Michal Benes, Miroslav Kolar, Daniel Sevcovic
We investigate the motion of closed smooth curves that evolve in space . The governing evolutionary equation for the evolution of the curve is accompanied by a parabo…