Search results for "Equations"
showing 10 items of 955 documents
Nonlinear Diffusion in Transparent Media
2021
Abstract We consider a prototypical nonlinear parabolic equation whose flux has three distinguished features: it is nonlinear with respect to both the unknown and its gradient, it is homogeneous, and it depends only on the direction of the gradient. For such equation, we obtain existence and uniqueness of entropy solutions to the Dirichlet problem, the homogeneous Neumann problem, and the Cauchy problem. Qualitative properties of solutions, such as finite speed of propagation and the occurrence of waiting-time phenomena, with sharp bounds, are shown. We also discuss the formation of jump discontinuities both at the boundary of the solutions’ support and in the bulk.
Random analysis of geometrically non-linear FE modelled structures under seismic actions
1990
Abstract In the framework of the finite element (FE) method, by using the “total Lagrangian approach”, the stochastic analysis of geometrically non-linear structures subjected to seismic inputs is performed. For this purpose the equations of motion are written with the non-linear contribution in an explicit representation, as pseudo-forces, and with the ground motion modelled as a filtered non-stationary white noise Gaussian process, using a Tajimi-Kanai-like filter. Then equations for the moments of the response are obtained by extending the classical Ito's rule to vectors of random processes. The equations of motion, and the equations for moments, obtained here, show a perfect formal simi…
New Developments in Quantum Algorithms
2010
In this survey, we describe two recent developments in quantum algorithms. The first new development is a quantum algorithm for evaluating a Boolean formula consisting of AND and OR gates of size N in time O(\sqrt{N}). This provides quantum speedups for any problem that can be expressed via Boolean formulas. This result can be also extended to span problems, a generalization of Boolean formulas. This provides an optimal quantum algorithm for any Boolean function in the black-box query model. The second new development is a quantum algorithm for solving systems of linear equations. In contrast with traditional algorithms that run in time O(N^{2.37...}) where N is the size of the system, the …
On the solutions to 1-Laplacian equation with L1 data
2009
AbstractIn the present paper we study the behaviour, as p goes to 1, of the renormalized solutions to the problems(0.1){−div(|∇up|p−2∇up)=finΩ,up=0on∂Ω, where p>1, Ω is a bounded open set of RN (N⩾2) with Lipschitz boundary and f belongs to L1(Ω). We prove that these renormalized solutions pointwise converge, up to “subsequences,” to a function u. With a suitable definition of solution we also prove that u is a solution to a “limit problem.” Moreover we analyze the situation occurring when more regular data f are considered.
A weak comparison principle for solutions of very degenerate elliptic equations
2012
We prove a comparison principle for weak solutions of elliptic quasilinear equations in divergence form whose ellipticity constants degenerate at every point where \(\nabla u\in K\), where \(K\subset \mathbb{R }^N\) is a Borel set containing the origin.
Schaefer–Krasnoselskii fixed point theorems using a usual measure of weak noncompactness
2012
Abstract We present some extension of a well-known fixed point theorem due to Burton and Kirk [T.A. Burton, C. Kirk, A fixed point theorem of Krasnoselskii–Schaefer type, Math. Nachr. 189 (1998) 423–431] for the sum of two nonlinear operators one of them compact and the other one a strict contraction. The novelty of our results is that the involved operators need not to be weakly continuous. Finally, an example is given to illustrate our results.
Cores for parabolic operators with unbounded coefficients
2009
Abstract Let A = ∑ i , j = 1 N q i j ( s , x ) D i j + ∑ i = 1 N b i ( s , x ) D i be a family of elliptic differential operators with unbounded coefficients defined in R N + 1 . In [M. Kunze, L. Lorenzi, A. Lunardi, Nonautonomous Kolmogorov parabolic equations with unbounded coefficients, Trans. Amer. Math. Soc., in press], under suitable assumptions, it has been proved that the operator G : = A − D s generates a semigroup of positive contractions ( T p ( t ) ) in L p ( R N + 1 , ν ) for every 1 ⩽ p + ∞ , where ν is an infinitesimally invariant measure of ( T p ( t ) ) . Here, under some additional conditions on the growth of the coefficients of A , which cover also some growths with an ex…
A Mesh-free Particle Method for Transient Full-wave Simulation
2007
A mesh-free particle method is presented for electromagnetic (EM) transient simulation. The basic idea is to obtain numerical solutions for the partial differential equations describing the EM problem in time domain, by using a set of particles, considered as spatial interpolation points of the field variables, arbitrarily placed in the problem domain and by avoiding the use of a regular mesh. Irregular problems geometry with diffused non-homogeneous media can be modeled only with an initial set of arbitrarily distributed particles. The time dependence is accounted for with an explicit finite difference scheme. Moreover the particle discretization can be improved during the process time ste…
High Order Compact Finite Difference Schemes for A Nonlinear Black-Scholes Equation
2001
A nonlinear Black-Scholes equation which models transaction costs arising in the hedging of portfolios is discretized semi-implicitly using high order compact finite difference schemes. A new compact scheme, generalizing the compact schemes of Rigal [29], is derived and proved to be unconditionally stable and non-oscillatory. The numerical results are compared to standard finite difference schemes. It turns out that the compact schemes have very satisfying stability and non-oscillatory properties and are generally more efficient than the considered classical schemes.
ADI schemes for valuing European options under the Bates model
2018
Abstract This paper is concerned with the adaptation of alternating direction implicit (ADI) time discretization schemes for the numerical solution of partial integro-differential equations (PIDEs) with application to the Bates model in finance. Three different adaptations are formulated and their (von Neumann) stability is analyzed. Ample numerical experiments are provided for the Bates PIDE, illustrating the actual stability and convergence behaviour of the three adaptations.