Error estimates for Euler forward scheme related to two-phase Stefan problems
We prove the essential m-dissipativity of the Kolmogorov operator associated with the stochastic Navier-Stokes flow with periodic boundary conditions in a space where is an invariant measure
The main purpose of this work is to establish some logarithmic estimates of optimal type in the Hardy-Sobolev space ; of an annular domain. These results are considered as a continuation of a previous study in the setting of the unit disk by L. Baratchart and M. Zerner, On the recovery of functions from pointwise boundary values in a Hardy-Sobolev class of the disk, J. Comput. Appl. Math. 46 (1993), 255–269 and by S. Chaabane and I. Feki, Optimal logarithmic estimates in Hardy-Sobolev spaces...
On montre que les solutions faibles de l’équation , où est une mesure positive négligeant les polaires, vérifient une inégalité de Harnack. On s’occupe également des sursolutions dont on fait la représentation intégrale a l’aide d’une fonction de Green. Comme les solutions sont discontinues, on est amené à utiliser les formules probabilistes.
This paper is concerned with the problem of simulation of , the solution of a stochastic differential equation constrained by some boundary conditions in a smooth domain : namely, we consider the case where the boundary is killing, or where it is instantaneously reflecting in an oblique direction. Given discretization times equally spaced on the interval , we propose new discretization schemes: they are fully implementable and provide a weak error of order under some conditions. The construction...
This paper is concerned with the problem of simulation of (Xt)0≤t≤T, the solution of a stochastic differential equation constrained by some boundary conditions in a smooth domain D: namely, we consider the case where the boundary ∂D is killing, or where it is instantaneously reflecting in an oblique direction. Given N discretization times equally spaced on the interval [0,T], we propose new discretization schemes: they are fully implementable and provide a weak error of order N-1 under some conditions....
We consider a model of migrating population occupying a compact domain Ω in the plane. We assume the Malthusian growth of the population at each point x ∈ Ω and that the mobility of individuals depends on x ∈ Ω. The evolution of the probability density u(x,t) that a randomly chosen individual occupies x ∈ Ω at time t is described by the nonlocal linear equation , where φ(x) is a given function characterizing the mobility of individuals living at x. We show that the asymptotic behaviour of u(x,t)...
By means of a direct and constructive method based on the theory of semi-global C1 solution, the local exact boundary observability is established for one-dimensional first order quasilinear hyperbolic systems with general nonlinear boundary conditions. An implicit duality between the exact boundary controllability and the exact boundary observability is then shown in the quasilinear case.