986 resultados para Stochastic partial di erential equations


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Кремена В. Стефанова - В тази статия са разрешени някои нелинейни интегрални неравенства, които включват максимума на неизвестната функция на две променливи. Разгледаните неравенства представляват обобщения на класическото неравенство на Гронуол-Белман. Значението на тези интегрални неравенства се определя от широките им приложения в качествените изследвания на частните диференциални уравнения с “максимуми” и е илюстрирано чрез някои директни приложения.

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2002 Mathematics Subject Classification: 35S05

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2002 Mathematics Subject Classification: 35S05

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The book also covers the Second Variation, Euler-Lagrange PDE systems, and higher-order conservation laws.

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The aim of this master thesis is to study the exponential decay of solutions of elliptic partial equations. This work is based on the results obtained by Agmon. To this purpose, first, we define the Agmon metric, that plays an important role in the study of exponential decay, because it is related to the rate of decay. Under some assumptions on the growth of the function and on the positivity of the quadratic form associated to the operator, a first result of exponential decay is presented. This result is then applied to show the exponential decay of eigenfunctions with eigenvalues whose real part lies below the bottom of the essential spectrum. Finally, three examples are given: the harmonic oscillator, the hydrogen atom and a Schrödinger operator with purely discrete spectrum.

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In questa tesi cercherò di analizzare le funzioni di Sobolev su R}^{n}, seguendo le trattazioni Measure Theory and Fine Properties of Functions di L.C. Evans e R.F.Gariepy e l'elaborato Functional Analysis, Sobolev Spaces and Partial Differential Equations di H. Brezis. Le funzioni di Sobolev si caratterizzano per essere funzioni con le derivate prime deboli appartenenti a qualche spazio L^{p}. I vari spazi di Sobolev hanno buone proprietà di completezza e compattezza e conseguentemente sono spesso i giusti spazi per le applicazioni di analisi funzionale. Ora, come vedremo, per definizione, l'integrazione per parti è valida per le funzioni di Sobolev. È, invece, meno ovvio che altre regole di calcolo siano allo stesso modo valide. Così, ho inteso chiarire questa questione di carattere generale, con particolare attenzione alle proprietà puntuali delle funzioni di Sobolev. Abbiamo suddiviso il lavoro svolto in cinque capitoli. Il capitolo 1 contiene le definizioni di base necessarie per la trattazione svolta; nel secondo capitolo sono stati derivati vari modi di approssimazione delle funzioni di Sobolev con funzioni lisce e sono state fornite alcune regole di calcolo per tali funzioni. Il capitolo 3 darà un' interpretazione dei valori al bordo delle funzioni di Sobolev utilizzando l'operatore Traccia, mentre il capitolo 4 discute l' estensione su tutto R^{n} di tali funzioni. Proveremo infine le principali disuguaglianze di Sobolev nel Capitolo 5.

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We develop the a posteriori error estimation of interior penalty discontinuous Galerkin discretizations for H(curl)-elliptic problems that arise in eddy current models. Computable upper and lower bounds on the error measured in terms of a natural (mesh-dependent) energy norm are derived. The proposed a posteriori error estimator is validated by numerical experiments, illustrating its reliability and efficiency for a range of test problems.

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This dissertation is devoted to the equations of motion governing the evolution of a fluid or gas at the macroscopic scale. The classical model is a PDE description known as the Navier-Stokes equations. The behavior of solutions is notoriously complex, leading many in the scientific community to describe fluid mechanics using a statistical language. In the physics literature, this is often done in an ad-hoc manner with limited precision about the sense in which the randomness enters the evolution equation. The stochastic PDE community has begun proposing precise models, where a random perturbation appears explicitly in the evolution equation. Although this has been an active area of study in recent years, the existing literature is almost entirely devoted to incompressible fluids. The purpose of this thesis is to take a step forward in addressing this statistical perspective in the setting of compressible fluids. In particular, we study the well posedness for the corresponding system of Stochastic Navier Stokes equations, satisfied by the density, velocity, and temperature. The evolution of the momentum involves a random forcing which is Brownian in time and colored in space. We allow for multiplicative noise, meaning that spatial correlations may depend locally on the fluid variables. Our main result is a proof of global existence of weak martingale solutions to the Cauchy problem set within a bounded domain, emanating from large initial datum. The proof involves a mix of deterministic and stochastic analysis tools. Fundamentally, the approach is based on weak compactness techniques from the deterministic theory combined with martingale methods. Four layers of approximate stochastic PDE's are built and analyzed. A careful study of the probability laws of our approximating sequences is required. We prove appropriate tightness results and appeal to a recent generalization of the Skorohod theorem. This ultimately allows us to deduce analogues of the weak compactness tools of Lions and Feireisl, appropriately interpreted in the stochastic setting.

