The L.P.D.E.M., a mixed finite difference method for elliptic problems.
The mathematical theory of the passage from compressible to incompressible fluid flow is reviewed.
The mathematical theory of the passage from compressible to incompressible fluid flow is reviewed.
We assign a measure to an upper semicontinuous function which is subharmonic with respect to the mean curvature operator, so that it agrees with the mean curvature of its graph when the function is smooth. We prove that the measure is weakly continuous with respect to almost everywhere convergence. We also establish a sharp Harnack inequality for the minimal surface equation, which is crucial for our proof of the weak continuity. As an application we prove the existence of weak solutions to the...
The paper is devoted to the description of some connections between the mean curvature in a distributional sense and the mean curvature in a variational sense for several classes of non-smooth sets. We prove the existence of the mean curvature measure of by using a technique introduced in [4] and based on the concept of variational mean curvature. More precisely we prove that, under suitable assumptions, the mean curvature measure of is the weak limit (in the sense of distributions) of the mean...
This short course explains how the usual mean-field evolution PDEs in Statistical Physics - such as the Vlasov-Poisson, Schrödinger-Poisson or time-dependent Hartree-Fock equations - are rigorously derived from first principles, i.e. from the fundamental microscopic models that govern the evolution of large, interacting particle systems.
The paper deals with the application of a fast algorithm for the solution of finite-difference systems for boundary-value problems on a standard domain (e.g. on a rectangle) to the solution of a boundary-value problem on a domain of general shape contained in the standard domain. A simple iterative procedure is suggested for the determination of fictitious right-hand sides for the system on the standard domain so that its solution is the desired one. Under the assumptions that are usual for matrices...
We apply an approximation by means of the method of lines for hyperbolic stochastic functional partial differential equations driven by one-dimensional Brownian motion. We study the stability with respect to small -perturbations.