Approximate controllability for the semilinear heat equation in RN involving gradient terms

We prove the approximate controllability of the semilinear heat equation in R^N, when the nonlinear term is globally Lipschitz and depends both on the state u and its spatial gradient Ñu. The approximate controllability is viewed as the limit of a sequence of optimal control problems. In order to avoid the difficulties related to the lack of compactness of the Sobolev embeddings, we work with the similarity variables and use weighted Sobolev spaces.

Polynomial Expansions for Solutions of Higher-Order Bessel Heat Equation in Quantum Calculus

Mathematics Subject Class.: 33C10,33D60,26D15,33D05,33D15,33D90

Numerical solution of the Dirichlet initial boundary value problem for the heat equation in exterior 3-dimensional domains using integral equations

A numerical method for the Dirichlet initial boundary value problem for the heat equation in the exterior and unbounded region of a smooth closed simply connected 3-dimensional domain is proposed and investigated. This method is based on a combination of a Laguerre transformation with respect to the time variable and an integral equation approach in the spatial variables. Using the Laguerre transformation in time reduces the parabolic problem to a sequence of stationary elliptic problems which are solved by a boundary layer approach giving a sequence of boundary integral equations of the first kind to solve. Under the assumption that the boundary surface of the solution domain has a one-to-one mapping onto the unit sphere, these integral equations are transformed and rewritten over this sphere. The numerical discretisation and solution are obtained by a discrete projection method involving spherical harmonic functions. Numerical results are included.

On the pricing of bivariate options in the presence of a discrete dividend payment

A Work Project, presented as part of the requirements for the Award of a Master's Double Degree in Finance from the NOVA School of Business and Economics / Masters Degree in Economics from Insper

Non-steady state heat conduction in composite walls

The problem of heat conduction in one-dimensional piecewise homogeneous composite materials is examined by providing an explicit solution of the one-dimensional heat equation in each domain. The location of the interfaces is known, but neither temperature nor heat flux are prescribed there. Instead, the physical assumptions of their continuity at the interfaces are the only conditions imposed. The problem of two semi-infinite domains and that of two finite-sized domains are examined in detail. We indicate also how to extend the solution method to the setting of one finite-sized domain surrounded on both sides by semi-infinite domains, and on that of three finite-sized domains.

Finite approximate controllability for semilinear heat equations in noncylindrical domains

Este artigo é dedicado ao estudo da controlabilidade finito-aproximada para a equação não linear de transferência de calor em domínios com fronteira móvel. A demonstração do resultado principal baseia-se no princípio de continuação única de Carolina Fabre 1996 e em argumentos de ponto fixo do tipo Leray-Schauder.

A method of fundamental solutions for theaxisymmetric backward heat equation

We propose and investigate an application of the method of fundamental solutions (MFS) to the radially symmetric and axisymmetric backward heat conduction problem (BHCP) in a solid or hollow cylinder. In the BHCP, the initial temperature is to be determined from the temperature measurements at a later time. This is an inverse and ill-posed problem, and we employ and generalize the MFS regularization approach [B.T. Johansson and D. Lesnic, A method of fundamental solutions for transient heat conduction, Eng. Anal. Boundary Elements 32 (2008), pp. 697–703] for the time-dependent heat equation to obtain a stable and accurate numerical approximation with small computational cost.

Solvability and asymptotics of the heat equation with mixed variable lateral conditions and applications in the opening of the exocytotic fusion pore in cells

We investigate a mixed problem with variable lateral conditions for the heat equation that arises in modelling exocytosis, i.e. the opening of a cell boundary in specific biological species for the release of certain molecules to the exterior of the cell. The Dirichlet condition is imposed on a surface patch of the boundary and this patch is occupying a larger part of the boundary as time increases modelling where the cell is opening (the fusion pore), and on the remaining part, a zero Neumann condition is imposed (no molecules can cross this boundary). Uniform concentration is assumed at the initial time. We introduce a weak formulation of this problem and show that there is a unique weak solution. Moreover, we give an asymptotic expansion for the behaviour of the solution near the opening point and for small values in time. We also give an integral equation for the numerical construction of the leading term in this expansion.

