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Analysis of the hydrostatic approximation in oceanography with compression term

Tomás Chacón Rebollo, Roger Lewandowski, Eliseo Chacón Vera (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

The hydrostatic approximation of the incompressible 3D stationary Navier-Stokes equations is widely used in oceanography and other applied sciences. It appears through a limit process due to the anisotropy of the domain in use, an ocean, and it is usually studied as such. We consider in this paper an equivalent formulation to this hydrostatic approximation that includes Coriolis force and an additional pressure term that comes from taking into account the pressure in the state equation for...

Analysis of the hydrostatic approximation in oceanography with compression term

Tomás Chacón Rebollo, Roger Lewandowski, Eliseo Chacón Vera (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

The hydrostatic approximation of the incompressible 3D stationary Navier-Stokes equations is widely used in oceanography and other applied sciences. It appears through a limit process due to the anisotropy of the domain in use, an ocean, and it is usually studied as such. We consider in this paper an equivalent formulation to this hydrostatic approximation that includes Coriolis force and an additional pressure term that comes from taking into account the pressure in the state equation for...

Analysis of total variation flow and its finite element approximations

Xiaobing Feng, Andreas Prohl (2003)

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

We study the gradient flow for the total variation functional, which arises in image processing and geometric applications. We propose a variational inequality weak formulation for the gradient flow, and establish well-posedness of the problem by the energy method. The main idea of our approach is to exploit the relationship between the regularized gradient flow (characterized by a small positive parameter ε , and the minimal surface flow [21] and the prescribed mean curvature flow [16]. Since our...

Analysis of total variation flow and its finite element approximations

Xiaobing Feng, Andreas Prohl (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

We study the gradient flow for the total variation functional, which arises in image processing and geometric applications. We propose a variational inequality weak formulation for the gradient flow, and establish well-posedness of the problem by the energy method. The main idea of our approach is to exploit the relationship between the regularized gradient flow (characterized by a small positive parameter ε, see (1.7)) and the minimal surface flow [21] and the prescribed mean curvature flow [16]. Since...

Analytical approximation of the transition density in a local volatility model

Stefano Pagliarani, Andrea Pascucci (2012)

Open Mathematics

We present a simplified approach to the analytical approximation of the transition density related to a general local volatility model. The methodology is sufficiently flexible to be extended to time-dependent coefficients, multi-dimensional stochastic volatility models, degenerate parabolic PDEs related to Asian options and also to include jumps.

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