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...