Results 11 to 20 of about 53,710 (171)
Abstract robust coarse spaces for systems of PDEs via generalized eigenproblems in the overlaps [PDF]
, 2013 Coarse spaces are instrumental in obtaining scalability for domain decomposition methods for partial differential equations (PDEs). However, it is known that most popular choices of coarse spaces perform rather weakly in the presence of heterogeneities ...
AV Knyazev +24 more
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Mathematical analysis of a nonlinear PDE model for European options with counterparty risk
Comptes Rendus. Mathématique, 2019 In this work, we analyze a nonlinear partial differential equation (PDE) model for the total value adjustment on European options in the presence of a counterparty risk. We transform the nonlinear PDE into an equivalent one, involving a sectorial operator, and prove the existence and uniqueness of a solution.
Arregui, Iñigo +3 more
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On two aspects of the Painleve analysis
, 2013 We use the Calogero equation to illustrate the following two aspects of the Painleve analysis of nonlinear PDEs. First, if a nonlinear equation passes the Painleve test for integrability, the singular expansions of its solutions around characteristic ...
Sakovich, Sergei
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Mathematical modelling of chemical engineering systems by finite element analysis using PDE/PROTRAN
Computers & Mathematics with Applications, 1988 The PDE/PROTRAN program package is presented (PROTRAN being a powerful preprocessor), theoretical algorithm aspects as well as practical references on two interesting engineering problems. This package can be used to solve two-dimensional problems governed by partial differential equations, like steady-state or time-dependent, as well as eigenvalue ...
Mills, P.L., Ramachandran, P.A.
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IGA-based Multi-Index Stochastic Collocation for random PDEs on arbitrary domains
, 2019 This paper proposes an extension of the Multi-Index Stochastic Collocation (MISC) method for forward uncertainty quantification (UQ) problems in computational domains of shape other than a square or cube, by exploiting isogeometric analysis (IGA ...
Beck, Joakim +2 more
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A mixed $\ell_1$ regularization approach for sparse simultaneous approximation of parameterized PDEs
, 2018 We present and analyze a novel sparse polynomial technique for the simultaneous approximation of parameterized partial differential equations (PDEs) with deterministic and stochastic inputs.
Dexter, Nick +2 more
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Are physiological oscillations physiological?
The Journal of Physiology, EarlyView., 2023 Abstract figure legend Mechanisms and functions of physiological oscillations. Abstract Despite widespread and striking examples of physiological oscillations, their functional role is often unclear. Even glycolysis, the paradigm example of oscillatory biochemistry, has seen questions about its oscillatory function.
Lingyun (Ivy) Xiong, Alan Garfinkel
wiley +1 more source
, 2005 Lambda-symmetries of ODEs were introduced by Muriel and Romero, and discussed by C. Muriel in her talk at SPT2001. Here we provide a geometrical characterization of lambda-prolongations, and a generalization of these -- and of lambda-symmetries -- to ...
Gaeta, G.
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Mathematical analysis and numerical methods for a PDE model of a stock loan pricing problem
Journal of Mathematical Analysis and Applications, 2013 In the present paper, the stock loan pricing problem is addressed in the case when the accumulative dividend yield is returned to the borrower on redemption. The optimal regularity of the solution in anisotropic Sobolev spaces is analyzed, by applying obstacle problem techniques associated to hypoelliptic equations of Kolmogorov type.
PASCUCCI, ANDREA +2 more
openaire +3 more sources
Additive domain decomposition operator splittings -- convergence analyses in a dissipative framework
, 2016 We analyze temporal approximation schemes based on overlapping domain decompositions. As such schemes enable computations on parallel and distributed hardware, they are commonly used when integrating large-scale parabolic systems.
Hansen, Eskil, Henningsson, Erik
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