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61.
This work studies the inverse problem of reconstructing an initial value function in the degenerate parabolic equation using the final measurement data. Problems of this type have important applications in the field of financial engineering. Being different from other inverse backward parabolic problems, the mathematical model in our article may be allowed to degenerate at some part of boundaries, which may lead to the corresponding boundary conditions missing. The conditional stability of the solution is obtained using the logarithmic convexity method. A finite difference scheme is constructed to solve the direct problem and the corresponding stability and convergence are proved. The Landweber iteration algorithm is applied to the inverse problem and some typical numerical experiments are also performed in the paper. The numerical results show that the proposed method is stable and the unknown initial value is recovered very well.© 2017 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 1900–1923, 2017 相似文献
62.
Exact and approximation product solutions form of heat equation with nonlocal boundary conditions using Ritz–Galerkin method with Bernoulli polynomials basis 下载免费PDF全文
Z. Barikbin E. Keshavarz Hedayati 《Numerical Methods for Partial Differential Equations》2017,33(4):1143-1158
In this article, a new method is introduced for finding the exact solution of the product form of parabolic equation with nonlocal boundary conditions. Approximation solution of the present problem is implemented by the Ritz–Galerkin method in Bernoulli polynomials basis. The properties of Bernoulli polynomials are first presented, then Ritz–Galerkin method in Bernoulli polynomials is used to reduce the given differential equation to the solution of algebraic equations. Illustrative examples are included to demonstrate the validity and applicability of the techniques presented in this article for finding the exact and approximation solutions. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 1143–1158, 2017 相似文献
63.
64.
In the present paper, we consider elliptic equations with nonlinear and nonhomogeneous Robin boundary conditions of the type{-div(B(x, u)▽u) = f in ?,u = 0 on Γ_0,B(x, u)▽u·n→+γ(x)h(u) =g on Γ_1,where f and g are the element of L~1(?) and L~1(Γ_1), respectively. We define a notion of renormalized solution and we prove the existence of a solution. Under additional assumptions on the matrix field B we show that the renormalized solution is unique. 相似文献
65.
Adrian Falkowski Leszek Słomiński 《Stochastic Processes and their Applications》2017,127(11):3536-3557
We study the existence, uniqueness and stability of solutions of general stochastic differential equations with constraints driven by semimartingales and processes with bounded -variation. Applications to SDEs with constraints driven by fractional Brownian motion and standard Brownian motion are given. 相似文献
66.
Florian Beyer 《偏微分方程通讯》2017,42(8):1199-1248
We consider self-gravitating fluids in cosmological spacetimes with Gowdy symmetry on the torus T3 and, in this class, we solve the singular initial value problem for the Einstein–Euler system of general relativity, when an initial data set is prescribed on the hypersurface of singularity. We specify initial conditions for the geometric and matter variables and identify the asymptotic behavior of these variables near the cosmological singularity. Our analysis of this class of nonlinear and singular partial differential equations exhibits a condition on the sound speed, which leads us to the notion of sub-critical, critical, and super-critical regimes. Solutions to the Einstein–Euler systems when the fluid is governed by a linear equation of state are constructed in the first two regimes, while additional difficulties arise in the latter one. All previous studies on inhomogeneous spacetimes concerned vacuum cosmological spacetimes only. 相似文献
67.
In this note, we explore the validity of Wente-type estimates for Neumann boundary problems involving Jacobians. We show in particular that such estimates do not in general hold under the same hypotheses on the data for Dirichlet boundary problems. 相似文献
68.
采用直接数值模拟(DNS)方法,研究了在自由来流湍流与三维壁面局部粗糙作用下平板边界层内诱导产生不稳定T-S波的物理问题.数值结果可知,在平板边界层内发现了二维和三维T-S波组成的波包空间序列以及求得了波包向前传播的群速度大小,从而证明了自由来流湍流与三维壁面局部粗糙作用是激励平板边界层内诱导产生不稳定T-S波的一种机制.随后,建立了平板边界层内被激发的二维和三维T S波的初始幅值与自由来流湍流度,三维壁面局部粗糙的流向长度、展向宽度及法向高度之间的关系.这一问题的深入研究,进一步完善了流动稳定性与湍流理论. 相似文献
69.
针对股票内在价值评判方法中指标权重设定的主观性缺陷,提出在利用熵权确定各指标权重的基础上,运用模糊综合评价方法对股票会计信息的综合指标进行模糊处理,为投资者投资股票提供一种新的参考;并通过"一带一路"概念股中的五支工程基建行业类股票进行模拟实证分析,证明将会计信息进行相关量化处理,能够为投资者提供较为客观的选择,同时基于熵权的模糊综合评价模型在股票内在价值评价中具有可行性. 相似文献
70.
一个矩阵称为稳定的,如果这个矩阵的特征值全包含在单位开圆盘内.利用Parker关于复方阵的分解定理给出了稳定矩阵分解定理的一个简单证明,并对奇异值全部严格小于1的矩阵给出了类似的结论. 相似文献