The paper introduces an approach for the derivation of discrete time approximations for solutions of stochastic differential equations (SDEs) with time delay. The suggested approximations converge in a strong sense. Furthermore, explicit solutions for linear stochastic delay equations are given.

Existence of positive solutions for a fourth order equation with nonlinear boundary conditions, which models deformations of beams on elastic supports, is considered using fixed points theorems in cones of ordered Banach spaces. Iterative and numerical solutions are also considered.

Discrete dynamical systems based on dependency graphs have played an important role in the mathematical theory of computer simulations. In this paper, we are concerned with parallel dynamical systems (PDS) and sequential dynamical systems (SDS) with the OR and NOR functions as local functions....

The paper is concerned with the numerical solution of non-linear conservation laws, and the contribution biomechanical models of spine and of loaded wrist are formulated and analysed. The models are based on a contact problem in non-linear elastic rheology. The stress–strain relation is...

The point of this paper is to review recent theoretical and experimental results related to scalability of the FETI based domain decomposition algorithm that was proposed recently by Dostál, Friedlander, Santos and Gomes for numerical solution of discretized variational inequalities. After...

In the paper, the quasi-coupled semi-coercive contact problem in thermo-elasticity is investigated. The FEM analysis of the problem is also presented.

The main goal of this work is to give an adequate method permitting the resolution of a bilateral obstacle problem, by introducing a convex continuous mapping which subdifferential characterizes the sets of noncontact with the obstacles, then solving a Dirichlet problem to get the solution of...

This paper considers the optimal consumption and investiment policy for an investor who has available one bank account paying a fixed interest rate r and n risky assets whose prices are log-normal diffusions. We suppose that transactions between the assets incur a cost proportional to the size...