967 resultados para stochastic partial differential equations


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In this paper we consider the second order discontinuous equation in the real line, (a(t)φ(u′(t)))′ = f(t,u(t),u′(t)), a.e.t∈R, u(-∞) = ν⁻, u(+∞)=ν⁺, with φ an increasing homeomorphism such that φ(0)=0 and φ(R)=R, a∈C(R,R\{0})∩C¹(R,R) with a(t)>0, or a(t)<0, for t∈R, f:R³→R a L¹-Carathéodory function and ν⁻,ν⁺∈R such that ν⁻<ν⁺. We point out that the existence of heteroclinic solutions is obtained without asymptotic or growth assumptions on the nonlinearities φ and f. Moreover, as far as we know, this result is even new when φ(y)=y, that is, for equation (a(t)u′(t))′=f(t,u(t),u′(t)), a.e.t∈R.

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In this paper, space adaptivity is introduced to control the error in the numerical solution of hyperbolic systems of conservation laws. The reference numerical scheme is a new version of the discontinuous Galerkin method, which uses an implicit diffusive term in the direction of the streamlines, for stability purposes. The decision whether to refine or to unrefine the grid in a certain location is taken according to the magnitude of wavelet coefficients, which are indicators of local smoothness of the numerical solution. Numerical solutions of the nonlinear Euler equations illustrate the efficiency of the method. © Springer 2005.

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In this paper we establish a method to obtain the stability of periodic travelling-wave solutions for equations of Korteweg-de Vries-type u(t) + u(p)u(x) - Mu(x) = 0, with M being a general pseudodifferential operator and where p >= 1 is an integer. Our approach uses the theory of totally positive operators, the Poisson summation theorem, and the theory of Jacobi elliptic functions. In particular we obtain the stability of a family of periodic travelling waves solutions for the Benjamin Ono equation. The present technique gives a new way to obtain the existence and stability of cnoidal and dnoidal waves solutions associated with the Korteweg-de Vries and modified Korteweg-de Vries equations, respectively. The theory has prospects for the study of periodic travelling-wave solutions of other partial differential equations.

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A general, fast wavelet-based adaptive collocation method is formulated for heat and mass transfer problems involving a steep moving profile of the dependent variable. The technique of grid adaptation is based on sparse point representation (SPR). The method is applied and tested for the case of a gas–solid non-catalytic reaction in a porous solid at high Thiele modulus. Accurate and convergent steep profiles are obtained for Thiele modulus as large as 100 for the case of slab and found to match the analytical solution.

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Some efficient solution techniques for solving models of noncatalytic gas-solid and fluid-solid reactions are presented. These models include those with non-constant diffusivities for which the formulation reduces to that of a convection-diffusion problem. A singular perturbation problem results for such models in the presence of a large Thiele modulus, for which the classical numerical methods can present difficulties. For the convection-diffusion like case, the time-dependent partial differential equations are transformed by a semi-discrete Petrov-Galerkin finite element method into a system of ordinary differential equations of the initial-value type that can be readily solved. In the presence of a constant diffusivity, in slab geometry the convection-like terms are absent, and the combination of a fitted mesh finite difference method with a predictor-corrector method is used to solve the problem. Both the methods are found to converge, and general reaction rate forms can be treated. These methods are simple and highly efficient for arbitrary particle geometry and parameters, including a large Thiele modulus. (C) 2001 Elsevier Science Ltd. All rights reserved.

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A technique based on laser light diffraction is shown to be successful in collecting on-line experimental data. Time series of floc size distributions (FSD) under different shear rates (G) and calcium additions were collected. The steady state mass mean diameter decreased with increasing shear rate G and increased when calcium additions exceeded 8 mg/l. A so-called population balance model (PBM) was used to describe the experimental data, This kind of model describes both aggregation and breakage through birth and death terms. A discretised PBM was used since analytical solutions of the integro-partial differential equations are non-existing. Despite the complexity of the model, only 2 parameters need to be estimated: the aggregation rate and the breakage rate. The model seems, however, to lack flexibility. Also, the description of the floc size distribution (FSD) in time is not accurate.

