Search results for "dirichlet problem"

showing 9 items of 79 documents

The Itô Integral

2014

The Ito integral allows us to integrate stochastic processes with respect to the increments of a Brownian motion or a somewhat more general stochastic process. We develop the Ito integral first for Brownian motion and then for generalized diffusion processes (so called Ito processes). In the third section, we derive the celebrated Ito formula. This is the chain rule for the Ito integral that enables us to do explicit calculations with the Ito integral. In the fourth section, we use the Ito formula to obtain a stochastic solution of the classical Dirichlet problem. This in turn is used in the fifth section in order to show that like symmetric simple random walk, Brownian motion is recurrent …

Stratonovich integralDirichlet problemSection (fiber bundle)Mathematics::ProbabilityStochastic processMathematical analysisLocal martingaleChain ruleDiffusion (business)Brownian motionMathematics
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Systems of quasilinear elliptic equations with dependence on the gradient via subsolution-supersolution method

2017

For the homogeneous Dirichlet problem involving a system of equations driven by \begin{document}$(p,q)$\end{document} -Laplacian operators and general gradient dependence we prove the existence of solutions in the ordered rectangle determined by a subsolution-supersolution. This extends the preceding results based on the method of subsolution-supersolution for systems of elliptic equations. Positive and negative solutions are obtained.

System of elliptic equationDirichlet problemApplied Mathematics010102 general mathematicsMathematical analysisMathematics::Analysis of PDEsSystem of linear equations01 natural sciences(pq)-Laplacian010101 applied mathematicsSubsolution-supersolution and gradient dependenceSettore MAT/05 - Analisi MatematicaHomogeneousDiscrete Mathematics and CombinatoricsRectangle0101 mathematicsLaplace operatorAnalysisDirichlet problemMathematicsDiscrete & Continuous Dynamical Systems - S
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One-dimensional nonlinear boundary value problems with variable exponent

2018

In this paper, a class of nonlinear differential boundary value problems with variable exponent is investigated. The existence of at least one non-zero solution is established, without assuming on the nonlinear term any condition either at zero or at infinity. The approach is developed within the framework of the Orlicz-Sobolev spaces with variable exponent and it is based on a local minimum theorem for differentiable functions.

Variable exponent Sobolev spacemedia_common.quotation_subject02 engineering and technology01 natural sciences0202 electrical engineering electronic engineering information engineeringDiscrete Mathematics and CombinatoricsBoundary value problemDifferentiable function0101 mathematicsDifferential (infinitesimal)P(x)-LaplacianDiscrete Mathematics and Combinatoricmedia_commonMathematicsDirichlet problemDirichlet problemApplied Mathematics010102 general mathematicsMathematical analysisZero (complex analysis)AnalysiDirichlet problem; P(x)-Laplacian; Variable exponent Sobolev spaces; Analysis; Discrete Mathematics and Combinatorics; Applied MathematicsMixed boundary conditionInfinityNonlinear system020201 artificial intelligence & image processingAnalysis
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Rotationally symmetric 1-harmonic flows from D2 TO S 2: Local well-posedness and finite time blowup

2010

The 1-harmonic flow from the disk to the sphere with constant Dirichlet boundary conditions is analyzed in the case of rotational symmetry. Sufficient conditions on the initial datum are given, such that a unique classical solution exists for short times. Also, a sharp criterion on the boundary condition is identified, such that any classical solution will blow up in finite time. Finally, nongeneric examples of finite time blowup are exhibited for any boundary condition.

Well-posed problemDirichlet problemApplied MathematicsMathematical analysisMathematics::Analysis of PDEsRotational symmetryMixed boundary conditionrotational symmetryferromagnetism; blowup; 1-harmonic flow; image processing; local existence; dirichlet problem; partial differential equations; rotational symmetryferromagnetism1-harmonic flowblowupimage processingComputational Mathematicssymbols.namesakeFlow (mathematics)Dirichlet boundary conditionsymbolspartial differential equationsInitial value problemBoundary value problemdirichlet problemAnalysislocal existenceMathematics
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Convergence of dynamic programming principles for the $p$-Laplacian

2018

We provide a unified strategy to show that solutions of dynamic programming principles associated to the $p$-Laplacian converge to the solution of the corresponding Dirichlet problem. Our approach includes all previously known cases for continuous and discrete dynamic programming principles, provides new results, and gives a convergence proof free of probability arguments.

