Results 1 to 10 of about 18,125 (165)
A regularization approach to functional It�� calculus and strong-viscosity solutions to path-dependent PDEs [PDF]
, 2014 First, we revisit functional It /path-dependent calculus started by B. Dupire, R. Cont and D.-A. Fourni , using the formulation of calculus via regularization. Relations with the corresponding Banach space valued calculus introduced by C. Di Girolami and the second named author are explored. The second part of the paper is devoted to the study of the
Cosso, Andrea, Russo, Francesco
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Probabilistic approach to singular perturbations of viscosity solutions to nonlinear parabolic PDEs [PDF]
Stochastic Processes and their Applications, 2021 In this paper, we prove a convergence theorem for singular perturbations problems for a class of fully nonlinear parabolic partial differential equations with ergodic structures. The limit function is represented as the viscosity solution to a fully nonlinear degenerate PDEs. Our approach is mainly based on G-stochastic analysis argument.
Hu, Mingshang, Wang, Falei
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Thermal analysis of Williamson fluid flow with Lorentz force on the stretching plate
Case Studies in Thermal Engineering, 2022 This study is dedicated to the semi-analytical solution of the problem by managing the inclined Lorentz force and variable viscosity impacts on Williamson nanofluid as visco-inelastic fluids on a stretching plate.
Bahram Jalili +4 more
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Representation formula for viscosity solution to a PDE problem involving Pucci’s extremal operator [PDF]
Nonlinear Analysis: Real World Applications, 2021 We provide a representation formula for viscosity solutions to an elliptic Dirichlet problem involving Pucci's extremal operators. This is done through a dynamic programming principle derived from Denis, Hu and Peng (2010). The formula can be seen as a nonlinear extension of the Feynman-Kac formula.
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Alexandria Engineering Journal, 2021 The current research article explores the bio-convection magnetized Carreau-nanofluid flow utilizing activation energy and magnetic dipole. Magnetic nanomaterials have significant effect on the magnetized behavior of ferrofluids which leads to robust the
Fouad Mallawi, Malik Zaka Ullah
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Mathematics, 2023 This work considers the infinite horizon discounted risk-sensitive optimal control problem for the switching diffusions with a compact control space and controlled through the drift; thus, the the generator of the switching diffusions also depends on the
Xianggang Lu, Lin Sun
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Influence of entropy generation on hybrid nanoparticles near the lower region of solid sphere
Case Studies in Thermal Engineering, 2021 In this paper, entropy generation effect on MHD boundary layer flow of hybrid nano-liquid with non-uniform viscosity near the lower stagnation region of heated sphere is examined.
S. Sakinder +4 more
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Viscosity Solutions for a System of Integro-PDEs and Connections to Optimal Switching and Control of Jump-Diffusion Processes [PDF]
Applied Mathematics and Optimization, 2009 Applied Mathematics & Optimization, 62 (1)
Biswas, Imran +2 more
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Alexandria Engineering Journal, 2022 Solar collectors absorb solar radiation at the focus of solar concentrating systems in the form of thermal energy which is then transferred to the nanofluid.
Ali A. Alkathiri +4 more
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Mathematics, 2022 We examine thermal management in the heat exchange of compact density nanoentities in crude base liquids. It demands the study of the heat and flow problem with non-uniform physical properties.
Abdul Manan +6 more
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