In recent years several papers have been devoted to stability and smoothing properties in maximum-norm of finite element discretizations of parabolic problems. Using the theory of analytic semigroups it has been possible to rephrase such properties as bounds for the resolvent of the associated discrete elliptic operator. In all these cases the triangulations of the spatial domain has been assumed to be quasiuniform. In the present paper we show a resolvent estimate, in one and two space dimensions, under...

We consider the initial value problem for an infinite system of differential-functional equations of parabolic type. General operators of parabolic type of second order with variable coefficients are considered and the system is weakly coupled. The solutions are obtained by the monotone iterative method. We prove theorems on weak partial differential-functional inequalities as well the existence and uniqueness theorems in the class of continuous bounded functions and in the class of functions satisfying...

In this paper we test the feasibility of coupling two heterogeneous mathematical modeling integrated within two different codes residing on distant sites. A prototype is developed using Schwarz type domain decomposition as the mathematical tool for coupling. The computing technology for coupling uses a CORBA environment to implement a distributed client-server programming model. Domain decomposition methods are well suited to reducing complex physical phenomena into a sequence of parallel subproblems...

In this paper we test the feasibility of coupling two heterogeneous mathematical modeling integrated within two different codes residing on distant sites. A prototype is developed using Schwarz type domain decomposition as the mathematical tool for coupling. The computing technology for coupling uses a CORBA environment to implement a distributed client-server programming model. Domain decomposition methods are well suited to reducing complex physical phenomena into a sequence of parallel subproblems...

It is proved that the solution to the initial value problem ${\partial }_{t}u=\partial {²}_{x}u+u²$, u(0,x) = 1/(1+x²), does not belong to the Gevrey class $G^s$ in time for 0 ≤ s < 1. The proof is based on an estimation of a double sum of products of binomial coefficients.

We study existence and approximation of non-negative solutions of partial differential equations of the type$${\partial }_{t}u-div\left(A(\nabla \left(f\left(u\right)\right)+u\nabla V)\right)=0\text{in}(0,+\infty )\times {ℝ}^n,(0.1)$$where $A$ is a symmetric matrix-valued function of the spatial variable satisfying a uniform ellipticity condition, $f:[0,+\infty )\to [0,+\infty )$ is a suitable non decreasing function, $V:{ℝ}^n\to ℝ$ is a convex function. Introducing the energy functional $\phi \left(u\right)={\int }_{{ℝ}^n}F\left(u\left(x\right)\right)\mathrm{d}x+{\int }_{{ℝ}^n}V\left(x\right)u\left(x\right)\mathrm{d}x$, where $F$ is a convex function linked to $f$ by $f\left(u\right)=u{F}^{\text{'}}\left(u\right)-F\left(u\right)$, we show that $u$ is the “gradient flow” of $\phi$ with respect to the 2-Wasserstein distance between probability measures on the space...

We study existence and approximation of non-negative solutions of partial differential equations of the type 
 $${\partial }_{t}u-div\left(A(\nabla \left(f\left(u\right)\right)+u\nabla V)\right)=0\text{in}(0,+\infty )\times {ℝ}^n,(0.1)$$ where A is a symmetric matrix-valued function of the spatial variable satisfying a uniform ellipticity condition, $f:[0,+\infty )\to [0,+\infty )$ is a suitable non decreasing function, $V:{ℝ}^n\to ℝ$ is a convex function. Introducing the energy functional $\phi \left(u\right)={\int }_{{ℝ}^n}F\left(u\left(x\right)\right)\mathrm{d}x+{\int }_{{ℝ}^n}V\left(x\right)u\left(x\right)\mathrm{d}x$, where F is a convex function linked to f by $f\left(u\right)=u{F}^{\text{'}}\left(u\right)-F\left(u\right)$, we show that u is the “gradient flow” of ϕ with respect to the 2-Wasserstein distance between probability measures on the space...

We consider an abstract formulation for a class of parabolic quasi-variational inequalities or quasi-linear PDEs, which are generated by subdifferentials of convex functions with various nonlocal constraints depending on the unknown functions. In this paper we specify a class of convex functions ${\phi }^t(v;·)$ on a real Hilbert space H, with parameters 0 ≤ t ≤ T and v in a set of functions from [-δ₀,T], 0 < δ₀ < ∞, into H, in order to formulate an evolution equation of the form $u^{\text{'}}\left(t\right)+\partial {\phi }^t(u;u\left(t\right))\ni f\left(t\right)$, 0 < t < T, in H. Our...

The purpose of this paper is to study nonnegative solutions u of the nonlinear evolution equations∂u/∂t = Δφ(u),  x ∈ Rn, 0 &lt; t &lt; T ≤ +∞  (1.1)Here the nonlinearity φ is assumed to be continuous, increasing with φ(0) = 0. This equation arises in various physical problems, and specializing φ leads to models for nonlinear filtrations, or for the gas flow in a porous medium. For a recent survey in these equations see [9].The main object of this work is to study the initial value problem...

The purpose of this work is to study the class of non-negative continuous weak solutions of the non-linear evolution equation∂u/∂t = ∆φ(u),   x ∈ Rn, 0 &lt; t &lt; T ≤ +∞.

This paper deals with the construction of numerical solution of the Black-Scholes (B-S) type equation modeling option pricing with variable yield discrete dividend payment at time $t_d$. Firstly the shifted delta generalized function $\delta (t-t_d)$ appearing in the B-S equation is approximated by an appropriate sequence of nice ordinary functions. Then a semidiscretization technique applied on the underlying asset is used to construct a numerical solution. The limit of this numerical solution is independent of the...

The aim of the paper is to derive a method for the construction of a-posteriori error estimate to approximate solutions to parabolic initial-boundary value problems. The computation of the suggested error bound requires only the computation of a finite number of systems or linear algebraic equations. These systems can be solved parallelly. It is proved that the suggested a-posteriori error estimate tends to zero if the approximation tends to the true solution.

Most non-trivial existence and convergence results for systems of partial differential equations of evolution exclude or avoid the case of a non-symmetrical parabolic part. Therefore such systems, generated by the physical analysis of the processes of transfer of heat and moisture in porous media, cannot be analyzed easily using the standard results on the convergence of Rothe sequences (e.g. those of W. Jäger and J. Kačur). In this paper the general variational formulation of the corresponding...

In this paper, a nonlinear backward heat problem with time-dependent coefficient in the unbounded domain is investigated. A modified regularization method is established to solve it. New error estimates for the regularized solution are given under some assumptions on the exact solution.