Probabilistic methods for semilinear partial differential equations. Applications to finance

Finite element methods for semilinear elliptic stochastic partial differential equations

We study finite element methods for semilinear stochastic partial differential equations. Error estimates are established. Numerical examples are also presented to examine our theoretical results. Mathematics Subject Classification (2000) 65N30 · 65N15 · 65C30 · 60H15

Relaxation Methods for Partial Differential Equations: Applications to Electrostatics∗

Abstract Approaches for numerically solving elliptic partial differential equations such as that of Poisson or Laplace are discussed. The basic technique is that of “relaxation,” an iterative scheme based on a discretization of the domain of interest. Applications to problems in electrostatics in two and three dimensions are studied. Extensions including overrelaxation and the multigrid method ...

global results on some nonlinear partial differential equations for direct and inverse problems

در این رساله به بررسی رفتار جواب های رده ای از معادلات دیفرانسیل با مشتقات جزیی در دامنه های کراندار می پردازیم . این معادلات به فرم نیم-خطی و غیر خطی برای مسایل مستقیم و معکوس مورد مطالعه قرار می گیرند . به ویژه، تاثیر شرایط مختلف فیزیکی را در مساله، نظیر وجود موانع و منابع، پراکندگی و چسبندگی در معادلات موج و گرما بررسی می کنیم و به دنبال شرایطی می گردیم که متضمن وجود سراسری یا عدم وجود سراسر...

Symmetry Coefficients of Semilinear Partial Differential Equations

We show that for any semilinear partial differential equation of order m, the infinitesimals of the independent variables depend only on the independent variables and, if m > 1 and the equation is also linear in its derivatives of order m− 1 of the dependent variable, then the infinitesimal of the dependent variable is at most linear on the dependent variable. Many examples of important partial...

Introduction to Variational Methods in Partial Differential Equations and Applications