Variational inequalities in Hilbert spaces with measures and optimal stopping problems

We study the existence theory for parabolic variational inequalities in weighted L2 spaces with respect to excessive measures associated with a transition semigroup. We characterize the value function of optimal stopping problems for finite and infinite dimensional diffusions as a generalized solution of such a variational inequality. The weighted L2 setting allows us to cover some singular cases, such as optimal stopping for stochastic equations with degenerate diffusion coeficient. As an application of the theory, we consider the pricing of American-style contingent claims. Among others, we treat the cases of assets with stochastic volatility and with path-dependent payoffs.

Experimental investigation of transient natural convection cooling of high prandtl number fluid with variable viscosity

Report for the scientific sojourn at the James Cook University, Australia, between June to December 2007. Free convection in enclosed spaces is found widely in natural and industrial systems. It is a topic of primary interest because in many systems it provides the largest resistance to the heat transfer in comparison with other heat transfer modes. In such systems the convection is driven by a density gradient within the fluid, which, usually, is produced by a temperature difference between the fluid and surrounding walls. In the oil industry, the oil, which has High Prandtl, usually is stored and transported in large tanks at temperatures high enough to keep its viscosity and, thus the pumping requirements, to a reasonable level. A temperature difference between the fluid and the walls of the container may give rise to the unsteady buoyancy force and hence the unsteady natural convection. In the initial period of cooling the natural convection regime dominates over the conduction contribution. As the oil cools down it typically becomes more viscous and this increase of viscosity inhibits the convection. At this point the oil viscosity becomes very large and unloading of the tank becomes very difficult. For this reason it is of primary interest to be able to predict the cooling rate of the oil. The general objective of this work is to develop and validate a simulation tool able to predict the cooling rates of high Prandtl fluid considering the variable viscosity effects.

Bergman-type singular operators and the characterization of Carleson measures for Besov-Sobolev spaces on the complex ball

"Vegeu el resum a l'inici del document del fitxer adjunt."

Power Consumption in Carbon Capture and Storage Systems (CCS) and Possibilities to Reduce Power Consumption with Variable Speed Drives

The aim of this master´s thesis is to study which processes increase the auxiliary power consumption in carbon capture and storage processes and if it is possible to reduce the auxiliary power consumption with variable speed drives. Also the cost of carbon capture and storage is studied. Data about auxiliary power consumption in carbon capture is gathered from various studies and estimates made by various research centres. Based on these studies a view is presented how the power auxiliary power consumption is divided between different processes in carbon capture processes. In a literary study, the operation of three basic carbon capture systems is described. Also different methods to transport carbon dioxide and carbon dioxide storage options are described in this section. At the end of the thesis processes that consume most of the auxiliary power are defined and possibilities to reduce the auxiliary power consumption are evaluated. Cost of carbon capture, transport and storage are also evaluated at this point and in the case that the carbon capture and storage systems are fully deployed. According to the results, it can be estimated what are the processes are where variable speed drives can be used and what kind of cost and power consumption reduction could be achieved. Results also show how large a project carbon capture and storage is if it is fully deployed.

A Study of Closure and Fuzzy Closure Spaces with Reference to H-Closedness and Convexity

Department of Mathematics, Cochin University of Science and Technology.

Finding Spaces for Urban Food Production – Matching Spatial and Stakeholder Analysis with Urban Agriculture Approaches in the Urban Renewal Area of Dortmund-Hörde, Germany

Using the case of an economically declined neighbourhood in the post-industrial German Ruhr Area (sometimes characterized as Germany’s “Rust Belt”), we analyse, describe and conclude how urban agriculture can be used as a catalyst to stimulate and support urban renewal and regeneration, especially from a socio-cultural perspective. Using the methodological framework of participatory action research, and linking bottom-up and top-down planning approaches, a project path was developed to include the population affected and foster individual responsibility for their district, as well as to strengthen inhabitants and stakeholder groups in a permanent collective stewardship for the individual forms of urban agriculture developed and implemented. On a more abstract level, the research carried out can be characterized as a form of action research with an intended transgression of the boundaries between research, planning, design, and implementation. We conclude that by synchronously combining those four domains with intense feedback loops, synergies for the academic knowledge on the potential performance of urban agriculture in terms of sustainable development, as well as the benefits for the case-study area and the interests of individual urban gardeners can be achieved.