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Um algoritmo numérico foi criado para apresentar a solução da conversão termoquímica de um combustível sólido. O mesmo foi criado de forma a ser flexível e dependente do mecanismo de reação a ser representado. Para tanto, um sistema das equações características desse tipo de problema foi resolvido através de um método iterativo unido a matemática simbólica. Em função de não linearidades nas equações e por se tratar de pequenas partículas, será aplicado o método de Newton para reduzir o sistema de equações diferenciais parciais (EDP’s) para um sistema de equações diferenciais ordinárias (EDO’s). Tal processo redução é baseado na união desse método iterativo à diferenciação numérica, pois consegue incorporar nas EDO’s resultantes funções analíticas. O modelo reduzido será solucionado numericamente usando-se a técnica do gradiente bi-conjugado (BCG). Tal modelo promete ter taxa de convergência alta, se utilizando de um número baixo de iterações, além de apresentar alta velocidade na apresentação das soluções do novo sistema linear gerado. Além disso, o algoritmo se mostra independente do tamanho da malha constituidora. Para a validação, a massa normalizada será calculada e comparada com valores experimentais de termogravimetria encontrados na literatura, , e um teste com um mecanismo simplificado de reação será realizado.

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Invariant integrals are derived for nematic liquid crystals and applied to materials with small Ericksen number and topological defects. The nematic material is confined between two infinite plates located at y = -h and y = h (h is an element of R+) with a semi-infinite plate at y = 0 and x < 0. Planar and homeotropic strong anchoring boundary conditions to the director field are assumed at these two infinite and semi-infinite plates, respectively. Thus, a line disclination appears in the system which coincides with the z-axis. Analytical solutions to the director field in the neighbourhood of the singularity are obtained. However, these solutions depend on an arbitrary parameter. The nematic elastic force is thus evaluated from an invariant integral of the energy-momentum tensor around a closed surface which does not contain the singularity. This allows one to determine this parameter which is a function of the nematic cell thickness and the strength of the disclination. Analytical solutions are also deduced for the director field in the whole region using the conformal mapping method. (C) 2013 Elsevier Ltd. All rights reserved.

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This work deals with the numerical simulation of air stripping process for the pre-treatment of groundwater used in human consumption. The model established in steady state presents an exponential solution that is used, together with the Tau Method, to get a spectral approach of the solution of the system of partial differential equations associated to the model in transient state.

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Volatile organic compounds are a common source of groundwater contamination that can be easily removed by air stripping in columns with random packing and using a counter-current flow between the phases. This work proposes a new methodology for the column design for any particular type of packing and contaminant avoiding the necessity of a pre-defined diameter used in the classical approach. It also renders unnecessary the employment of the graphical Eckert generalized correlation for pressure drop estimates. The hydraulic features are previously chosen as a project criterion and only afterwards the mass transfer phenomena are incorporated, in opposition to conventional approach. The design procedure was translated into a convenient algorithm using C++ as programming language. A column was built in order to test the models used either in the design or in the simulation of the column performance. The experiments were fulfilled using a solution of chloroform in distilled water. Another model was built to simulate the operational performance of the column, both in steady state and in transient conditions. It consists in a system of two partial non linear differential equations (distributed parameters). Nevertheless, when flows are steady, the system became linear, although there is not an evident solution in analytical terms. In steady state the resulting system of ODE can be solved, allowing for the calculation of the concentration profile in both phases inside the column. In transient state the system of PDE was numerically solved by finite differences, after a previous linearization.

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This work deals with the numerical simulation of air stripping process for the pre-treatment of groundwater used in human consumption. The model established in steady state presents an exponential solution that is used, together with the Tau Method, to get a spectral approach of the solution of the system of partial differential equations associated to the model in transient state.

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Volatile organic compounds are a common source of groundwater contamination that can be easily removed by air stripping in columns with random packing and using a counter-current flow between the phases. This work proposes a new methodology for column design for any type of packing and contaminant which avoids the necessity of an arbitrary chosen diameter. It also avoids the employment of the usual graphical Eckert correlations for pressure drop. The hydraulic features are previously chosen as a project criterion. The design procedure was translated into a convenient algorithm in C++ language. A column was built in order to test the design, the theoretical steady-state and dynamic behaviour. The experiments were conducted using a solution of chloroform in distilled water. The results allowed for a correction in the theoretical global mass transfer coefficient previously estimated by the Onda correlations, which depend on several parameters that are not easy to control in experiments. For best describe the column behaviour in stationary and dynamic conditions, an original mathematical model was developed. It consists in a system of two partial non linear differential equations (distributed parameters). Nevertheless, when flows are steady, the system became linear, although there is not an evident solution in analytical terms. In steady state the resulting ODE can be solved by analytical methods, and in dynamic state the discretization of the PDE by finite differences allows for the overcoming of this difficulty. To estimate the contaminant concentrations in both phases in the column, a numerical algorithm was used. The high number of resulting algebraic equations and the impossibility of generating a recursive procedure did not allow the construction of a generalized programme. But an iterative procedure developed in an electronic worksheet allowed for the simulation. The solution is stable only for similar discretizations values. If different values for time/space discretization parameters are used, the solution easily becomes unstable. The system dynamic behaviour was simulated for the common liquid phase perturbations: step, impulse, rectangular pulse and sinusoidal. The final results do not configure strange or non-predictable behaviours.

