Sökning: "parabolic"

Visar resultat 21 - 25 av 165 avhandlingar innehållade ordet parabolic.

  1. 21. Homogenization of Some Selected Elliptic and Parabolic Problems Employing Suitable Generalized Modes of Two-Scale Convergence

    Författare :Jens Persson; Anders Holmbom; Liselott Flodén; Marianne Lindberg; Mårten Gulliksson; Peter Wall; Mittuniversitetet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; H-convergence; G-convergence; homogenization; multiscale analysis; two-scale convergence; multiscale convergence; elliptic partial differential equations; parabolic partial differential equations; monotone operators; heterogeneous media; non-periodic media; Mathematical analysis; Analys;

    Sammanfattning : The present thesis is devoted to the homogenization of certain elliptic and parabolic partial differential equations by means of appropriate generalizations of the notion of two-scale convergence. Since homogenization is defined in terms of H-convergence, we desire to find the H-limits of sequences of periodic monotone parabolic operators with two spatial scales and an arbitrary number of temporal scales and the H-limits of sequences of two-dimensional possibly non-periodic linear elliptic operators by utilizing the theories for evolution-multiscale convergence and λ-scale convergence, respectively, which are generalizations of the classical two-scale convergence mode and custom-made to treat homogenization problems of the prescribed kinds. LÄS MER

  2. 22. G-convergence and homogenization for some monotone operators with multiple scales

    Författare :Liselott Flodén; Mittuniversitetet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; G-convergence; homogenization; monotone operators; multiscale convergence; parabolic equations; MATHEMATICS; MATEMATIK;

    Sammanfattning : This thesis deals with questions concerning the convergence of sequences of functions and operators. G-convergence is studied for elliptic and parabolic equations and the necessary investigations of the properties of certain monotone operators are made. LÄS MER

  3. 23. Some Applications of Variational Inequalities in Mathematical Finance and Numerics

    Författare :Martin Dahlgren; Matematik LTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Matematik; Mathematics; HJB quasi variational inequalities; option pricing; Impulse control; parabolic PDE; finite element method; Galerkin method;

    Sammanfattning : This thesis contains two parts. The first part deals with a stochastic impulse control problem, subject to the restriction of a minimum time lapse in between interventions made by the controller. We prove existence of an optimal control and show that the value function of the control problem satisfies a system of quasi-variational inequalities. LÄS MER

  4. 24. Numerical Solution of Ill-posed Cauchy Problems for Parabolic Equations

    Författare :Zohreh Ranjbar; Lars Eldén; Per Christian Hansen; Linköpings universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; MATHEMATICS; MATEMATIK;

    Sammanfattning : Ill-posed mathematical problem occur in many interesting scientific and engineering applications. The solution of such a problem, if it exists, may not depend continuously on the observed data. For computing a stable approximate solution it is necessary to apply a regularization method. LÄS MER

  5. 25. Multiscale methods for evolution problems

    Författare :Per Ljung; Chalmers tekniska högskola; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; localized orthogonal decomposition; multiscale; stochastic partial differential equations; Strongly damped wave equation; finite element method; spatial network models; parabolic equations;

    Sammanfattning : In this thesis we develop and analyze generalized finite element methods for time-dependent partial differential equations (PDEs). The focus lies on equations with rapidly varying coefficients, for which the classical finite element method is insufficient, as it requires a mesh fine enough to resolve the data. LÄS MER