Discontinuous solutions of deterministic optimal stopping time problems
Discontinuous shock structure solutions for a general system of balance laws is considered in order to investigate the problem of connecting two equilibrium states lying on different sides of a singular barrier representing a locus of irregular singular points for travelling waves. Within such a theoretical setting a governing system of monoatomic gas is considered.
The Leray-Schauder degree is extended to certain multi-valued mappings on separable Hilbert spaces with applications to the existence of weak periodic solutions of discontinuous semilinear wave equations with fixed ends.
The evolution of n–dimensional graphs under a weighted curvature flow is approximated by linear finite elements. We obtain optimal error bounds for the normals and the normal velocities of the surfaces in natural norms. Furthermore we prove a global existence result for the continuous problem and present some examples of computed surfaces.
The convergence of discrete approximations of generalized reflected backward stochastic differential equations with random terminal time in a general convex domain is studied. Applications to investigation obstacle elliptic problem with Neumann boundary condition for partial differential equations are given.
We prove the existence of solutions to two infinite systems of equations obtained by adding a transport term to the classical discrete coagulation-fragmentation system and in a second case by adding transport and spacial diffusion. In both case, the particles have the same velocity as the fluid and in the second case the diffusion coefficients are equal. First a truncated system in size is solved and after we pass to the limit by using compactness properties.
A class of linear elliptic operators has an important qualitative property, the so-called maximum principle. In this paper we investigate how this property can be preserved on the discrete level when an interior penalty discontinuous Galerkin method is applied for the discretization of a 1D elliptic operator. We give mesh conditions for the symmetric and for the incomplete method that establish some connection between the mesh size and the penalty parameter. We then investigate the sharpness of...
The topic of this work is to obtain discrete Sobolev inequalities for piecewise constant functions, and to deduce error estimates on the approximate solutions of convection diffusion equations by finite volume schemes.
The topic of this work is to obtain discrete Sobolev inequalities for piecewise constant functions, and to deduce Lp error estimates on the approximate solutions of convection diffusion equations by finite volume schemes.