Results 11 to 20 of about 804 (84)

Sign changing solutions of Poisson's equation

open access: yesProceedings of the London Mathematical Society, Volume 121, Issue 3, Page 513-536, September 2020., 2020
Abstract Let Ω be an open, possibly unbounded, set in Euclidean space Rm with boundary ∂Ω, let A be a measurable subset of Ω with measure |A| and let γ∈(0,1). We investigate whether the solution vΩ,A,γ of −Δv=γ1Ω∖A−(1−γ)1A with v=0 on ∂Ω changes sign. Bounds are obtained for |A| in terms of geometric characteristics of Ω (bottom of the spectrum of the ...
M. van den Berg, D. Bucur
wiley   +1 more source

Regularity of a inverse problem for generic parabolic equations [PDF]

open access: yes, 2007
The paper studies some inverse boundary value problem for simplest parabolic equations such that the homogenuous Cauchy condition is ill posed at initial time.
Beck J V   +7 more
core   +2 more sources

Regular solutions for Landau-Lifschitz equation in a bounded domain

open access: yesDifferential and Integral Equations, 2001
Domain. Gilles Carbou, Pierre Fabrie Mathématiques Appliquées de Bordeaux, Université Bordeaux 1, 351 cours de la Libération, 33405 Talence cedex, France.
G. Carbou, P. Fabrie
semanticscholar   +1 more source

Rothe's method for nonlinear parabolic variational inequalities in noncylindrical domains

open access: yes, 2020
In this paper, a nonlinear parabolic variational inequality in noncylindrical domain is considered. Using extended Rothe’s method recently achieved in [11] an approximate solution is constructed. Existence and uniqueness results are proved.
G. Kulieva, K. Kuliev
semanticscholar   +1 more source

Global existence and blow-up of weak solutions for a class of fractional p-Laplacian evolution equations

open access: yesAdvances in Nonlinear Analysis, 2020
In this paper, we study the fractional p-Laplacian evolution equation with arbitrary initial energy,
Liao Menglan, Liu Qiang, Ye Hailong
doaj   +1 more source

A robust method of lines solution for singularly perturbed delay parabolic problem

open access: yesAlexandria Engineering Journal, 2020
A numerical method is proposed to solve a non-autonomous singularly perturbed parabolic differential equation with a time delay. The solution is obtained by a step by step discretisation process. First the spatial derivatives are discretised via a fitted
Nana Adjoah Mbroh   +2 more
doaj   +1 more source

Free boundary problems in controlled release pharmaceuticals. I: diffusion in glassy polymers [PDF]

open access: yes, 1988
This paper formulates and studies two different problems occurring in the formation and use of pharmaceuticals via controlled release methods. These problems involve a glassy polymer and a penetrant, and the central problem is to predict and control the ...
Cohen, Donald S., Erneux, Thomas
core   +1 more source

On the relativistic heat equation in one space dimension

open access: yesProceedings of the London Mathematical Society, Volume 107, Issue 6, Page 1395-1423, December 2013., 2013
We study the relativistic heat equation in one space dimension. We prove a local regularity result when the initial datum is locally Lipschitz in its support. We propose a numerical scheme that captures the known features of the solutions and allows for analysing further properties of their qualitative behaviour.
J. A. Carrillo, V. Caselles, S. Moll
wiley   +1 more source

A second order finite difference scheme for singularly perturbed Volterra integro-differential equation

open access: yesAlexandria Engineering Journal, 2020
In this paper, a singularly perturbed Volterra integro-differential equation, characterised by a single layer, is investigated. A numerical technique which uses a non-standard finite difference scheme is implemented to solve the differential part ...
Nana Adjoah Mbroh   +2 more
doaj   +1 more source

Asymptotic and numerical solutions for diffusion models for compounded risk reserves with dividend payments

open access: yesInternational Journal of Mathematics and Mathematical Sciences, Volume 2004, Issue 14, Page 721-739, 2004., 2004
We study a family of diffusion models for compounded risk reserves which account for the investment income earned and for the inflation experienced on claim amounts. We are interested in the models in which the dividend payments are paid from the risk reserves.
S. Shao, C. L. Chang
wiley   +1 more source

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