共查询到20条相似文献,搜索用时 31 毫秒
1.
In this piece of work, we introduce a new idea and obtain stability interval for explicit difference schemes of O(k2+h2) for one, two and three space dimensional second-order hyperbolic equations utt=a(x,t)uxx+α(x,t)ux-2η2(x,t)u,utt=a(x,y,t)uxx+b(x,y,t)uyy+α(x,y,t)ux+β(x,y,t)uy-2η2(x,y,t)u, and utt=a(x,y,z,t)uxx+b(x,y,z,t)uyy+c(x,y,z,t)uzz+α(x,y,z,t)ux+β(x,y,z,t)uy+γ(x,y,z,t)uz-2η2(x,y,z,t)u,0<x,y,z<1,t>0 subject to appropriate initial and Dirichlet boundary conditions, where h>0 and k>0 are grid sizes in space and time coordinates, respectively. A new idea is also introduced to obtain explicit difference schemes of O(k2) in order to obtain numerical solution of u at first time step in a different manner. 相似文献
2.
We consider a family {u? (t, x, ω)}, ? < 0, of solutions to the equation ?u?/?t + ?Δu?/2 + H (t/?, x/?, ?u?, ω) = 0 with the terminal data u?(T, x, ω) = U(x). Assuming that the dependence of the Hamiltonian H(t, x, p, ω) on time and space is realized through shifts in a stationary ergodic random medium, and that H is convex in p and satisfies certain growth and regularity conditions, we show the almost sure locally uniform convergence, in time and space, of u?(t, x, ω) as ? → 0 to the solution u(t, x) of a deterministic averaged equation ?u/?t + H?(?u) = 0, u(T, x) = U(x). The “effective” Hamiltonian H? is given by a variational formula. © 2007 Wiley Periodicals, Inc. 相似文献
3.
Václav Tryhuk 《Czechoslovak Mathematical Journal》2000,50(3):499-508
The paper describes the general form of an ordinary differential equation of the second order which allows a nontrivial global transformation consisting of the change of the independent variable and of a nonvanishing factor. A result given by J. Aczél is generalized. A functional equation of the form
f( t,uy,wy + uuz ) = f( x,y,z )u2 u+ g( t,x,u,u,w )uz + h( t,x,u,u,w )y + 2uwzf\left( {t,\upsilon y,wy + u\upsilon z} \right) = f\left( {x,y,z} \right)u^2 \upsilon + g\left( {t,x,u,\upsilon ,w} \right)\upsilon z + h\left( {t,x,u,\upsilon ,w} \right)y + 2uwz 相似文献
4.
Svatoslav Staněk 《Nonlinear Analysis: Theory, Methods & Applications》2009,71(12):e153
The paper discusses the existence of positive and dead core solutions of the singular differential equation (?(u″))′=λf(t,u,u′,u″) satisfying the boundary conditions u(0)=A, u(T)=A, min{u(t):t∈[0,T]}=0. Here λ is a nonnegative parameter, A is a positive constant and the Carathéodory function f(t,x,y,z) is singular at the value 0 of its space variable y. 相似文献
5.
《Insurance: Mathematics and Economics》1988,7(3):193-199
In the classical compound Poisson model of the collective risk theory we consider X, the surplus before the claim that causes ruin, and Y, the deficit at the time of ruin. We denote by f(u; x, y) their joint density (u initial surplus) which is a defective probability density (since X and Y are only defined, if ruin takes place). For an arbitrary claim amount distribution we find that f(0; x, y) = ap(x + y), where p(z) is the probability density function of a claim amount and a is the ratio of the Poisson parameter and the rate of premium income. In the more realistic case, where u is positive, f(u; x, y) can be calculated explicitly, if the claim amount distribution is exponential or, more generally, a combination of exponential distributions. We are also interested in X + Y, the amount of the claim that causes ruin. Its density h(u; z) can be obtained from f(u; x, y). One finds, for example, that h(0; z) = azp(z). 相似文献
6.
Shaokuan Chen 《随机分析与应用》2013,31(5):820-841
In this article, we study one-dimensional backward stochastic differential equations with continuous coefficients. We show that if the generator f is uniformly continuous in (y, z), uniformly with respect to (t, ω), and if the terminal value ξ ∈L p (Ω, ? T , P) with 1 < p ≤ 2, the backward stochastic differential equation has a unique L p solution. 相似文献
7.
A one dimensional problem for SH waves in an elastic medium is treated which can be written as vtt = A?1 (Avy)y, A = (?μ)1/2, ? = density, and μ = shear modulus. Assume A ? C1 and A′/A ? L1; from an input vy(t, 0) = ?(t) let the response v(t, 0) = g(t) be measured (v(t, y) = 0 for t < 0). Inverse scattering techniques are generalized to recover A(y) for y > 0 in terms of the solution K of a Gelfand-Levitan type equation, . 相似文献
8.
T. V. Malovichko 《Ukrainian Mathematical Journal》2009,61(3):435-456
We prove an analog of the Girsanov theorem for the stochastic differential equations with interaction
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