Existence and bounds for the half-moment entropy approximation to radiative transfer

We establish existence, uniqueness and a priori bounds for the half-moment entropy approximation to radiative heat transfer. The bounds are physically reasonable and underline the approximation properties of the system. We show numerical results to illustrate the bounds.     

Asymptotic-preserving &; well-balanced schemes for radiative transfer and the Rosseland approximation

Summary. We are concerned with efficient numerical simulation of the radiative transfer equations. To this end, we follow the Well-Balanced approachs canvas and reformulate the relaxation term as a nonconservative product regularized by steady-state curves while keeping the velocity variable continuous. These steady-state equations are of Fredholm type. The resulting upwind schemes are proved to be stable under a reasonable parabolic CFL condition of the type tO(x²) among other desirable properties. Some numerical results demonstrate the realizability and the efficiency of this process.Mathematics Subject Classification (1991): 82C70, 65M06, 35B25Work partially supported by EEC network #HPRN-CT-2002-00282.Revised version received July 21, 2003     

On the approximation of stochastic differential equations

The stability properties of stochastic differential equations with respetct to the perturbation of the coefficients and of the driving processes are investigated in the topology of uniform convergence in probability     

On numerical approximation of differential polynomials

The formula for numerical approximation of differential polynomials of special form is obtained. The absolute error of approximation is shown. It is shown that the approximation considered is sharp on polynomials. Translated from Sovremennaya Matematika i Ee Prilozheniya (Contemporary Mathematics and Its Applications), Vol. 53, Suzdal Conference-2006, Part 1, 2008.     

On the approximation of singular source terms in differential equations

We study differential equations with singular source terms. For such equations classical convergence results do not apply, as these rely on the regularity of the solution and the source terms. We study some elliptic and parabolic problems numerically and theoretically, and show that, with the right approximation of the singular source terms, full convergence order can be achieved away from the singularities, whereas the convergence will be poor in a vicinity of these. © 1999 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 15: 503–520, 1999     

On Wong-Zakai approximation of stochastic differential equations

An approximation theorem of stochastic differential equations driven by semimartingales is proved, based on approximation of semimartingales by a sequence of processes with piecewise monotonic sample functions.     

On approximation of a certain differential operator

This paper consider the approximation problem of the image of an analytic function under the action of a higher-order differential operator with polynomial coefficients. The obtained formula generalizes the corresponding formulas of numerical differentiation. Translated from Sovremennaya Matematika i Ee Prilozheniya (Contemporary Mathematics and Its Applications), Vol. 54, Suzdal Conference–2006, Part 2, 2008.     

On the approximation of solutions of stochastic differential inclusions

A sequence of approximating equations is constructed for stochastic differential inclusions, and the properties of the measures corresponding to solutions of the approximating equations are studied for the class of stochastic differential inclusions.Translated fromTeoriya Sluchaínykh Protsessov, Vol. 14, pp. 43–48, 1986.     

On the approximation of stochastic partial differential equations i

The stability of abstract stochastic partial differential equations with respect to the simultaneous perturbation of the driving processes and of the differential operators is investigated. The results obtained here will be applied to concrete stochastic partial differential equations in the continuation of this paper     

On transfer inequalities in Diophantine approximation, II

Let Θ be a point in R ⁿ . We are concerned with the approximation to Θ by rational linear subvarieties of dimension d for 0 ≤ d ≤ n−1. To that purpose, we introduce various convex bodies in the Grassmann algebra Λ(R ⁿ⁺¹). It turns out that our convex bodies in degree d are the dth compound, in the sense of Mahler, of convex bodies in degree one. A dual formulation is also given. This approach enables us both to split and to refine the classical Khintchine transference principle.     

On establishing a two-term scattering law in the theory of radiative transfer

The inverse problem for a linearly anisotropically scattering model in the theory of radiative transfer or neutron transport is solved, in terms only of surface quantities, for a finite slab.

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Zusammenfassung Das inverse Problem für ein linear anisotropes Streumodell in der Theorie der Strahlungsübertragung oder der Neutronen-Transporttheorie wird gelöst; für eine endliche Schicht wird die Lösung mit Hilfe von Oberflächengrössen ausgedrückt.

     

On the approximation of high-dimensional differential equations in the hierarchical Tucker format

The hierarchical Tucker format is a way to decompose a high-dimensional tensor recursively into sums of products of lower-dimensional tensors. The number of degrees of freedom in such a representation is typically many orders of magnitude lower than the number of entries of the original tensor. This makes the hierarchical Tucker format a promising approach to solve ordinary differential equations for high-dimensional tensors. In order to propagate the approximation in time, differential equations for the parameters of the hierarchical Tucker format are derived from the Dirac-Frenkel variational principle. We prove an error bound for the dynamical approximation in the hierarchical Tucker format by extending previous results of Koch and Lubich for the non-hierarchical Tucker format.     

On the approximation of eigenvalues associated with functional differential equations

In this paper an approximation method based upon spline functions is developed for the eigenvalue problem associated with functional differential equations. Convergence results are established and the rate of convergence is investigated. Numerical results for cubic and quintic spline based methods are given. The paper concludes with a brief discussion of other possible approximation methods.     

On the approximation of isolated eigenvalues of ordinary differential operators

We extend a result of Stolz and Weidmann on the approximation of isolated eigenvalues of singular Sturm-Liouville and Dirac operators by the eigenvalues of regular operators.

     

On the role of radiative heat transfer in air gaps in vertical continuous casting

A recent asymptotic thermomechanical model for the formation and evolution of air gaps in vertical continuous casting in round moulds is used as the basis for understanding the importance of radiative heat transfer between the mould wall and the solidified shell. Asymptotic analysis is used to systematically reduce the model to a moving boundary problem with a boundary condition in integro-differential form. In addition, a dimensionless parameter is found which determines whether radiation is significant or not for prescribed process operating conditions. Sample computations are carried out using parameters relevant to the continuous casting of copper, and the results are used to interpret earlier findings in the literature on the interaction between air-gap width and thermal radiation.