Modeling fluid flows in distensible tubes for applications in hemodynamics

We present a lattice Boltzmann (LB) model for the simulation of hemodynamic flows in the presence of compliant walls. The new scheme is based on the use of a continuous bounce-back boundary condition, as combined with a dynamic constitutive relation between the flow pressure at the wall and the resulting wall deformation. The method is demonstrated for the case of two-dimensional (axisymmetric) pulsatile flows, showing clear evidence of elastic wave propagation of the wall perturbation in response to the fluid pressure.

Minimally Unbalanced Diamond-Free Graphs and Dyck-Paths

A {0, 1}-matrix A is balanced if it does not contain a submatrix of odd order having exactly two 1's per row and per column. A graph is balanced if its clique-matrix is balanced. No characterization of minimally unbalanced graphs is known, and even no conjecture on the structure of such graphs has been posed, contrary to what happened for perfect graphs. In this paper, we provide such a characterization for the class of diamond-free graphs and establish a connection between minimally unbalanced diamond-free graphs and Dyck-paths.

On the Galois lattice of bipartite distance hereditary graphs

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.

Numerical methods for pricing options under stochastic volatility models.

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.

Notes on RKDG methods for shallow-water equations in canal networks

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.

Numerical solution of moving boundary problems in glacier flow

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.