Search results for "partial differential equation"

showing 10 items of 326 documents

On the local and global regularity of tug-of-war games

2018

This thesis studies local and global regularity properties of a stochastic two-player zero-sum game called tug-of-war. In particular, we study value functions of the game locally as well as globally, that is, close to the boundaries of the game domains. Furthermore, we formulate a continuous time stochastic differential game and discuss, among other things, the equicontinuity of the families of value functions. The main motivation is to understand the properties of the games on their own right. As applications, we obtain an existence and a regularity result for a nonlinear elliptic p-Laplace type partial differential equation and a characterization of the solution to a parabolic p-Laplace typ…

osittaisdifferentiaaliyhtälötComputer Science::Computer Science and Game Theoryregularitytug-of-war gamespartial differential equationspeliteoriastochastic gamesstokastiset prosessit
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An evolutionary Haar-Rado type theorem

2021

AbstractIn this paper, we study variational solutions to parabolic equations of the type $$\partial _t u - \mathrm {div}_x (D_\xi f(Du)) + D_ug(x,u) = 0$$ ∂ t u - div x ( D ξ f ( D u ) ) + D u g ( x , u ) = 0 , where u attains time-independent boundary values $$u_0$$ u 0 on the parabolic boundary and f, g fulfill convexity assumptions. We establish a Haar-Rado type theorem: If the boundary values $$u_0$$ u 0 admit a modulus of continuity $$\omega $$ ω and the estimate $$|u(x,t)-u_0(\gamma )| \le \omega (|x-\gamma |)$$ | u ( x , t ) - u 0 ( γ ) | ≤ ω ( | x - γ | ) holds, then u admits the same modulus of continuity in the spatial variable.

osittaisdifferentiaaliyhtälötGeneral Mathematics010102 general mathematicsBoundary (topology)variaatiolaskentaAlgebraic geometryType (model theory)01 natural sciencesParabolic partial differential equationOmegaModulus of continuityConvexity010101 applied mathematicsCombinatoricsNumber theory0101 mathematicsMathematics
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Gradient walks and $p$-harmonic functions

2017

osittaisdifferentiaaliyhtälötMarkov chainApplied MathematicsGeneral Mathematicsta111010102 general mathematics01 natural sciences010101 applied mathematicsHarmonic functionpartial differential equationsstochastic processesStatistical physics0101 mathematicsstokastiset prosessitMathematicsProceedings of the American Mathematical Society
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Nonlinear Liouville Problems in a Quarter Plane

2016

We answer affirmatively the open problem proposed by Cabr\'e and Tan in their paper "Positive solutions of nonlinear problems involving the square root of the Laplacian" (see Adv. Math. {\bf 224} (2010), no. 5, 2052-2093).

osittaisdifferentiaaliyhtälötPlane (geometry)General MathematicsOpen problemta111010102 general mathematicsMathematical analysis35B09 35B53 35J60Quarter (United States coin)01 natural sciencesNonlinear systemMathematics - Analysis of PDEsSquare root0103 physical sciencesFOS: Mathematicspartial differential equations010307 mathematical physics0101 mathematicsLaplace operatorAnalysis of PDEs (math.AP)MathematicsInternational Mathematics Research Notices
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Shape optimization utilizing consistent sensitivities

2010

osittaisdifferentiaaliyhtälötmatemaattinen optimointisensitivity analysisoptimointimuotoilumuodon optimointishape optimizationcomputer simulationpartial differential equationsherkkyysanalyysisimulointialgoritmic differentiationsimulointiohjelmistoautomaattinen derivointitietojenkäsittely
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A graph-based multigrid with applications

2010

osittaisdifferentiaaliyhtälötvirtauslaskentaEquationsalgebraic multigriddifferential equationsmultigrid methodsexact controllabilityyhtälöttietotekniikkaStokes equationNavier equationNavier-Stokes equationpreconditioningalgoritmitpartial differential equationssimulointiHelmholtz equation
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Variational parabolic capacity

2015

We establish a variational parabolic capacity in a context of degenerate parabolic equations of $p$-Laplace type, and show that this capacity is equivalent to the nonlinear parabolic capacity. As an application, we estimate the capacities of several explicit sets.

p-parabolic equationcapacityApplied Mathematicsta111Mathematical analysisDegenerate energy levelsMathematics::Analysis of PDEsContext (language use)Parabolic cylinder functionType (model theory)Parabolic partial differential equationHeat capacityNonlinear systemdegenerate parabolic equationsnonlinear potential theoryDiscrete Mathematics and CombinatoricsAnalysisComputer Science::Information TheoryMathematicsDiscrete and Continuous Dynamical Systems
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Shape optimization in contact problems : Approximation and numerical realization

1987

The optímal shape design of a two-dimensíonal elastic body on rigid foundatíon is analyzed. The relation between the continuous problem and the díscrete problem achieved by FEM is presented. A numerícal realization together wíth the sensítivity analysís is given. Several numerical examples to illustrate the practícal use of the methods are presented. peerReviewed

partial differential equationelastic contactvariational inequalityconstrained optimization
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Regularity and modulus of continuity of space-filling curves

2019

We study critical regularity assumptions on space-filling curves that possess certain modulus of continuity. The bounds we obtain are essentially sharp, as demonstrated by an example. peerReviewed

regularityPartial differential equationspace-filling curvesFunctional analysisGeneral Mathematics010102 general mathematicsMathematical analysisSpace (mathematics)01 natural sciencesModulus of continuitymodulus0103 physical sciencesjatkuvuusfraktaalitmittateoria010307 mathematical physics0101 mathematicsAnalysisMathematicsJournal d'Analyse Mathématique
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Stationary and Nontationary Response Probability Density Function of a Beam under Poisson White Noise

2011

In this paper an approximate explicit probability density function for the analysis of external oscillations of a linear and geometric nonlinear simply supported beam driven by random pulses is proposed. The adopted impulsive loading model is the Poisson White Noise , that is a process having Dirac’s delta occurrences with random intensity distributed in time according to Poisson’s law. The response probability density function can be obtained solving the related Kolmogorov-Feller (KF) integro-differential equation. An approximated solution, using path integral method, is derived transforming the KF equation to a first order partial differential equation. The method of characteristic is the…

symbols.namesakeCharacteristic function (probability theory)Cumulative distribution functionMathematical analysissymbolsFirst-order partial differential equationProbability distributionProbability density functionWhite noiseMoment-generating functionPoisson distributionMathematics
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