Search results for "Parabolic partial differential equation"

showing 10 items of 35 documents

On the solution of a parabolic PDE involving a gas flow through a semi-infinite porous medium

2021

Abstract Taking as start point the parabolic partial differential equation with the respective initial and boundary conditions, the present research focuses onto the flow of a sample of waste-water derived from a standard/conventional dyeing process. In terms of a highly prioritized concern, meaning environment decontamination and protection, in order to remove the dyes from the waste waters, photocatalyses like ZnO or TiO2 nanoparticles were formulated, due to their high surface energy which makes them extremely reactive and attractive. According to the basics of ideal fluid, the key point is the gas flow through an ideal porous pipe consisting of nanoparticles bound one to each other, for…

010302 applied physicsPartial differential equationDifferential equationNumerical analysisGeneral Physics and Astronomy02 engineering and technologyMechanicsWastewater decontamination021001 nanoscience & nanotechnology01 natural sciencesParabolic partial differential equationlcsh:QC1-999Parabolic equation and systemsBoundary value problemsDifferential equationFlow (mathematics)0103 physical sciencesNanoporous ZnO particlesBoundary value problem0210 nano-technologyPorosityPorous mediumlcsh:PhysicsNumerical analysisResults in Physics
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A continuous time tug-of-war game for parabolic $p(x,t)$-Laplace type equations

2019

We formulate a stochastic differential game in continuous time that represents the unique viscosity solution to a terminal value problem for a parabolic partial differential equation involving the normalized $p(x,t)$-Laplace operator. Our game is formulated in a way that covers the full range $1<p(x,t)<\infty$. Furthermore, we prove the uniqueness of viscosity solutions to our equation in the whole space under suitable assumptions.

050208 financeLaplace transformApplied MathematicsGeneral MathematicsTug of warProbability (math.PR)010102 general mathematics05 social sciencesMathematical analysisType (model theory)01 natural sciencesParabolic partial differential equationTerminal valueMathematics - Analysis of PDEs0502 economics and businessDifferential gameFOS: Mathematics91A15 49L25 35K650101 mathematicsViscosity solutionMathematics - ProbabilityAnalysis of PDEs (math.AP)Mathematics
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Non-autonomous rough semilinear PDEs and the multiplicative Sewing Lemma

2021

We investigate existence, uniqueness and regularity for local solutions of rough parabolic equations with subcritical noise of the form $du_t- L_tu_tdt= N(u_t)dt + \sum_{i = 1}^dF_i(u_t)d\mathbf X^i_t$ where $(L_t)_{t\in[0,T]}$ is a time-dependent family of unbounded operators acting on some scale of Banach spaces, while $\mathbf X\equiv(X,\mathbb X)$ is a two-step (non-necessarily geometric) rough path of H\"older regularity $\gamma >1/3.$ Besides dealing with non-autonomous evolution equations, our results also allow for unbounded operations in the noise term (up to some critical loss of regularity depending on that of the rough path $\mathbf X$). As a technical tool, we introduce a versi…

60H15 60H05 35K58 32A70Pure mathematicsLemma (mathematics)Rough pathSemigroupMultiplicative functionProbability (math.PR)Banach spacePropagatorParabolic partial differential equationFunctional Analysis (math.FA)Mathematics - Functional AnalysisMathematics - Analysis of PDEsRough partial differential equationsProduct (mathematics)Multiplicative Sewing lemmaFOS: Mathematics/dk/atira/pure/subjectarea/asjc/2600/2603UniquenessRough pathMathematics - ProbabilityAnalysisMathematicsAnalysis of PDEs (math.AP)
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Local regularity for quasi-linear parabolic equations in non-divergence form

2018

Abstract We consider viscosity solutions to non-homogeneous degenerate and singular parabolic equations of the p -Laplacian type and in non-divergence form. We provide local Holder and Lipschitz estimates for the solutions. In the degenerate case, we prove the Holder regularity of the gradient. Our study is based on a combination of the method of alternatives and the improvement of flatness estimates.

