Existence of solutions for a class of abstract differential equations with nonlocal conditions

We discuss the existence of mild, classical and strict solutions for a class of abstract differential equations with nonlocal conditions. Our technical approach allows the study of partial differential equations with nonlocal conditions involving partial derivatives or nonlinear expressions of the solution. Some concrete applications to partial differential equations are considered. (C) 2010 Elsevier Ltd. All rights reserved.

Upwind solution of singular differential equations arising from steady channel flows

We study ordinary nonlinear singular differential equations which arise from steady conservation laws with source terms. An example of steady conservation laws which leads to those scalar equations is the Saint–Venant equations. The numerical solution of these scalar equations is sought by using the ideas of upwinding and discretisation of source terms. Both the Engquist–Osher scheme and the Roe scheme are used with different strategies for discretising the source terms.

EXISTENCE RESULTS FOR ABSTRACT DEGENERATE NEUTRAL FUNCTIONAL DIFFERENTIAL EQUATIONS

In this paper we discuss the existence of solutions for a class of abstract degenerate neutral functional differential equations. Some applications to partial differential equations are considered.

Global solutions for abstract impulsive differential equations

In this paper, we study the existence of solutions on the whole of R for a class of impulsive abstract differential equations. An application to partial differential equations is presented. (C) 2009 Elsevier Ltd. All rights reserved.

Spectral flow and iteration of closed semi-Riemannian geodesics

We introduce the notion of spectral flow along a periodic semi-Riemannian geodesic, as a suitable substitute of the Morse index in the Riemannian case. We study the growth of the spectral flow along a closed geodesic under iteration, determining its asymptotic behavior.

Jarrow-Yildirim model for inflation: theory and applications

This thesis deals with inflation theory, focussing on the model of Jarrow & Yildirim, which is nowadays used when pricing inflation derivatives. After recalling main results about short and forward interest rate models, the dynamics of the main components of the market are derived. Then the most important inflation-indexed derivatives are explained (zero coupon swap, year-on-year, cap and floor), and their pricing proceeding is shown step by step. Calibration is explained and performed with a common method and an heuristic and non standard one. The model is enriched with credit risk, too, which allows to take into account the possibility of bankrupt of the counterparty of a contract. In this context, the general method of pricing is derived, with the introduction of defaultable zero-coupon bonds, and the Monte Carlo method is treated in detailed and used to price a concrete example of contract. Appendixes: A: martingale measures, Girsanov's theorem and the change of numeraire. B: some aspects of the theory of Stochastic Differential Equations; in particular, the solution for linear EDSs, and the Feynman-Kac Theorem, which shows the connection between EDSs and Partial Differential Equations. C: some useful results about normal distribution.

Lions-type compactness and Rubik actions on the Heisenberg group

In this paper we prove a Lions-type compactness embedding result for symmetric unbounded domains of the Heisenberg group. The natural group action on the Heisenberg group TeX is provided by the unitary group U(n) × {1} and its appropriate subgroups, which will be used to construct subspaces with specific symmetry and compactness properties in the Folland-Stein’s horizontal Sobolev space TeX. As an application, we study the multiplicity of solutions for a singular subelliptic problem by exploiting a technique of solving the Rubik-cube applied to subgroups of U(n) × {1}. In our approach we employ concentration compactness, group-theoretical arguments, and variational methods.

Ecuaciones diferenciales estocásticas con condición final y soluciones de viscosidad de EDPS semilineales de segundo orden

El objetivo de este documento es recopilar algunos resultados clasicos sobre existencia y unicidad ´ de soluciones de ecuaciones diferenciales estocasticas (EDEs) con condici ´ on final (en ingl ´ es´ Backward stochastic differential equations) con particular enfasis en el caso de coeficientes mon ´ otonos, y su cone- ´ xion con soluciones de viscosidad de sistemas de ecuaciones diferenciales parciales (EDPs) parab ´ olicas ´ y el´ıpticas semilineales de segundo orden.

Maximum principles for vectorial approximate minimisers on non-convex functionals

We establish Maximum Principles which apply to vectorial approximate minimizers of the general integral functional of Calculus of Variations. Our main result is a version of the Convex Hull Property. The primary advance compared to results already existing in the literature is that we have dropped the quasiconvexity assumption of the integrand in the gradient term. The lack of weak Lower semicontinuity is compensated by introducing a nonlinear convergence technique, based on the approximation of the projection onto a convex set by reflections and on the invariance of the integrand in the gradient term under the Orthogonal Group. Maximum Principles are implied for the relaxed solution in the case of non-existence of minimizers and for minimizing solutions of the Euler–Lagrange system of PDE.

Stability of gradient semigroups under perturbations

In this paper we prove that gradient-like semigroups (in the sense of Carvalho and Langa (2009 J. Diff. Eqns 246 2646-68)) are gradient semigroups (possess a Lyapunov function). This is primarily done to provide conditions under which gradient semigroups, in a general metric space, are stable under perturbation exploiting the known fact (see Carvalho and Langa (2009 J. Diff. Eqns 246 2646-68)) that gradient-like semigroups are stable under perturbation. The results presented here were motivated by the work carried out in Conley (1978 Isolated Invariant Sets and the Morse Index (CBMS Regional Conference Series in Mathematics vol 38) (RI: American Mathematical Society Providence)) for groups in compact metric spaces (see also Rybakowski (1987 The Homotopy Index and Partial Differential Equations (Universitext) (Berlin: Springer)) for the Morse decomposition of an invariant set for a semigroup on a compact metric space).

Funzioni di Sobolev

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.

Almost automorphic mild solutions to some partial neutral functional-differential equations and applications

The paper considers the existence and uniqueness of almost automorphic mild solutions to some classes of first-order partial neutral functional-differential equations. Sufficient conditions for the existence and uniqueness of almost automorphic mild solutions to the above-mentioned equations are obtained. As an application, a first-order boundary value problem arising in control systems is considered. (C) 2007 Elsevier Ltd. All fights reserved.

An approach to verifying and debugging simulation models governed by ordinary differential equations: Part 1. Methodology for residual generation

For dynamic simulations to be credible, verification of the computer code must be an integral part of the modelling process. This two-part paper describes a novel approach to verification through program testing and debugging. In Part 1, a methodology is presented for detecting and isolating coding errors using back-to-back testing. Residuals are generated by comparing the output of two independent implementations, in response to identical inputs. The key feature of the methodology is that a specially modified observer is created using one of the implementations, so as to impose an error-dependent structure on these residuals. Each error can be associated with a fixed and known subspace, permitting errors to be isolated to specific equations in the code. It is shown that the geometric properties extend to multiple errors in either one of the two implementations. Copyright (C) 2003 John Wiley Sons, Ltd.