Approximating value functions for controlled degenerate diffusion processes by using piece-wise constant policies.
We illustrate how some interesting new variational principles can be used for the numerical approximation of solutions to certain (possibly degenerate) parabolic partial differential equations. One remarkable feature of the algorithms presented here is that derivatives do not enter into the variational principles, so, for example, discontinuous approximations may be used for approximating the heat equation. We present formulae for computing a Wasserstein metric which enters into the variational...
In this paper, we concern ourselves with uniqueness results for an elliptic-parabolic quasilinear partial differential equation describing, for instance, the pressure of a fluid in a three-dimensional porous medium: within the frame of mathematical modeling of the secondary recovery from oil fields, the handling of the component conservation laws leads to a system including such a pressure equation, locally elliptic or parabolic according to the evolution of the gas phase.
In this paper, a mathematical analysis of in-situ biorestoration is presented. Mathematical formulation of such process leads to a system of non-linear partial differential equations coupled with ordinary differential equations. First, we introduce a notion of weak solution then we prove the existence of at least one such a solution by a linearization technique used in Fabrie and Langlais (1992). Positivity and uniform bound for the substrates concentration is derived from the maximum principle...
We consider in all curvature equation where G is a nondecreasing function and curv(u) is the curvature of the level line passing by x. These equations are invariant with respect to any contrast change u → g(u), with g nondecreasing. Consider the contrast invariant operator . A Matheron theorem asserts that all contrast invariant operator T can be put in a form . We show the asymptotic equivalence of both formulations. More precisely, we show that all curvature equations can be obtained...
This paper is devoted to the study of the approximation problem for the abstract hyperbolic differential equation u'(t) = A(t)u(t) for t ∈ [0,T], where A(t):t ∈ [0,T] is a family of closed linear operators, without assuming the density of their domains.