To study a class of boundary value problems of parabolic differential equations with deviating arguments, averaging technique, Green’s formula and symbol function sign(·) are used. The multi dimensional problem...To study a class of boundary value problems of parabolic differential equations with deviating arguments, averaging technique, Green’s formula and symbol function sign(·) are used. The multi dimensional problem was reduced to a one dimensional oscillation problem for ordinary differential equations or inequalities. Two oscillatory criteria of solutions for systems of parabolic differential equations with deviating arguments are obtained.展开更多
This paper deals with two parabolic initial-boundary value problems in multidimensional domain. The first problem describes the situation where the spherical medium is static and the nonlinear reaction takes place onl...This paper deals with two parabolic initial-boundary value problems in multidimensional domain. The first problem describes the situation where the spherical medium is static and the nonlinear reaction takes place only at a single point. We show that under some conditions, the solution blows up in finite time and the blow-up set is the whole spherical medium. When the spherical medium is allowed to move in a special space, we investigate another parabolic initial-boundary value problem. It is proved that the blow-up can be avoided if the acceleration of the motion satisfies certain conditions.展开更多
A class of two-level high-order accuracy explicit difference scheme for solving 3-D parabolic P.D.E is constructed. Its truncation error is (Δt2+Δx4) and the stability condition is r=Δt/Δx2=Δt/Δy2=Δt/Δz2≤1/6.
This paper studies the nonlinear variational inequality with integro-differential term arising from valuation of American style double barrier option. First, the authors use the penalty method to transform the variati...This paper studies the nonlinear variational inequality with integro-differential term arising from valuation of American style double barrier option. First, the authors use the penalty method to transform the variational inequality into a nonlinear parabolic initial boundary problem(i.e., penalty problem). Second, the existence and uniqueness of solution to the penalty problem are proved by using the Scheafer fixed point theory. Third, the authors prove the existence of variational inequality' solution by showing the fact that the penalized PDE converges to the variational inequality. The uniqueness of solution to the variational inequality is also proved by contradiction.展开更多
With the improved moving least-squares (IMLS) approximation, an orthogonal function system with a weight function is used as the basis function. The combination of the element-free Galerkin (EFG) method and the IMLS a...With the improved moving least-squares (IMLS) approximation, an orthogonal function system with a weight function is used as the basis function. The combination of the element-free Galerkin (EFG) method and the IMLS approximation leads to the development of the improved element-free Galerkin (IEFG) method. In this paper, the IEFG method is applied to study the partial differential equations that control the heat flow in three-dimensional space. With the IEFG technique, the Galerkin weak form is employed to develop the discretized system equations, and the penalty method is applied to impose the essential boundary conditions. The traditional difference method for two-point boundary value problems is selected for the time discretization. As the transient heat conduction equations and the boundary and initial conditions are time dependent, the scaling parameter, number of nodes and time step length are considered in a convergence study.展开更多
This paper focuses on nonlocal integral boundary value problems for elliptic differential-operator equations. Here given conditions guarantee that maximal regularity and Fredholmness in L_p spaces. These results are a...This paper focuses on nonlocal integral boundary value problems for elliptic differential-operator equations. Here given conditions guarantee that maximal regularity and Fredholmness in L_p spaces. These results are applied to the Cauchy problem for abstract parabolic equations, its infinite systems and boundary value problems for anisotropic partial differential equations in mixed L_p norm.展开更多
The transition from a deflagration to a detonation (DDT) in gas dynamics is investigated through the process of a deflagration with a imite width flame overtaken by a shock. The problem is formulated as a free boundar...The transition from a deflagration to a detonation (DDT) in gas dynamics is investigated through the process of a deflagration with a imite width flame overtaken by a shock. The problem is formulated as a free boundary value problem in an angular domain with a strong detonation and a reflected shock as boundaries. The main difficulty lies in the fact that the strength of reflected shock is zero at the vertex where the shock speed degenerates to be the same as the characteristic speed. The conclusion is that a strong detonation and a retonation (a reflected shock) form locally. Also the entropy satisfaction of this solution is presented.展开更多
文摘To study a class of boundary value problems of parabolic differential equations with deviating arguments, averaging technique, Green’s formula and symbol function sign(·) are used. The multi dimensional problem was reduced to a one dimensional oscillation problem for ordinary differential equations or inequalities. Two oscillatory criteria of solutions for systems of parabolic differential equations with deviating arguments are obtained.
基金Supported by the Innovation Project for University Prominent Research Talents of Henan (2003KJCX008)
文摘This paper deals with two parabolic initial-boundary value problems in multidimensional domain. The first problem describes the situation where the spherical medium is static and the nonlinear reaction takes place only at a single point. We show that under some conditions, the solution blows up in finite time and the blow-up set is the whole spherical medium. When the spherical medium is allowed to move in a special space, we investigate another parabolic initial-boundary value problem. It is proved that the blow-up can be avoided if the acceleration of the motion satisfies certain conditions.
文摘A class of two-level high-order accuracy explicit difference scheme for solving 3-D parabolic P.D.E is constructed. Its truncation error is (Δt2+Δx4) and the stability condition is r=Δt/Δx2=Δt/Δy2=Δt/Δz2≤1/6.
基金supported by the National Science Foundation of China under Grant Nos.71171164 and 70471057the Doctorate Foundation of Northwestern Polytechnical University under Grant No.CX201235
文摘This paper studies the nonlinear variational inequality with integro-differential term arising from valuation of American style double barrier option. First, the authors use the penalty method to transform the variational inequality into a nonlinear parabolic initial boundary problem(i.e., penalty problem). Second, the existence and uniqueness of solution to the penalty problem are proved by using the Scheafer fixed point theory. Third, the authors prove the existence of variational inequality' solution by showing the fact that the penalized PDE converges to the variational inequality. The uniqueness of solution to the variational inequality is also proved by contradiction.
基金the National Natural Science Foundation of China (Grant No. 11171208)Shanghai Leading Academic Discipline Project (Grant No. S30106)
文摘With the improved moving least-squares (IMLS) approximation, an orthogonal function system with a weight function is used as the basis function. The combination of the element-free Galerkin (EFG) method and the IMLS approximation leads to the development of the improved element-free Galerkin (IEFG) method. In this paper, the IEFG method is applied to study the partial differential equations that control the heat flow in three-dimensional space. With the IEFG technique, the Galerkin weak form is employed to develop the discretized system equations, and the penalty method is applied to impose the essential boundary conditions. The traditional difference method for two-point boundary value problems is selected for the time discretization. As the transient heat conduction equations and the boundary and initial conditions are time dependent, the scaling parameter, number of nodes and time step length are considered in a convergence study.
文摘This paper focuses on nonlocal integral boundary value problems for elliptic differential-operator equations. Here given conditions guarantee that maximal regularity and Fredholmness in L_p spaces. These results are applied to the Cauchy problem for abstract parabolic equations, its infinite systems and boundary value problems for anisotropic partial differential equations in mixed L_p norm.
基金the Program of Key Laboratory of Military Defenses(No.00JS75.1.1.QT1901).
文摘The transition from a deflagration to a detonation (DDT) in gas dynamics is investigated through the process of a deflagration with a imite width flame overtaken by a shock. The problem is formulated as a free boundary value problem in an angular domain with a strong detonation and a reflected shock as boundaries. The main difficulty lies in the fact that the strength of reflected shock is zero at the vertex where the shock speed degenerates to be the same as the characteristic speed. The conclusion is that a strong detonation and a retonation (a reflected shock) form locally. Also the entropy satisfaction of this solution is presented.
