Download or read book The Probability Approach to Numerical Solution of Nonlinear Parabolic Equations written by Grigorij N. Milʹstejn and published by . This book was released on 1997 with total page 29 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Numerical Solution of the Neumann Problem for Nonlinear Parabolic Equations by Probability Approach written by Grigorij N. Milʹstejn and published by . This book was released on 2000 with total page 21 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Numerical Solution of Dirichlet Problems for Nonlinear Parabolic Equations by Probability Approach written by Grigorij N. Milʹstejn and published by . This book was released on 1999 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Numerical Methods for Nonlinear Parabolic Equations with Small Parameter Based on Probability Approach written by Grigorij N. Milʹstejn and published by . This book was released on 1998 with total page 41 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Numerical Solution of Nonlinear Parabolic Equations with Axial Symmetry written by Ruslan Hafizovic Farzan and published by . This book was released on 1978 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Nonlinear Parabolic Equations and Hyperbolic Parabolic Coupled Systems written by Songmu Zheng and published by CRC Press. This book was released on 2020-05-05 with total page 269 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph is devoted to the global existence, uniqueness and asymptotic behaviour of smooth solutions to both initial value problems and initial boundary value problems for nonlinear parabolic equations and hyperbolic parabolic coupled systems. Most of the material is based on recent research carried out by the author and his collaborators. The book can be divided into two parts. In the first part, the results on decay of solutions to nonlinear parabolic equations and hyperbolic parabolic coupled systems are obtained, and a chapter is devoted to the global existence of small smooth solutions to fully nonlinear parabolic equations and quasilinear hyperbolic parabolic coupled systems. Applications of the results to nonlinear thermoelasticity and fluid dynamics are also shown. Some nonlinear parabolic equations and coupled systems arising from the study of phase transitions are investigated in the second part of the book. The global existence, uniqueness and asymptotic behaviour of smooth solutions with arbitrary initial data are obtained. The final chapter is further devoted to related topics: multiplicity of equilibria and the existence of a global attractor, inertial manifold and inertial set. A knowledge of partial differential equations and Sobolev spaces is assumed. As an aid to the reader, the related concepts and results are collected and the relevant references given in the first chapter. The work will be of interest to researchers and graduate students in pure and applied mathematics, mathematical physics and applied sciences.
Download or read book Numerical Solution of Nonlinear Parabolic Equations written by Samuel Schechter and published by . This book was released on 1977 with total page 27 pages. Available in PDF, EPUB and Kindle. Book excerpt: A method of solution is obtained for a class of nonlinear parabolic partial differential equations. An analysis is made of the existence and uniqueness of a solution to a special class of semilinear systems arising from various discretisations of the differential equation. A numerical procedure for solving singular problems is given. A method of approximate block relaxation is shown to converge globally, and an application to a quadratic system is presented. (Author).
Download or read book Proceedings of the 5th International Symposium on Uncertainty Quantification and Stochastic Modelling written by José Eduardo Souza De Cursi and published by Springer Nature. This book was released on 2020-08-19 with total page 472 pages. Available in PDF, EPUB and Kindle. Book excerpt: This proceedings book discusses state-of-the-art research on uncertainty quantification in mechanical engineering, including statistical data concerning the entries and parameters of a system to produce statistical data on the outputs of the system. It is based on papers presented at Uncertainties 2020, a workshop organized on behalf of the Scientific Committee on Uncertainty in Mechanics (Mécanique et Incertain) of the AFM (French Society of Mechanical Sciences), the Scientific Committee on Stochastic Modeling and Uncertainty Quantification of the ABCM (Brazilian Society of Mechanical Sciences) and the SBMAC (Brazilian Society of Applied Mathematics).
Download or read book Nonlinear Fokker Planck Equations written by T.D. Frank and published by Springer Science & Business Media. This book was released on 2005-12-08 with total page 415 pages. Available in PDF, EPUB and Kindle. Book excerpt: Centered around the natural phenomena of relaxations and fluctuations, this monograph provides readers with a solid foundation in the linear and nonlinear Fokker-Planck equations that describe the evolution of distribution functions. It emphasizes principles and notions of the theory (e.g. self-organization, stochastic feedback, free energy, and Markov processes), while also illustrating the wide applicability (e.g. collective behavior, multistability, front dynamics, and quantum particle distribution). The focus is on relaxation processes in homogeneous many-body systems describable by nonlinear Fokker-Planck equations. Also treated are Langevin equations and correlation functions. Since these phenomena are exhibited by a diverse spectrum of systems, examples and applications span the fields of physics, biology and neurophysics, mathematics, psychology, and biomechanics.
