This paper is concerned with the development of a new approach for the numerical solution of linear and nonlinear reaction-diffusion equations in two spatial dimensions with Bitsadze-Samarskii type nonlocal boundary conditions. Proper finite-difference approximations are utilized to discretize the time variable. Then, the weak equations of resultant elliptic type PDEs are constructed on local subd...... hiện toàn bộ
Uniqueness of the solution of the inverse problem of magnetotelluric sounding in two-dimensional media is proved under certain assumptions on conductivity.
The article considers the cooling of a section of a solid body subject to constant internal energy. The numerical method proposed for the solution of the problem is a generalization of Plotnikov's method for the solution of optimal control problems of parabolic systems.
In this study, the Rudin, Osher, and Fatemi (ROF) model is considered to restore images. To this end, the compact finite difference (CFD) method is introduced to approximate the spatial derivatives in the ROF model. Moreover, two filters are presented to improve the performance of the first- and second-order derivative approximation. The third-order total variation diminishing Runge-Kutta (TVD-RK3...... hiện toàn bộ
Generalized Hopf formulas are provided for minimax (viscosity) solutions of Hamilton-Jacobi equations of the formV
t+H(t, DxV)=0 andV
t+H(t, V, DxV)=0 with the boundary conditionV (T, x)=ϕ(x), where ϕ is a convex function. The bounds within which these formulas apply are elucidated.
We consider a guaranteed deterministic formulation for the super-replication problem in discrete time: find a guaranteed coverage of a contingent claim on an option under all possible scenarios. These scenarios are specified by a priori compacta that depend on historical prices: the price increments at each instant should be in the corresponding compacta. We assume the presence of trading constrai...... hiện toàn bộ
The article considers the construction of a minimum-order observer for a linear state functional of a linear dynamical system. For a one-output system we derive a necessary and sufficient condition that allows reconstruction of the functional by a k th order observer. This result is generalized to a system with vector output. An algorithm for the construction of a minimal observer is proposed. The...... hiện toàn bộ
The objective of this paper is to develop a finite-element formulation associated with an incremental adaptive procedure established for analysis of frictional contact problems in viscoelastic solids. A generalized Maxwell model has been used to model the viscoelastic constitutive equations in which bulk and shear relaxation functions are represented by the sum of a series of decaying exponential ...... hiện toàn bộ