equivalent notions of solutions01 natural sciencesMathematics - Analysis of PDEsnumerical methodsConvergence (routing)FOS: MathematicsApplied mathematicsgeneralized viscosity solutiondiscrete approximationsMathematics - Numerical Analysis0101 mathematicsGeometry and topologyDirichlet problemMathematicsviscosity solutionosittaisdifferentiaaliyhtälötDirichlet problemasymptotic mean value propertiesconvergencenumeeriset menetelmätApplied Mathematics010102 general mathematicsNumerical Analysis (math.NA)dynamic programming principle010101 applied mathematicsDynamic programmingp-Laplacianmonotone approximationsapproksimointiAnalysisAnalysis of PDEs (math.AP)
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Multi-parameter analysis of the obstacle scattering problem

2022

Abstract We consider the acoustic field scattered by a bounded impenetrable obstacle and we study its dependence upon a certain set of parameters. As usual, the problem is modeled by an exterior Dirichlet problem for the Helmholtz equation Δu + k 2 u = 0. We show that the solution u and its far field pattern u ∞ depend real analytically on the shape of the obstacle, the wave number k, and the Dirichlet datum. We also prove a similar result for the corresponding Dirichlet-to-Neumann map.

integral equationsshape sensitivity analysisassociated exterior Dirichlet problemDirichlet-to-Neumann operatorApplied MathematicsHelmholtz equation; acoustic scattering; associated exterior Dirichlet problem; Dirichlet-to-Neumann operator; shape sensitivity analysis; perturbed domain; integral equationsacoustic scatteringComputer Science ApplicationsTheoretical Computer Scienceperturbed domainMathematics - Analysis of PDEsSettore MAT/05 - Analisi MatematicaSignal ProcessingFOS: Mathematicsacoustic scattering; associated exterior Dirichlet problem; Dirichlet-to-Neumann operator; Helmholtz equation; integral equations; perturbed domain; shape sensitivity analysisHelmholtz equation35J25 35J05 35P25 31B10 45A05Mathematical PhysicsAnalysis of PDEs (math.AP)
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Global representation and multiscale expansion for the Dirichlet problem in a domain with a small hole close to the boundary

2019

For each pair (Formula presented.) of positive parameters, we define a perforated domain (Formula presented.) by making a small hole of size (Formula presented.) in an open regular subset (Formula presented.) of (Formula presented.) ((Formula presented.)). The hole is situated at distance (Formula presented.) from the outer boundary (Formula presented.) of the domain. Thus, when (Formula presented.) both the size of the hole and its distance from (Formula presented.) tend to zero, but the size shrinks faster than the distance. Next, we consider a Dirichlet problem for the Laplace equation in the perforated domain (Formula presented.) and we denote its solution by (Formula presented.) Our ai…

multiscale asymptotic expansionmulti-scale asymptotic expansionBoundary (topology)01 natural sciences35J25; 31B10; 45A05; 35B25; 35C20Domain (mathematical analysis)Settore MAT/05 - Analisi MatematicaSituated[MATH.MATH-AP]Mathematics [math]/Analysis of PDEs [math.AP]Dirichlet problem; Laplace operator; multiscale asymptotic expansion; real analytic continuation in Banach space; singularly perturbed perforated domainSmall hole[MATH]Mathematics [math]0101 mathematicsRepresentation (mathematics)MathematicsDirichlet problemDirichlet problemApplied Mathematics010102 general mathematicsMathematical analysisA domain010101 applied mathematicssingularly perturbed perforated domainLaplace operatorLaplace operatorAnalysisreal analytic continuation in Banach space
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Variational versus pseudomonotone operator approach in parameter-dependent nonlinear elliptic problems

2013

We study the existence of nontrivial solutions of parameter-dependent quasilinear elliptic Dirichlet problems of the form $-\Delta u = \lambda f(u)$ in $\Omega$, $u = 0$ on $\partial\Omega$, in a bounded domain $\Omega$ with sufficiently smooth boundary, where $\lambda$ is a real parameter and $\Delta_p$ denotes the p-Laplacian. Recently the authors obtained multiplicity results by employing an abstract localization principle of critical points of functional of the form $\Phi-\lambda\Psi$ on open subleveis of $\Phi$, i.e., of sets of the form $\Phi^{-1}(-\infty,r)$, combined with differential inequality techniques and topological arguments. Unlike in those recent papers by the authors, the …

p-Laplacian Dirichlet problem
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On the Sub-Supersolution Approach for Dirichlet Problems driven by a (p(x), q(x))-Laplacian Operator with Convection Term

2021

The method of sub and super-solution is applied to obtain existence and location of solutions to a quasilinear elliptic problem with variable exponent and Dirichlet boundary conditions involving a nonlinear term f depending on solution and on its gradient. Under a suitable growth condition on the convection term f, the existence of at least one solution satisfying a priori estimate is obtained.

sub-supersolutionpositive solutionSettore MAT/05 - Analisi Matematicagradient dependence(p(x) q(x))-LaplacianDirichlet problem
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