Search results for "partial differential equation"
showing 10 items of 326 documents
A comparison analysis between unsymmetric and symmetric radial basis function collocation methods for the numerical solution of partial differential …
2002
Abstract In this article, we present a thorough numerical comparison between unsymmetric and symmetric radial basis function collocation methods for the numerical solution of boundary value problems for partial differential equations. A series of test examples was solved with these two schemes, different problems with different type of governing equations, and boundary conditions. Particular emphasis was paid to the ability of these schemes to solve the steady-state convection-diffusion equation at high values of the Peclet number. From the examples tested in this work, it was observed that the system of algebraic equations obtained with the symmetric method was in general simpler to solve …
Parabolic Equations Minimizing Linear Growth Functionals: L1-Theory
2004
Let Ω be a bounded set in ℝN with boundary of class C1. We are interested in the problem $$ \left\{ \begin{gathered} \frac{{\partial u}} {{\partial t}} = diva\left( {x,Du} \right)in Q = \left( {0,\infty } \right) \times \Omega , \hfill \\ u\left( {t,x} \right) = \phi \left( x \right)on S = \left( {0,\infty } \right) \times \partial \Omega , \hfill \\ u\left( {0,x} \right) = u_0 \left( x \right)in x \in \Omega \hfill \\ \end{gathered} \right. $$ (1) where ϕ ∈ L1(∂Ω), u0 ∈ L2(Ω) and a(x, ξ) = ∇ξ f(x, ξ, f being a function with linear growth in ‖ξ‖ as ‖ξ‖ → ∞. One of the classical examples is the nonparametric area integrand for which \( f(x,\xi ) = \sqrt {1 + \left\| \xi \right\|^2 } \). Prob…
Identification of small inhomogeneities: Asymptotic factorization
2007
We consider the boundary value problem of calculating the electrostatic potential for a homogeneous conductor containing finitely many small insulating inclusions. We give a new proof of the asymptotic expansion of the electrostatic potential in terms of the background potential, the location of the inhomogeneities and their geometry, as the size of the inhomogeneities tends to zero. Such asymptotic expansions have already been used to design direct (i.e. noniterative) reconstruction algorithms for the determination of the location of the small inclusions from electrostatic measurements on the boundary, e.g. MUSIC-type methods. Our derivation of the asymptotic formulas is based on integral …
A direct impedance tomography algorithm for locating small inhomogeneities
2003
Impedance tomography seeks to recover the electrical conductivity distribution inside a body from measurements of current flows and voltages on its surface. In its most general form impedance tomography is quite ill-posed, but when additional a-priori information is admitted the situation changes dramatically. In this paper we consider the case where the goal is to find a number of small objects (inhomogeneities) inside an otherwise known conductor. Taking advantage of the smallness of the inhomogeneities, we can use asymptotic analysis to design a direct (i.e., non-iterative) reconstruction algorithm for the determination of their locations. The viability of this direct approach is documen…
Solving a model for 1-D, three-phase flow vertical equilibrium processes in a homogeneous porous medium by means of a Weighted Essentially Non Oscill…
2013
Mathematical models of multi-phase flow are useful in some engineering applications like enhanced oil recovery, filtration of pollutants into subsurface, etc. In this work, we derive a mathematical model for the motion of one-dimensional three-phase flow in a porous medium under the condition of vertical equilibrium, which can be viewed as an extension of some two-phase flow models described in the literature. Our model involves a system of two partial differential equations in the form of viscous conservation laws, whose solutions may contain very sharp transitions. We show that a high-order/high resolution Weighted Essentially Non Oscillatory scheme is an appropriate tool to discretize th…
The 1-Harmonic Flow with Values into $\mathbb S^{1}$
2013
We introduce a notion of solution for the $1$-harmonic flow, i.e., the formal gradient flow of the total variation functional with respect to the $L^2$-distance, from a domain of $\mathbb R^m$ into a geodesically convex subset of an $N$-sphere. For such a notion, under homogeneous Neumann boundary conditions, we prove both existence and uniqueness of solutions when the target space is a semicircle and the existence of solutions when the target space is a circle and the initial datum has no jumps of an “angle” larger than $\pi$. Earlier results in [J. W. Barrett, X. Feng, and A. Prohl, SIAM J. Math. Anal., 40 (2008), pp. 1471--1498] and [X. Feng, Calc. Var. Partial Differential Equations, 37…
A Computational Technique for Solving Singularly Perturbed Delay Partial Differential Equations
2021
Abstract In this work, a matrix method based on Laguerre series to solve singularly perturbed second order delay parabolic convection-diffusion and reaction-diffusion type problems involving boundary and initial conditions is introduced. The approximate solution of the problem is obtained by truncated Laguerre series. Moreover convergence analysis is introduced and stability is explained. Besides, a test case is given and the error analysis is considered by the different norms in order to show the applicability of the method.
TUG-OF-WAR, MARKET MANIPULATION, AND OPTION PRICING
2014
We develop an option pricing model based on a tug-of-war game involving the the issuer and holder of the option. This two-player zero-sum stochastic differential game is formulated in a multi-dimensional financial market and the agents try, respectively, to manipulate/control the drift and the volatility of the asset processes in order to minimize and maximize the expected discounted pay-off defined at the terminal date $T$. We prove that the game has a value and that the value function is the unique viscosity solution to a terminal value problem for a partial differential equation involving the non-linear and completely degenerate parabolic infinity Laplace operator.
Integrability of an inhomogeneous nonlinear Schrödinger equation in Bose–Einstein condensates and fiber optics
2010
In this paper, we investigate the integrability of an inhomogeneous nonlinear Schrödinger equation, which has several applications in many branches of physics, as in Bose-Einstein condensates and fiber optics. The main issue deals with Painlevé property (PP) and Liouville integrability for a nonlinear Schrödinger-type equation. Solutions of the integrable equation are obtained by means of the Darboux transformation. Finally, some applications on fiber optics and Bose-Einstein condensates are proposed (including Bose-Einstein condensates in three-dimensional in cylindrical symmetry).
Riemann solvers in relativistic astrophysics
1999
AbstractOur contribution reviews High Resolution Shock Capturing methods (HRSC) in the field of relativistic hydrodynamics with special emphasis on Riemann solvers. HRSC techniques achieve highly accurate numerical approximations (formally second order or better) in smooth regions of the flow, and capture the motion of unresolved steep gradients without creating spurious oscillations. One objective of our contribution is to show how these techniques have been extended to relativistic hydrodynamics, making it possible to explore some challenging astrophysical scenarios. We will review recent literature concerning the main properties of different special relativistic Riemann solvers, and disc…