Results 21 to 30 of about 114 (65)
Existence and blowup of solutions for non-divergence polytropic variation-inequality in corn option trading [PDF]
, 2023 This paper focuses on a class of variation-inequality problems involving non-divergence polytropic parabolic operators. The penalty method is employed, along with the Leray Schauder fixed point theory and limit progress, to determine the existence of ...
Changchun Bi, Jia Li
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A system of impulsive degenerate nonlinear parabolic functional‐differential inequalities
International Journal of Stochastic Analysis, Volume 8, Issue 1, Page 59-68, 1995., 1994 A theorem about a system of strong impulsive degenerate nonlinear parabolic functional‐differential inequalities in an arbitrary parabolic set is proved. As a consequence of the theorem, some theorems about impulsive degenerate nonlinear parabolic differential inequalities and the uniqueness of a classical solution of an impulsive degenerate nonlinear ...
Ludwik Byszewski
wiley +1 more source
Approximation of Bayesian inverse problems for PDEs [PDF]
, 2009 Inverse problems are often ill posed, with solutions that depend sensitively on data. In any numerical approach to the solution of such problems, regularization of some form is needed to counteract the resulting instability.
A. M. Stuart +3 more
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Diffusion processes via parabolic equations: an infinitesimal approach to Lindeberg's limit theorem
Journal of Logic and Analysis, 2009 We approach infinitesimal diffusion processes via a linkage to the diffu- sion equation. By this we obtain Lindeberg's limit theorem and a Lindeberg type limit theorem for diffusion processes by an application of the underspill principle.
H. Weisshaupt
semanticscholar +1 more source
Almost periodic solutions to systems of parabolic equations
International Journal of Stochastic Analysis, Volume 7, Issue 4, Page 581-586, 1994., 1994 In this paper we show that the second‐order differential solution is 𝕃2‐almost periodic, provided it is 𝕃2‐bounded, and the growth of the components of a non‐linear function of a system of parabolic equation is bounded by any pair of con‐secutive eigenvalues of the associated Dirichlet boundary value problems.
Janpou Nee
wiley +1 more source
Quasilinearization for some nonlocal problems
International Journal of Stochastic Analysis, Volume 6, Issue 2, Page 117-122, 1993., 1993 The method of generalized quasilinearization [4] is applied to study semilinear parabolic equation ut − Lu = f(t, x, u) with nonlocal boundary conditions u(t,x)=∫Ωϕ(x,y)u(t,y)dy in this paper. The convexity of f in u is relaxed by requiring f(t, x, u) + Mu2 to be convex for some M > 0. The quadratic convergence of monotone sequence is obtained.
Yunfeng Yin
wiley +1 more source
A fully discrete evolving surface finite element method [PDF]
, 2012 In this paper we consider a time discrete evolving surface finite element method for the advection and diffusion of a conserved scalar quantity on a moving surface.
Charles M. Elliott +2 more
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A mixed nonlinear time-fractional Rayleigh-Stokes equation [PDF]
, 2022 . This paper investigates a nonlinear time-fractional Rayleigh-Stokes equation with mixed nonlinearities containing a power-type function, a logarithmic function and an inverse time-forcing term.
Au, Vo Van, Caraballo Garrido, Tomás
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On the Cauchy problem for semilinear elliptic equations [PDF]
, 2016 We study the Cauchy problem for non-linear (semilinear) elliptic partial differential equations in Hilbert spaces. The problem is severely ill-posed in the sense of Hadamard.
Binh, TT, Lesnic, D, Taun, NH, Viet, TQ
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An infinite-dimensional approach to path-dependent Kolmogorov equations [PDF]
, 2016 In this paper, a Banach space framework is introduced in order to deal with finite-dimensional path-dependent stochastic differential equations. A version of Kolmogorov backward equation is formulated and solved both in the space of $L^p$ paths and in ...
Flandoli, Franco, Zanco, Giovanni
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