Variational approach in weighted Sobolev spaces to scattering by unbounded rough surfaces

We consider the problem of scattering of time harmonic acoustic waves by an unbounded sound soft surface which is assumed to lie within a finite distance of some plane. The paper is concerned with the study of an equivalent variational formulation of this problem set in a scale of weighted Sobolev spaces. We prove well-posedness of this variational formulation in an energy space with weights which extends previous results in the unweighted setting [S. Chandler-Wilde and P. Monk, SIAM J. Math. Anal., 37 (2005), pp. 598–618] to more general inhomogeneous terms in the Helmholtz equation. In particular, in the two-dimensional case, our approach covers the problem of plane wave incidence, whereas in the three-dimensional case, incident spherical and cylindrical waves can be treated. As a further application of our results, we analyze a finite section type approximation, whereby the variational problem posed on an infinite layer is approximated by a variational problem on a bounded region.

3D roll-forming of hat-profile with variable depth and width

The use of roll-formed products in automotive, furniture, buildings etc. increases every year due to the low part-production cost and the complicated cross-sections that can be produced. The limitation with roll-forming until recent years is that one could only produce profiles with a constant cross-section in the longitudinal direction. About eight years ago ORTIC AB [1] developed a machine in which it was possible to produce profiles with a variable width (“3D roll-forming”) for the building industry. Experimental equipment was recently built for research and prototyping of profiles with variable cross-section in both width and depth for the automotive industry. The objective with the current study is to investigate the new tooling concept that makes it possible to roll-form hat-profiles, made of ultra high strength steel, with variable cross-section in depth and width. The result shows that it is possible to produce 3D roll-formed profiles with close tolerances.

Two-branes with variable tension model and the effective Newtonian constant

It is shown that, in the two brane time variation model framework, if the hidden brane tension varies according to the phenomenological Eotvos law, the visible brane tension behavior is such that its time derivative is negative in the past and positive after a specific time of cosmological evolution. This behavior is interpreted in terms of a useful mechanical system analog and its relation with the variation of the Newtonian (effective) gravitational constant is explored.

LEAST ACTION PRINCIPLE and THE INCOMPRESSIBLE EULER EQUATIONS WITH VARIABLE DENSITY

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Curves in homogeneous spaces and their contact with 1-dimensional orbits

Let alpha be a C(infinity) curve in a homogeneous space G/H. For each point x on the curve, we consider the subspace S(k)(alpha) of the Lie algebra G of G consisting of the vectors generating a one parameter subgroup whose orbit through x has contact of order k with alpha. In this paper, we give various important properties of the sequence of subspaces G superset of S(1)(alpha) superset of S(2)(alpha) superset of S(3)(alpha) superset of ... In particular, we give a stabilization property for certain well-behaved curves. We also describe its relationship to the isotropy subgroup with respect to the contact element of order k associated with alpha.

Lower bounds on blow up solutions of the three-dimensional Navier-Stokes equations in homogeneous Sobolev spaces

Suppose that u(t) is a solution of the three-dimensional Navier-Stokes equations, either on the whole space or with periodic boundary conditions, that has a singularity at time T. In this paper we show that the norm of u(T - t) in the homogeneous Sobolev space (H)over dot(s) must be bounded below by c(s)t(-(2s-1)/4) for 1/2 < s < 5/2 (s not equal 3/2), where c(s) is an absolute constant depending only on s; and by c(s)parallel to u(0)parallel to((5-2s)/5)(L2)t(-2s/5) for s > 5/2. (The result for 1/2 < s < 3/2 follows from well-known lower bounds on blowup in Lp spaces.) We show in particular that the local existence time in (H)over dot(s)(R-3) depends only on the (H)over dot(s)-norm for 1/2 < s < 5/2, s not equal 3/2. (C) 2012 American Institute of Physics. [http://dx.doi.org/10.1063/1.4762841]

X̄ chart with variable sample size and sampling intervals

Recent theoretical studies have shown that the X̄ chart with variable sampling intervals (VSI) and the X̄ chart with variable sample size (VSS) are quicker than the traditional X̄ chart in detecting shifts in the process. This article considers the X̄ chart with variable sample size and sampling intervals (VSSI). It is assumed that the amount of time the process remains in control has exponential distribution. The properties of the VSSI X̄ chart are obtained using Markov chains. The VSSI X̄ chart is even quicker than the VSI or VSS X̄ charts in detecting moderate shifts in the process.

Orthogonal polynomials associated with related measures and Sobolev orthogonal polynomials

Connection between two sequences of orthogonal polynomials, where the associated measures are related to each other by a first degree polynomial multiplication (or division), are looked at. The results are applied to obtain information regarding Sobolev orthogonal polynomials associated with certain pairs of measures.