Applied Mathematics010102 general mathematicsMathematical analysisDegenerate energy levelsMathematics::Analysis of PDEsType (model theory)Lipschitz continuity01 natural sciencesParabolic partial differential equation010101 applied mathematicsViscosityMathematics - Analysis of PDEs35B65 35K65 35D40 35K92 35K6FOS: Mathematics0101 mathematicsDivergence (statistics)Laplace operatorAnalysisAnalysis of PDEs (math.AP)Flatness (mathematics)MathematicsNonlinear Analysis
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A parabolic hemivariational inequality

1996

Applied MathematicsMathematical analysisHemivariational inequalityParabolic partial differential equationAnalysisMathematicsNonlinear Analysis: Theory, Methods &amp; Applications
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Parabolic Equations Minimizing Linear Growth Functionals: L1-Theory

2004

Let Ω be a bounded set in ℝN with boundary of class C1. We are interested in the problem $$ \left\{ \begin{gathered} \frac{{\partial u}} {{\partial t}} = diva\left( {x,Du} \right)in Q = \left( {0,\infty } \right) \times \Omega , \hfill \\ u\left( {t,x} \right) = \phi \left( x \right)on S = \left( {0,\infty } \right) \times \partial \Omega , \hfill \\ u\left( {0,x} \right) = u_0 \left( x \right)in x \in \Omega \hfill \\ \end{gathered} \right. $$ (1) where ϕ ∈ L1(∂Ω), u0 ∈ L2(Ω) and a(x, ξ) = ∇ξ f(x, ξ, f being a function with linear growth in ‖ξ‖ as ‖ξ‖ → ∞. One of the classical examples is the nonparametric area integrand for which \( f(x,\xi ) = \sqrt {1 + \left\| \xi \right\|^2 } \). Prob…

CombinatoricsDirichlet problemPhysicssymbols.namesakeMinimal surfacesymbolsLinear growthParabolic partial differential equationOmegaLagrangian
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Existence and uniqueness of a solution for a parabolic quasilinear problem for linear growth functionals with $L^1$ data

2002

We introduce a new concept of solution for the Dirichlet problem for quasilinear parabolic equations in divergent form for which the energy functional has linear growth. Using Kruzhkov's method of doubling variables both in space and time we prove uniqueness and a comparison principle in $L^1$ for these solutions. To prove the existence we use the nonlinear semigroup theory.

Dirichlet problemNonlinear systemSpacetimeSemigroupGeneral MathematicsMathematical analysisMathematics::Analysis of PDEsUniquenessLinear growthParabolic partial differential equationMathematicsEnergy functionalMathematische Annalen
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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…

Discrete mathematicsSemigroupApplied MathematicsNonautonomous parabolic equationsCharacterization (mathematics)Differential operatorParabolic partial differential equationCombinatoricsOperator (computer programming)Cover (topology)Evolution operatorsGradient estimatesCoresInfinitesimal generatorInvariant measureInvariant measuresAnalysisMathematicsJournal of Differential Equations
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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.

DiscretizationMathematical analysisFinite differenceFinite difference coefficientBlack–Scholes modelStability (probability)Parabolic partial differential equationNonlinear systemOption pricing transaction costs parabolic equations compact finite difference discretizationsValuation of optionsScheme (mathematics)Applied mathematicsddc:004General Economics Econometrics and FinanceFinanceMathematicsSSRN Electronic Journal
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Simple algorithms for calculation of the axial‐symmetric heat transport problem in a cylinder

2001

The approximation of axial‐symmetric heat transport problem in a cylinder is based on the finite volume method. In the classical formulation of the finite volume method it is assumed that the flux terms in the control volume are approximated with the finite difference expressions. Then in the 1‐D case the corresponding finite difference scheme for the given source function is not exact. There we propose the exact difference scheme. In 2‐D case the corresponding integrals are approximated using different quadrature formulae. This procedure allows one to reduce the heat transport problem described by a partial differential equation to an initial‐value problem for a system of two ordinary diff…

FTCS schemeFinite volume methodDifferential equationMathematical analysisFinite difference method-Parabolic partial differential equationFinite element methodModeling and SimulationQA1-939CylinderAnalysisSIMPLE algorithmMathematicsMathematicsMathematical Modelling and Analysis
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