PDE models for network flows are used in a number of different applications, including modeling of water channel networks. While the theory and first-order numerics are well developed, there is a lack of high-order schemes. We propose a Runge-Kutta discontinu- ous Galerkin method as an efficient, effective and compact numerical approach for numerical simulations of water flow in open canals. Our numerical tests show the advantages of RKDG over first-order schemes.

We give a complete characterization of bipartite graphs having tree-like Galois lattices. We prove that the poset obtained by deleting bottom and top elements from the Galois lattice of a bipartite graph is tree-like if and only if the graph is a bipartite distance hereditary graph. Relations with the class of Ptolemaic graphs are discussed and exploited to give an alternative proof of the result. (C) 2015 Elsevier B.V. All rights reserved.

We study a hybrid tree/finite-difference method which permits to obtain efficient and accurate European and American option prices in the Heston Hull-White and Heston Hull-White2d models. Moreover, as a by-product, we provide a new simulation scheme to be used for Monte Carlo evaluations. Numerical results show the reliability and the efficiency of the proposed methods.

The aim of this paper is to study a Bike Sharing Touring (BST) applying a mathematical model known in operation research as Orienteering Problem (OP). Several European Cities are developing BST in order to reduce the exhaust emissions and to improve the sustainability in urban areas. The authors offer a Decision Support Tool useful for the tourist and the service's manager to organize the tourists' paths on the basis of tourists' desires, subject to usable time, place of interest position and docking station location.

Partial integro-differential equation (PIDE) formulations are often preferable for pricing options under models with stochastic volatility and jumps. In this talk, we consider the numerical approximation of such models. On one hand, due to the non-local nature of the integral term, we propose to use Implicit-Explicit (IMEX) Runge-Kutta methods for the time integration to solve the integral term explicitly, giving higher order accuracy schemes under weak stability time-step restrictions.

Beside geographical and physical characteristics of the environment, mostly temperature changes drive glacier dynamical evolution with subglacial and supraglacial water release or approaching a metastable state. The appearance of subglacial lakes filling bedrock depressions, glacier sliding, crevasses formation and calving are linked climate change sensitive macro-phenomena, where interactions between the interfacing phases are crucial. We shall discuss the mathematical modelling and the numerical simulation of one of the above glacier problems with moving boundary. References A.

Numerical simulations were conducted to determine the effects of flat-edge and curved-edge channel wall obstacles on the vortex entrapment of uniform-size particles in a microchannel with a T-shape divergent flow zone at different flow Reynolds numbers (Re). Two-particle simulations with a non-pulsating flow indicated that although particles were consistently entrapped in a vortex zone in a microchannel with flat-edge wall obstacles at all Re studied, vortex zone entrapment of particles occurred only at the lowest Re in a microchannel with curved-edge wall obstacles.

A two-phasemathematical model describing the dynamics of a substance between two coupled media of different properties and dimensions is presented. A system of partial differential equations describes the diffusion and the binding/unbinding processes in both layers. Additional flux continuity at the interface and clearance conditions into systemic circulation are imposed. An eigenvalue problem with discontinuous coefficients is solved and an analytical solution is given in the form of an infinite series expansion.