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]
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
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Valuation equations for stochastic volatility models [PDF]
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
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Some Results on Inverse Scattering [PDF]
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.
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On the Gierer-Meinhardt System with Saturation [PDF]
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
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
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The Helically-Reduced Wave Equation as a Symmetric-Positive System [PDF]
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
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
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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
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From Geometry to Numerics: interdisciplinary aspects in mathematical and numerical relativity
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
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BSDEs with terminal conditions that have bounded Malliavin derivative
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
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