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We give sufficient conditions for existence, uniqueness and ergodicity of invariant measures for Musiela's stochastic partial differential equation with deterministic volatility and a Hilbert space valued driving Lévy noise. Conditions for the absence of arbitrage and for the existence of mild solutions are also discussed.

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Projecte de recerca elaborat a partir d’una estada al Laboratory of Archaeometry del National Centre of Scientific Research “Demokritos” d’Atenes, Grècia, entre juny i setembre 2006. Aquest estudi s’emmarca dins d’un context més ampli d’estudi del canvi tecnològic que es documenta en la producció d’àmfores de tipologia romana durant els segles I aC i I dC en els territoris costaners de Catalunya. Una part d’aquest estudi contempla el càlcul de les propietats mecàniques d’aquestes àmfores i la seva avaluació en funció de la tipologia amforal, a partir de l’Anàlisi d’Elements Finits (AEF). L’AEF és una aproximació numèrica que té el seu origen en les ciències d’enginyeria i que ha estat emprada per estimar el comportament mecànic d’un model en termes, per exemple, de deformació i estrès. Així, un objecte, o millor dit el seu model, es dividit en sub-dominis anomenats elements finits, als quals se’ls atribueixen les propietats mecàniques del material en estudi. Aquests elements finits estan connectats formant una xarxa amb constriccions que pot ser definida. En el cas d’aplicar una força determinada a un model, el comportament de l’objecte pot ser estimat mitjançant el conjunt d’equacions lineals que defineixen el rendiment dels elements finits, proporcionant una bona aproximació per a la descripció de la deformació estructural. Així, aquesta simulació per ordinador suposa una important eina per entendre la funcionalitat de ceràmiques arqueològiques. Aquest procediment representa un model quantitatiu per predir el trencament de l’objecte ceràmic quan aquest és sotmès a diferents condicions de pressió. Aquest model ha estat aplicat a diferents tipologies amforals. Els resultats preliminars mostren diferències significatives entre la tipologia pre-romana i les tipologies romanes, així com entre els mateixos dissenys amforals romans, d’importants implicacions arqueològiques.

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The classical Lojasiewicz inequality and its extensions for partial differential equation problems (Simon) and to o-minimal structures (Kurdyka) have a considerable impact on the analysis of gradient-like methods and related problems: minimization methods, complexity theory, asymptotic analysis of dissipative partial differential equations, tame geometry. This paper provides alternative characterizations of this type of inequalities for nonsmooth lower semicontinuous functions defined on a metric or a real Hilbert space. In a metric context, we show that a generalized form of the Lojasiewicz inequality (hereby called the Kurdyka- Lojasiewicz inequality) relates to metric regularity and to the Lipschitz continuity of the sublevel mapping, yielding applications to discrete methods (strong convergence of the proximal algorithm). In a Hilbert setting we further establish that asymptotic properties of the semiflow generated by -∂f are strongly linked to this inequality. This is done by introducing the notion of a piecewise subgradient curve: such curves have uniformly bounded lengths if and only if the Kurdyka- Lojasiewicz inequality is satisfied. Further characterizations in terms of talweg lines -a concept linked to the location of the less steepest points at the level sets of f- and integrability conditions are given. In the convex case these results are significantly reinforced, allowing in particular to establish the asymptotic equivalence of discrete gradient methods and continuous gradient curves. On the other hand, a counterexample of a convex C2 function in R2 is constructed to illustrate the fact that, contrary to our intuition, and unless a specific growth condition is satisfied, convex functions may fail to fulfill the Kurdyka- Lojasiewicz inequality.