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Machine Computation Using the Exponentially Convergent Multiscale Spectral Generalized Finite Element Method

Ivo Babuška, Xu Huang, Robert Lipton (2014)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

A multiscale spectral generalized finite element method (MS-GFEM) is presented for the solution of large two and three dimensional stress analysis problems inside heterogeneous media. It can be employed to solve problems too large to be solved directly with FE techniques and is designed for implementation on massively parallel machines. The method is multiscale in nature and uses an optimal family of spectrally defined local basis functions over a coarse grid. It is proved that the method has an...

Macroscopic models of collective motion and self-organization

Pierre Degond, Amic Frouvelle, Jian-Guo Liu, Sebastien Motsch, Laurent Navoret (2012/2013)

Séminaire Laurent Schwartz — EDP et applications

In this paper, we review recent developments on the derivation and properties of macroscopic models of collective motion and self-organization. The starting point is a model of self-propelled particles interacting with its neighbors through alignment. We successively derive a mean-field model and its hydrodynamic limit. The resulting macroscopic model is the Self-Organized Hydrodynamics (SOH). We review the available existence results and known properties of the SOH model and discuss it in view...

Magnetic vortices for a Ginzburg-Landau type energy with discontinuous constraint

Ayman Kachmar (2010)

ESAIM: Control, Optimisation and Calculus of Variations

This paper is devoted to an analysis of vortex-nucleation for a Ginzburg-Landau functional with discontinuous constraint. This functional has been proposed as a model for vortex-pinning, and usually accounts for the energy resulting from the interface of two superconductors. The critical applied magnetic field for vortex nucleation is estimated in the London singular limit, and as a by-product, results concerning vortex-pinning and boundary conditions on the interface are obtained.

Magnetization switching on small ferromagnetic ellipsoidal samples

François Alouges, Karine Beauchard (2009)

ESAIM: Control, Optimisation and Calculus of Variations

The study of small magnetic particles has become a very important topic, in particular for the development of technological devices such as those used for magnetic recording. In this field, switching the magnetization inside the magnetic sample is of particular relevance. We here investigate mathematically this problem by considering the full partial differential model of Landau-Lifschitz equations triggered by a uniform (in space) external magnetic field.

Magnetization switching on small ferromagnetic ellipsoidal samples

François Alouges, Karine Beauchard (2008)

ESAIM: Control, Optimisation and Calculus of Variations

The study of small magnetic particles has become a very important topic, in particular for the development of technological devices such as those used for magnetic recording. In this field, switching the magnetization inside the magnetic sample is of particular relevance. We here investigate mathematically this problem by considering the full partial differential model of Landau-Lifschitz equations triggered by a uniform (in space) external magnetic field.

Magneto-micropolar fluid motion: existence of weak solutions.

Marko A. Rojas-Medar, José Luiz Boldrini (1998)

Revista Matemática Complutense

By using the Galerkin method, we prove the existence of weak solutions for the equations of the magneto-micropolar fluid motion in two and three dimensions in space. In the two-dimensional case, we also prove that such weak solution is unique. We also prove the reproductive property.

Malliavin method for optimal investment in financial markets with memory

Qiguang An, Guoqing Zhao, Gaofeng Zong (2016)

Open Mathematics

We consider a financial market with memory effects in which wealth processes are driven by mean-field stochastic Volterra equations. In this financial market, the classical dynamic programming method can not be used to study the optimal investment problem, because the solution of mean-field stochastic Volterra equation is not a Markov process. In this paper, a new method through Malliavin calculus introduced in [1], can be used to obtain the optimal investment in a Volterra type financial market....

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