Search results for "Partial differential equation"
showing 10 items of 326 documents
Finite element approximation of parabolic hemivariational inequalities
1998
In this paper we introduce a finite element approximation for a parabolic hemivariational initial boundary value problem. We prove that the approximate problem is solvable and its solutions converge on subsequences to the solutions of the continuous problem
Qualitative Analysis of Differential, Difference Equations, and Dynamic Equations on Time Scales
2015
and Applied Analysis 3 thank Guest Editors Josef Dibĺik, Alexander Domoshnitsky, Yuriy V. Rogovchenko, Felix Sadyrbaev, and Qi-Ru Wang for their unfailing support with editorial work that ensured timely preparation of this special edition. Tongxing Li Josef Dibĺik Alexander Domoshnitsky Yuriy V. Rogovchenko Felix Sadyrbaev Qi-Ru Wang
Minimally implicit Runge-Kutta methods for Resistive Relativistic MHD
2016
The Relativistic Resistive Magnetohydrodynamic (RRMHD) equations are a hyperbolic system of partial differential equations used to describe the dynamics of relativistic magnetized fluids with a finite conductivity. Close to the ideal magnetohydrodynamic regime, the source term proportional to the conductivity becomes potentially stiff and cannot be handled with standard explicit time integration methods. We propose a new class of methods to deal with the stiffness fo the system, which we name Minimally Implicit Runge-Kutta methods. These methods avoid the development of numerical instabilities without increasing the computational costs in comparison with explicit methods, need no iterative …
Operator splitting methods for American option pricing
2004
Abstract We propose operator splitting methods for solving the linear complementarity problems arising from the pricing of American options. The space discretization of the underlying Black-Scholes Scholes equation is done using a central finite-difference scheme. The time discretization as well as the operator splittings are based on the Crank-Nicolson method and the two-step backward differentiation formula. Numerical experiments show that the operator splitting methodology is much more efficient than the projected SOR, while the accuracy of both methods are similar.
Theoretical study of a Bénard Marangoni problem
2011
[EN] In this paper we prove the existence of strong solutions for the stationary Benard-Marangoni problem in a finite domain flat on the top, bifurcating from the basic heat conductive state. The Benard-Marangoni problem is a physical phenomenon of thermal convection in which the effects of buoyancy and surface tension are taken into account. This problem is modelled with a system of partial differential equations of the type Navier-Stokes and heat equation. The boundary conditions include crossed boundary conditions involving tangential derivatives of the temperature and normal derivatives of the velocity field. To define tangential derivatives at the boundary, intended in the trace sense,…
PDE triangular Bézier surfaces: Harmonic, biharmonic and isotropic surfaces
2011
We approach surface design by solving second-order and fourth-order Partial Differential Equations (PDEs). We present many methods for designing triangular Bézier PDE surfaces given different sets of prescribed control points and including the special cases of harmonic and biharmonic surfaces. Moreover, we introduce and study a second-order and a fourth-order symmetric operator to overcome the anisotropy drawback of the harmonic and biharmonic operators over triangular Bézier surfaces. © 2010 Elsevier B.V. All rights reserved.
A third order partial differential equation for isotropic boundary based triangular Bézier surface generation
2011
Abstract We approach surface design by solving a linear third order Partial Differential Equation (PDE). We present an explicit polynomial solution method for triangular Bezier PDE surface generation characterized by a boundary configuration. The third order PDE comes from a symmetric operator defined here to overcome the anisotropy drawback of any operator over triangular Bezier surfaces.
Explicit Bézier control net of a PDE surface
2017
The PDE under study here is a general fourth-order linear elliptic Partial Differential Equation. Having prescribed the boundary control points, we provide the explicit expression of the whole control net of the associated PDE Bézier surface. In other words, we obtain the explicit expressions of the interior control points as linear combinations of free boundary control points. The set of scalar coefficients of these combinations works like a mould for PDE surfaces. Thus, once this mould has been computed for a given degree, real-time manipulation of the resulting surfaces becomes possible by modifying the prescribed information. The work was partially supported by Spanish Ministry of Econo…
On Approximation of Entropy Solutions for One System of Nonlinear Hyperbolic Conservation Laws with Impulse Source Terms
2010
We study one class of nonlinear fluid dynamic models with impulse source terms. The model consists of a system of two hyperbolic conservation laws: a nonlinear conservation law for the goods density and a linear evolution equation for the processing rate. We consider the case when influx-rates in the second equation take the form of impulse functions. Using the vanishing viscosity method and the so-called principle of fictitious controls, we show that entropy solutions to the original Cauchy problem can be approximated by optimal solutions of special optimization problems.
A strongly degenerate quasilinear elliptic equation
2005
Abstract We prove existence and uniqueness of entropy solutions for the quasilinear elliptic equation u - div a ( u , Du ) = v , where 0 ⩽ v ∈ L 1 ( R N ) ∩ L ∞ ( R N ) , a ( z , ξ ) = ∇ ξ f ( z , ξ ) , and f is a convex function of ξ with linear growth as ∥ ξ ∥ → ∞ , satisfying other additional assumptions. In particular, this class of equations includes the elliptic problems associated to a relativistic heat equation and a flux limited diffusion equation used in the theory of radiation hydrodynamics, respectively. In a second part of this work, using Crandall–Liggett's iteration scheme, this result will permit us to prove existence and uniqueness of entropy solutions for the corresponding…