Download or read book Stochastic Numerics for Mathematical Physics written by Grigori N. Milstein and published by Springer Nature. This book was released on 2021-12-03 with total page 754 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a substantially revised and expanded edition reflecting major developments in stochastic numerics since the first edition was published in 2004. The new topics, in particular, include mean-square and weak approximations in the case of nonglobally Lipschitz coefficients of Stochastic Differential Equations (SDEs) including the concept of rejecting trajectories; conditional probabilistic representations and their application to practical variance reduction using regression methods; multi-level Monte Carlo method; computing ergodic limits and additional classes of geometric integrators used in molecular dynamics; numerical methods for FBSDEs; approximation of parabolic SPDEs and nonlinear filtering problem based on the method of characteristics. SDEs have many applications in the natural sciences and in finance. Besides, the employment of probabilistic representations together with the Monte Carlo technique allows us to reduce the solution of multi-dimensional problems for partial differential equations to the integration of stochastic equations. This approach leads to powerful computational mathematics that is presented in the treatise. Many special schemes for SDEs are presented. In the second part of the book numerical methods for solving complicated problems for partial differential equations occurring in practical applications, both linear and nonlinear, are constructed. All the methods are presented with proofs and hence founded on rigorous reasoning, thus giving the book textbook potential. An overwhelming majority of the methods are accompanied by the corresponding numerical algorithms which are ready for implementation in practice. The book addresses researchers and graduate students in numerical analysis, applied probability, physics, chemistry, and engineering as well as mathematical biology and financial mathematics.
Download or read book An Exponential Function Approach To Parabolic Equations written by Chin-yuan Lin and published by World Scientific. This book was released on 2014-08-08 with total page 174 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is on initial-boundary value problems for parabolic partial differential equations of second order. It rewrites the problems as abstract Cauchy problems or evolution equations, and then solves them by the technique of elementary difference equations. Because of this, the volume assumes less background and provides an easy approach for readers to understand.
Download or read book Nonlinear Parabolic Equations written by Lucio Boccardo and published by Longman Publishing Group. This book was released on 1987 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Geometric Sturmian Theory of Nonlinear Parabolic Equations and Applications written by Victor A. Galaktionov and published by CRC Press. This book was released on 2004-05-24 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: Unlike the classical Sturm theorems on the zeros of solutions of second-order ODEs, Sturm's evolution zero set analysis for parabolic PDEs did not attract much attention in the 19th century, and, in fact, it was lost or forgotten for almost a century. Briefly revived by Plya in the 1930's and rediscovered in part several times since, it was not un
Download or read book PETSc for Partial Differential Equations Numerical Solutions in C and Python written by Ed Bueler and published by SIAM. This book was released on 2020-10-22 with total page 407 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Portable, Extensible Toolkit for Scientific Computation (PETSc) is an open-source library of advanced data structures and methods for solving linear and nonlinear equations and for managing discretizations. This book uses these modern numerical tools to demonstrate how to solve nonlinear partial differential equations (PDEs) in parallel. It starts from key mathematical concepts, such as Krylov space methods, preconditioning, multigrid, and Newton’s method. In PETSc these components are composed at run time into fast solvers. Discretizations are introduced from the beginning, with an emphasis on finite difference and finite element methodologies. The example C programs of the first 12 chapters, listed on the inside front cover, solve (mostly) elliptic and parabolic PDE problems. Discretization leads to large, sparse, and generally nonlinear systems of algebraic equations. For such problems, mathematical solver concepts are explained and illustrated through the examples, with sufficient context to speed further development. PETSc for Partial Differential Equations addresses both discretizations and fast solvers for PDEs, emphasizing practice more than theory. Well-structured examples lead to run-time choices that result in high solver performance and parallel scalability. The last two chapters build on the reader’s understanding of fast solver concepts when applying the Firedrake Python finite element solver library. This textbook, the first to cover PETSc programming for nonlinear PDEs, provides an on-ramp for graduate students and researchers to a major area of high-performance computing for science and engineering. It is suitable as a supplement for courses in scientific computing or numerical methods for differential equations.
Download or read book Semi Lagrangian Approximation Schemes for Linear and Hamilton Jacobi Equations written by Maurizio Falcone and published by SIAM. This book was released on 2014-01-31 with total page 331 pages. Available in PDF, EPUB and Kindle. Book excerpt: This largely self-contained book provides a unified framework of semi-Lagrangian strategy for the approximation of hyperbolic PDEs, with a special focus on Hamilton-Jacobi equations. The authors provide a rigorous discussion of the theory of viscosity solutions and the concepts underlying the construction and analysis of difference schemes; they then proceed to high-order semi-Lagrangian schemes and their applications to problems in fluid dynamics, front propagation, optimal control, and image processing. The developments covered in the text and the references come from a wide range of literature.
Download or read book The Numerical Calculation of Traveling Wave Solutions of Nonlinear Parabolic Equations on the Line written by Thomas Hagstrom and published by . This book was released on 1984 with total page 19 pages. Available in PDF, EPUB and Kindle. Book excerpt: The long time behavior of the solutions of nonlinear parabolic initial value problems on the line has been investigated by many authors. In particular they have shown, under certain assumptions, the existence of traveling waves to which a large class of initial data eventually evolves. They have also proved that which traveling wave solution is picked out as the asymptotic state often depends on the behavior of the initial data at infinity. This causes difficulties for the numerical simulation of the long time evolution of such problems. In particular, if an aritificial boundary is introduced, the boundary condition imposed there must depend on the initial data in the discarded region. This work derives such boundary conditions, based on the Laplace transform solution of the linearized problems at + or - infinity. The authors illustrate their utility by presenting a numerical solution of Fisher's equation, a nonlinear parabolic equation with traveling wave solutions which has been proposed as a model in genetics. (Author).
Download or read book written by and published by . This book was released on 2007 with total page 920 pages. Available in PDF, EPUB and Kindle. Book excerpt:
