Results 1 to 10 of about 14,599 (120)

Introduction to discrete functional analysis techniques for the numerical study of diffusion equations with irregular data [PDF]

open access: yes, 2015
We give an introduction to discrete functional analysis techniques for stationary and transient diffusion equations. We show how these techniques are used to establish the convergence of various numerical schemes without assuming non-physical regularity ...
Droniou, Jerome
core   +3 more sources

Valuation equations for stochastic volatility models [PDF]

open access: yes, 2011
We analyze the valuation partial differential equation for European contingent claims in a general framework of stochastic volatility models where the diffusion coefficients may grow faster than linearly and degenerate on the boundaries of the state ...
Bayraktar, Erhan   +2 more
core   +2 more sources

Some Results on Inverse Scattering [PDF]

open access: yes, 2007
A review of some of the author's results in the area of inverse scattering is given. The following topics are discussed: 1) Property $C$ and applications, 2) Stable inversion of fixed-energy 3D scattering data and its error estimate, 3) Inverse ...
Ramm, A. G.
core   +8 more sources

On the Gierer-Meinhardt System with Saturation [PDF]

open access: yes, 2004
We consider the following shadow Gierer-Meinhardt system with saturation: \left\{\begin{array}{l} A_t=\epsilon^2 \Delta A -A + \frac{A^2}{ \xi (1+k A^2)} \ \ \mbox{in} \ \Omega \times (0, \infty),\\ \tau \xi_t= -\xi +\frac{1}{|\Omega|} \int_\Om A^2 ...
Wei, J, Winter, M
core   +1 more source

Nonlinear normal modes and spectral submanifolds: Existence, uniqueness and use in model reduction

open access: yes, 2016
We propose a unified approach to nonlinear modal analysis in dissipative oscillatory systems. This approach eliminates conflicting definitions, covers both autonomous and time-dependent systems, and provides exact mathematical existence, uniqueness and ...
Haller, George, Ponsioen, Sten
core   +1 more source

The Helically-Reduced Wave Equation as a Symmetric-Positive System [PDF]

open access: yes, 2003
Motivated by the partial differential equations of mixed type that arise in the reduction of the Einstein equations by a helical Killing vector field, we consider a boundary value problem for the helically-reduced wave equation with an arbitrary source ...
Torre, C. G.
core   +4 more sources

Stochastic Mean-Field Limit: Non-Lipschitz Forces \& Swarming

open access: yes, 2010
We consider general stochastic systems of interacting particles with noise which are relevant as models for the collective behavior of animals, and rigorously prove that in the mean-field limit the system is close to the solution of a kinetic PDE.
Bolley, François   +2 more
core   +1 more source

Exotic heat PDE's [PDF]

open access: yes, 2010
Exotic heat equations that allow to prove the Poincar\'e conjecture, some related problems and suitable generalizations too are considered. The methodology used is the PDE's algebraic topology, introduced by A.
Prástaro, Agostino
core   +1 more source

From Geometry to Numerics: interdisciplinary aspects in mathematical and numerical relativity

open access: yes, 2008
This article reviews some aspects in the current relationship between mathematical and numerical General Relativity. Focus is placed on the description of isolated systems, with a particular emphasis on recent developments in the study of black holes ...
Aksoylu B Bernstein D Bond S Holst M   +249 more
core   +3 more sources

BSDEs with terminal conditions that have bounded Malliavin derivative

open access: yes, 2013
We show existence and uniqueness of solutions to BSDEs of the form $$ Y_t = \xi + \int_t^T f(s,Y_s,Z_s)ds - \int_t^T Z_s dW_s$$ in the case where the terminal condition $\xi$ has bounded Malliavin derivative.
Cheridito, Patrick, Nam, Kihun
core   +1 more source

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