Search results for "partial differential equation"
showing 10 items of 326 documents
Adaptive Wavelet Methods for SPDEs
2014
We review a series of results that have been obtained in the context of the DFG-SPP 1324 project “Adaptive wavelet methods for SPDEs”. This project has been concerned with the construction and analysis of adaptive wavelet methods for second order parabolic stochastic partial differential equations on bounded, possibly nonsmooth domains \(\mathcal{O}\subset \mathbb{R}^{d}\). A detailed regularity analysis for the solution process u in the scale of Besov spaces \(B_{\tau,\tau }^{s}(\mathcal{O})\), 1∕τ = s∕d + 1∕p, α > 0, p ≥ 2, is presented. The regularity in this scale is known to determine the order of convergence that can be achieved by adaptive wavelet algorithms and other nonlinear appro…
Hydrodynamics and Stochastic Differential Equation with Sobolev Coefficients
2013
In this chapter, we will explain how the Brenier’s relaxed variational principle for Euler equation makes involved the ordinary differential equations with Sobolev coefficients and how the investigation on stochastic differential equations (SDE) with Sobolev coefficients is useful to establish variational principles for Navier–Stokes equations. We will survey recent results on this topic.
Linear Systems Excited by Polynomials of Filtered Poission Pulses
1997
The stochastic differential equations for quasi-linear systems excited by parametric non-normal Poisson white noise are derived. Then it is shown that the class of memoryless transformation of filtered non-normal delta correlated process can be reduced, by means of some transformation, to quasi-linear systems. The latter, being excited by parametric excitations, are frst converted into ltoˆ stochastic differential equations, by adding the hierarchy of corrective terms which account for the nonnormality of the input, then by applying the Itoˆ differential rule, the moment equations have been derived. It is shown that the moment equations constitute a linear finite set of differential equatio…
Set-valued and fuzzy stochastic differential equations driven by semimartingales
2013
Abstract In the paper we present set-valued and fuzzy stochastic integrals with respect to semimartingale integrators as well as their main properties. Then we study the existence of solutions to set-valued and fuzzy-set-valued stochastic differential equations driven by semimartingales. The stability of solutions is also established.
Approximation von extremalflächenstücken (hyperbolischen typs) durch charakteristische räumliche vierecke
1982
We consider solutions z of the Cauchy-problem for hyperbolic Euler-Lagrange equations derived from a general Lagrangian f(x, y, z; zx, zy) in two independent variables x, y. z is supposed to be an extremal of the corresponding variational problem. Visualizing z as a surface in R3 we give a geometric interpretation of Lewy's well-known characteristic approximation scheme for the numerical solution of second order hyperbolic equations by approximating z via a polyhedral construction built up from subunits which consist of two characteristic triangles having one side in common but lying on different planes in R3. Utilizing ideas from Cartan-geometry one can (in an appropriate sense) introduce …
A general 4th-order PDE method to generate Bézier surfaces from the boundary
2006
In this paper we present a method for generating Bezier surfaces from the boundary information based on a general 4th-order PDE. This is a generalisation of our previous work on harmonic and biharmonic Bezier surfaces whereby we studied the Bezier solutions for Laplace and the standard biharmonic equation, respectively. Here we study the Bezier solutions of the Euler-Lagrange equation associated with the most general quadratic functional. We show that there is a large class of fourth-order operators for which Bezier solutions exist and hence we show that such operators can be utilised to generate Bezier surfaces from the boundary information. As part of this work we present a general method…
Monotony Based Imaging in EIT
2010
We consider the problem of determining conductivity anomalies inside a body from voltage‐current measurements on its surface. By combining the monotonicity method of Tamburrino and Rubinacci with the concept of localized potentials, we derive a new imaging method that is capable of reconstructing the exact (outer) shape of the anomalies. We furthermore show that the method can be implemented without solving any non‐homogeneous forward problems and show a first numerical result.
Stefan-Boltzmann Radiation on Non-convex Surfaces
1997
We consider the stationary heat equation for a non-convex body with Stefan–Boltzmann radiation condition on the surface. The main virtue of the resulting problem is non-locality of the boundary condition. Moreover, the problem is non-linear and in the general case also non-coercive and non-monotone. We show that the boundary value problem has a maximum principle. Hence, we can prove the existence of a weak solution assuming the existence of upper and lower solutions. In the two dimensional case or when a part of the radiation can escape the system we obtain coercivity and stronger existence result. © 1997 by B.G. Teubner Stuttgart-John Wiley & Sons, Ltd.
Analogical Modeling and Numerical Simulation for Sintering Phenomena
2013
In this paper the authors propose an approach for analogical modeling and numerical simulation of the phenomena of sintering, taking into account different cases depending on the type of energy used in the process of aggregation and the nature of the material powder, using a software which simulates the propagation and the control of the temperature. Many physical phenomena encountered in science and engineering can be described mathematically through partial differential equations (PDE) and ordinary differential equations (ODE) such as propagation phenomena, engineering applications, hydrotechnics, chemistry, pollution a.s.o. There may be situations when the exact establish of the analytic…
High-accuracy approximation of piecewise smooth functions using the Truncation and Encode approach
2017
Abstract In the present work, we analyze a technique designed by Geraci et al. in [1,11] named the Truncate and Encode (TE) strategy. It was presented as a non-intrusive method for steady and non-steady Partial Differential Equations (PDEs) in Uncertainty Quantification (UQ), and as a weakly intrusive method in the unsteady case. We analyze the TE algorithm applied to the approximation of functions, and in particular its performance for piecewise smooth functions. We carry out some numerical experiments, comparing the performance of the algorithm when using different linear and non-linear interpolation techniques and provide some recommendations that we find useful in order to achieve a hig…