Displaying 61 – 80 of 140

Showing per page

Nonlinear Schrödinger equation on four-dimensional compact manifolds

Patrick Gérard, Vittoria Pierfelice (2010)

Bulletin de la Société Mathématique de France

We prove two new results about the Cauchy problem in the energy space for nonlinear Schrödinger equations on four-dimensional compact manifolds. The first one concerns global well-posedness for Hartree-type nonlinearities and includes approximations of cubic NLS on the sphere as a particular case. The second one provides, in the case of zonal data on the sphere, local well-posedness for quadratic nonlinearities as well as a necessary and sufficient condition of global well-posedness for small energy...

Nonstandard Finite Difference Schemes with Application to Finance: Option Pricing

Milev, Mariyan, Tagliani, Aldo (2010)

Serdica Mathematical Journal

2000 Mathematics Subject Classification: 65M06, 65M12.The paper is devoted to pricing options characterized by discontinuities in the initial conditions of the respective Black-Scholes partial differential equation. Finite difference schemes are examined to highlight how discontinuities can generate numerical drawbacks such as spurious oscillations. We analyze the drawbacks of the Crank-Nicolson scheme that is most frequently used numerical method in Finance because of its second order accuracy....

Non-uniqueness of almost unidirectional inviscid compressible flow

Pavel Šolín, Karel Segeth (2004)

Applications of Mathematics

Our aim is to find roots of the non-unique behavior of gases which can be observed in certain axisymmetric nozzle geometries under special flow regimes. For this purpose, we use several versions of the compressible Euler equations. We show that the main reason for the non-uniqueness is hidden in the energy decomposition into its internal and kinetic parts, and their complementary behavior. It turns out that, at least for inviscid compressible flows, a bifurcation can occur only at flow regimes with...

Currently displaying 61 – 80 of 140