Search results for "partial differential equation"
showing 10 items of 326 documents
Adaptive Gaussian particle method for the solution of the Fokker-Planck equation
2012
The Fokker-Planck equation describes the evolution of the probability density for a stochastic ordinary differential equation (SODE). A solution strategy for this partial differential equation (PDE) up to a relatively large number of dimensions is based on particle methods using Gaussians as basis functions. An initial probability density is decomposed into a sum of multivariate normal distributions and these are propagated according to the SODE. The decomposition as well as the propagation is subject to possibly large numeric errors due to the difficulty to control the spatial residual over the whole domain. In this paper a new particle method is derived, which allows a deterministic error…
Numerical solution of a multi-class model for batch settling in water resource recovery facilities
2017
In Torfs et al. (2017) a new unified framework to model settling tanks in water resource recovery facilities was proposed providing a set of partial differential equations (PDEs) modelling different settling unit processes in wastewater treatment such as primary and secondary settling tanks (PSTs and SSTs). The extension to a multi-class framework to deal with the distributed properties of the settling particles leads to a system of non-linear hyperbolic-parabolic PDEs whose solutions may contain very sharp transitions. This necessitates the use of a consistent and robust numerical method to obtain well-resolved and reliable approximations to the PDE solutions. The use of implicit–explicit …
A Projected Algebraic Multigrid Method for Linear Complementarity Problems
2011
We present an algebraic version of an iterative multigrid method for obstacle problems, called projected algebraic multigrid (PAMG) here. We show that classical AMG algorithms can easily be extended to deal with this kind of problem. This paves the way for efficient multigrid solution of obstacle problems with partial differential equations arising, for example, in financial engineering.
On the use of a meshless solver for PDEs governing electromagnetic transients
2009
In this paper some key elements of the Smoothed Particle Hydrodynamics methodology suitably reformulated for analyzing electromagnetic transients are investigated. The attention is focused on the interpolating smoothing kernel function which strongly influences the computational results. Some issues are provided by adopting the polynomial reproducing conditions. Validation tests involving Gaussian and cubic B-spline smoothing kernel functions in one and two dimensions are reported.
Boundary regularity for degenerate and singular parabolic equations
2013
We characterise regular boundary points of the parabolic $p$-Laplacian in terms of a family of barriers, both when $p>2$ and $1<p<2$. Due to the fact that $p\not=2$, it turns out that one can multiply the $p$-Laplace operator by a positive constant, without affecting the regularity of a boundary point. By constructing suitable families of barriers, we give some simple geometric conditions that ensure the regularity of boundary points.
Nonlinear hyperbolic equations in surface theory: integrable discretizations and approximation results
2006
A numerical scheme is developed for solution of the Goursat problem for a class of nonlinear hyperbolic systems with an arbitrary number of independent variables. Convergence results are proved for this difference scheme. These results are applied to hyperbolic systems of differential-geometric origin, like the sine-Gordon equation describing the surfaces of the constant negative Gaussian curvature (K-surfaces). In particular, we prove the convergence of discrete K--surfaces and their Backlund transformations to their continuous counterparts. This puts on a firm basis the generally accepted belief (which however remained unproved untill this work) that the classical differential geometry of…
Regularity of solutions to differential equations with non-Lipschitz coefficients
2008
AbstractWe study the ordinary and stochastic differential equations whose coefficients satisfy certain non-Lipschitz conditions, namely, we study the behaviors of small subsets under the flows generated by these equations.
Spatial Besov regularity for stochastic partial differential equations on Lipschitz domains
2010
We use the scale of Besov spaces B^\alpha_{\tau,\tau}(O), \alpha>0, 1/\tau=\alpha/d+1/p, p fixed, to study the spatial regularity of the solutions of linear parabolic stochastic partial differential equations on bounded Lipschitz domains O\subset R^d. The Besov smoothness determines the order of convergence that can be achieved by nonlinear approximation schemes. The proofs are based on a combination of weighted Sobolev estimates and characterizations of Besov spaces by wavelet expansions.
Convergence of a high-order compact finite difference scheme for a nonlinear Black–Scholes equation
2004
A high-order compact finite difference scheme for a fully nonlinear parabolic differential equation is analyzed. The equation arises in the modeling of option prices in financial markets with transaction costs. It is shown that the finite difference solution converges locally uniformly to the unique viscosity solution of the continuous equation. The proof is based on a careful study of the discretization matrices and on an abstract convergence result due to Barles and Souganides.
Control of essential supremum of solutions of quasilinear degenerate parabolic equations
2001
Sufficient conditions are obtained so that a weak subsolution of a class of quasilinear degenerate parabolic equations, bounded from above on theparabolic boundary of the cylinder Q, turns out to be bounded from above in Q.