In financial mathematics, the fair price of options can be achieved by solutions of parabolic differential equations. The volatility usually enters the model as a constant parameter. However, since this constant has to be estimated with respect to the underlying market, it makes sense to replace...

Electric circuits, which produce oscillations at widely separated time scales, cause a huge computational effort in a numerical simulation of the mathematical model based on differential-algebraic equations (DAEs). Alternatively, a multidimensional signal model yields a description via multirate...

The effect of numerical integration in the DGFEM for nonlinear convection-diffusion problems in 2D is studied. The volume and line integrals in the space semidiscretization are evaluated by numerical quadratures. The main goal is to estimate the error caused by the numerical integration and to...