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This paper presents a novel variational method for treating three-dimensional rotational Navier-Stokes equations in flow channel of turbomachines. The proposed method establishes a new semi-geodesic coordinate system on the central surface of blades. From the perspective of differential geometry, the system under concern is split into a set of membrane operator equations on two-dimensional manifolds and bending operator equations along hub circle. The third variable of the new coordinate system is approximated by the central difference scheme. We derive a new formulation of two-dimensional Navier-Stokes equations with three components on the manifolds in the variational sense. The well-posedness of the proposed variational formulation is rigorously justified. [ABSTRACT FROM AUTHOR]

We present two uniqueness results for the inverse problem of determining an index of refraction by the corresponding acoustic far-field measurement encoded into the scattering amplitude. The first one is a local uniqueness in determining a variable index of refraction by the fixed incident-direction scattering amplitude. The inverse problem is formally posed with such measurement data. The second one is a global uniqueness in determining a constant refractive index by a single far-field measurement. The arguments are based on the study of certain non-self-adjoint interior transmission eigenvalue problems. [ABSTRACT FROM PUBLISHER]

In this paper, efficient numerical methods are developed for the pricing of American options governed by the Black–Scholes equation. The front-fixing technique is first employed to transform the free boundary of optimal exercise prices to some a priori known temporal line for a one-dimensional parabolic problem via the change of variables. The perfectly matched layer (PML) technique is then applied to the pricing problem for the effective truncation of the semi-infinite domain. Finite element methods using the respective continuous and discontinuous Galerkin discretization are proposed for the resulting truncated PML problems related to the options and Greeks. The free boundary is determined by Newton’s method coupled with the discrete truncated PML problem. Stability and nonnegativeness are established for the approximate solution to the truncated PML problem. Under some weak assumptions on the PML medium parameters, it is also proved that the solution of the truncated PML problem converges to that of the unbounded Black–Scholes equation in the computational domain and decays exponentially in the perfectly matched layer. Numerical experiments are conducted to test the performance of the proposed methods and to compare them with some existing methods. [ABSTRACT FROM PUBLISHER]