On an indirect integral equation approach for stationary heat transfer in semi-infinite layered domains in R3 with cavities

Regions containing internal boundaries such as composite materials arise in many applications.We consider a situation of a layered domain in IR3 containing a nite number of bounded cavities. The model is stationary heat transfer given by the Laplace equation with piecewise constant conductivity. The heat ux (a Neumann condition) is imposed on the bottom of the layered region and various boundary conditions are imposed on the cavities. The usual transmission (interface) conditions are satised at the interface layer, that is continuity of the solution and its normal derivative. To eciently calculate the stationary temperature eld in the semi-innite region, we employ a Green's matrix technique and reduce the problem to boundary integral equations (weakly singular) over the bounded surfaces of the cavities. For the numerical solution of these integral equations, we use Wienert's approach [20]. Assuming that each cavity is homeomorphic with the unit sphere, a fully discrete projection method with super-algebraic convergence order is proposed. A proof of an error estimate for the approximation is given as well. Numerical examples are presented that further highlights the eciency and accuracy of the proposed method.

Solution of Time Dependent Joule Heat Equation for a Graphene Sheet Under Thomson Effect

We address a physics-based solution of joule heating phenomenon in a single-layer graphene (SLG) sheet under the presence of Thomson effect. We demonstrate that the temperature in an isotopically pure (containing only C-12) SLG sheet attains its saturation level quicker than when doped with its isotopes (C-13). From the solution of the joule heating equation, we find that the thermal time constant of the SLG sheet is in the order of tenths of a nanosecond for SLG dimensions of a few micrometers. These results have been formulated using the electron interactions with the inplane and flexural phonons to demonstrate a field-dependent Landauer transmission coefficient. We further develop an analytical model of the SLG specific heat using the quadratic (out of plane) phonon band structure over the room temperature. Additionally, we show that a cooling effect in the SLG sheet can be substantially enhanced with the addition of C-13. The methodologies as discussed in this paper can be put forward to analyze the graphene heat spreader theory.

Sparse space-time boundary element methods for the heat equation

The goal of this work is the efficient solution of the heat equation with Dirichlet or Neumann boundary conditions using the Boundary Elements Method (BEM). Efficiently solving the heat equation is useful, as it is a simple model problem for other types of parabolic problems. In complicated spatial domains as often found in engineering, BEM can be beneficial since only the boundary of the domain has to be discretised. This makes BEM easier than domain methods such as finite elements and finite differences, conventionally combined with time-stepping schemes to solve this problem. The contribution of this work is to further decrease the complexity of solving the heat equation, leading both to speed gains (in CPU time) as well as requiring smaller amounts of memory to solve the same problem. To do this we will combine the complexity gains of boundary reduction by integral equation formulations with a discretisation using wavelet bases. This reduces the total work to O(h

Measurement of natural convection heat transfer in an attic shaped enclosure

Heat transfer by natural convection in triangular enclosures is an area of significant importance in applications such as the design of greenhouses, attics and solar water heaters. However, given its significance to these areas it has not been widely examined. In this study, the natural convection heat transfer coefficients in an attic shaped enclosure were determined for Grashof Numbers over the range 107 to 109. It was found that the measured heat transfer coefficients could be predicted to within 5% by Ridouane and Campo’ (2005) equation (Eqn. 1) for natural convection in a triangular enclosure previously developed for Grashof Numbers in the range 105 to 106.

Nu=0.286*A-0.286*Gr1/4 (Eqn. 1)

As such, it is suggested that this equation may be suitable for predicting the natural convection heat transfer coefficients in full scale attic enclosures.

An inverse method to estimate the moving heat source in machining process

The present work propounds an inverse method to estimate the heat sources in the transient two-dimensional heat conduction problem in a rectangular domain with convective bounders. The non homogeneous partial differential equation (PDE) is solved using the Integral Transform Method. The test function for the heat generation term is obtained by the chip geometry and thermomechanical cutting. Then the heat generation term is estimated by the conjugated gradient method (CGM) with adjoint problem for parameter estimation. The experimental trials were organized to perform six different conditions to provide heat sources of different intensities. This method was compared with others in the literature and advantages are discussed. (C) 2012 Elsevier Ltd. All rights reserved.