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Nel modo in cui oggigiorno viene intrapresa la ricerca, l’interdisciplinarità assume una posizione di sempre maggior rilievo in pressoché ogni ambito del sapere. Questo è particolarmente evidente nel campo delle discipline STEM (Scienza, Tecnologia, Ingegneria, Matematica), considerando che i problemi a cui esse fanno fronte (si pensi agli studi sul cambiamento climatico o agli avanzamenti nel campo dell’intelligenza artificiale) richiedono la collaborazione ed integrazione di discipline diverse. Anche nella ricerca educativa, l’interdisciplinarità ha acquisito negli ultimi anni una notevole rilevanza ed è stata oggetto di riflessioni teoriche e di valutazioni sulle pratiche didattiche. Nell’ampio contesto di questo dibattito, questa tesi si focalizza sull’analisi dell’interdisciplinarità tra fisica e matematica, ma ancora più nel dettaglio sul ruolo che la matematica ha nei modelli fisici. L’aspetto che si vuole sottolineare è l’esigenza di superare una concezione banale e semplicistica, sebbene diffusa, per la quale la matematica avrebbe una funzione strumentale rispetto alla fisica, a favore invece di una riflessione che metta in luce il ruolo strutturale della formalizzazione matematica per l’avanzamento della conoscenza in fisica. Per fare ciò, si prende in esame il caso di studio dell’oscillatore armonico attraverso due lenti diverse che mettono in luce altrettanti temi. La prima, quella dell’anchor equation, aiuterà a cogliere gli aspetti fondamentali del ruolo strutturale della matematica nella modellizzazione dell’oscillatore armonico. La seconda, quella degli epistemic games, verrà utilizzata per indagare materiale didattico, libri di testo e tutorial, per comprendere come diverse tipologie di risorse possano condurre gli studenti ad intendere in modi diversi la relazione di interdisciplinarità tra fisica e matematica in questo contesto.

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The exact time-dependent solution for the stochastic equations governing the behavior of a binary self-regulating gene is presented. Using the generating function technique to rephrase the master equations in terms of partial differential equations, we show that the model is totally integrable and the analytical solutions are the celebrated confluent Heun functions. Self-regulation plays a major role in the control of gene expression, and it is remarkable that such a microscopic model is completely integrable in terms of well-known complex functions.

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In this paper we study the existence and regularity of mild solutions for a class of abstract partial neutral integro-differential equations with unbounded delay.

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We study the existence of weighted S-asymptotically omega-periodic mild solutions for a class of abstract fractional differential equations of the form u' = partial derivative (alpha vertical bar 1)Au + f(t, u), 1 < alpha < 2, where A is a linear sectorial operator of negative type.

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In this paper we discuss the existence of solutions for a class of abstract partial neutral functional differential equations.

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In this paper, the method of Galerkin and the Askey-Wiener scheme are used to obtain approximate solutions to the stochastic displacement response of Kirchhoff plates with uncertain parameters. Theoretical and numerical results are presented. The Lax-Milgram lemma is used to express the conditions for existence and uniqueness of the solution. Uncertainties in plate and foundation stiffness are modeled by respecting these conditions, hence using Legendre polynomials indexed in uniform random variables. The space of approximate solutions is built using results of density between the space of continuous functions and Sobolev spaces. Approximate Galerkin solutions are compared with results of Monte Carlo simulation, in terms of first and second order moments and in terms of histograms of the displacement response. Numerical results for two example problems show very fast convergence to the exact solution, at excellent accuracies. The Askey-Wiener Galerkin scheme developed herein is able to reproduce the histogram of the displacement response. The scheme is shown to be a theoretically sound and efficient method for the solution of stochastic problems in engineering. (C) 2009 Elsevier Ltd. All rights reserved.

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In this paper, we devise a separation principle for the finite horizon quadratic optimal control problem of continuous-time Markovian jump linear systems driven by a Wiener process and with partial observations. We assume that the output variable and the jump parameters are available to the controller. It is desired to design a dynamic Markovian jump controller such that the closed loop system minimizes the quadratic functional cost of the system over a finite horizon period of time. As in the case with no jumps, we show that an optimal controller can be obtained from two coupled Riccati differential equations, one associated to the optimal control problem when the state variable is available, and the other one associated to the optimal filtering problem. This is a separation principle for the finite horizon quadratic optimal control problem for continuous-time Markovian jump linear systems. For the case in which the matrices are all time-invariant we analyze the asymptotic behavior of the solution of the derived interconnected Riccati differential equations to the solution of the associated set of coupled algebraic Riccati equations as well as the mean square stabilizing property of this limiting solution. When there is only one mode of operation our results coincide with the traditional ones for the LQG control of continuous-time linear systems.