Search for dissertations about: "Parabolic equations"

Showing result 11 - 15 of 76 swedish dissertations containing the words Parabolic equations.

  2. 11. Obstacle Problems for Green Potentials and for Parabolic Quasiminima

    Author : Catarina Petersson; Matematik (naturvetenskapliga fakulteten); []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Functions; differential equations; Funktioner; differentialekvationer; Matematik; degenerate parabolic operators; Mathematics; quasiminima; obstacle problems; Green potentials;

    Abstract : The thesis consists of two parts. In the first part pure potential theoretic methods are employed to study the obstacle problem connected with a uniformly elliptic second-order differential operator in divergence form. Regular points of the obstacles are characterized by the classical Wiener criterion. READ MORE

  4. 12. On weak convergence, Malliavin calculus and Kolmogorov equations in infinite dimensions

    Author : Adam Andersson; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Stochastic evolution equations; stochastic Volterra equations; weak approximation; Kolmogorov equations in infinite dimensions; Malliavin calculus; finite element method; backward Euler method; Kolmogorov equations in infinite dimensions;

    Abstract : This thesis is focused around weak convergence analysis of approximations of stochastic evolution equations in Hilbert space. This is a class of problems, which is sufficiently challenging to motivate new theoretical developments in stochastic analysis. READ MORE

  5. 13. Multiscale methods for evolution problems

    Author : Per Ljung; Chalmers tekniska högskola; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; localized orthogonal decomposition; multiscale; stochastic partial differential equations; Strongly damped wave equation; finite element method; spatial network models; parabolic equations;

    Abstract : In this thesis we develop and analyze generalized finite element methods for time-dependent partial differential equations (PDEs). The focus lies on equations with rapidly varying coefficients, for which the classical finite element method is insufficient, as it requires a mesh fine enough to resolve the data. READ MORE

  6. 14. The Skorohod problem and weak approximation of stochastic differential equations in time-dependent domains

    Author : Thomas Önskog; Kaj Nyström; Leif Persson; Johan Tysk; Umeå universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Skorohod problem; weak approximation; time-dependent domain; stochastic differential equations; parabolic partial differential equations; oblique reflection; stopped diffusions; Euler scheme; adaptive methods; sensitivity analysis; financial derivatives; Greeks ; MATHEMATICS; MATEMATIK; Mathematics; matematik;

    Abstract : This thesis consists of a summary and four scientific articles. All four articles consider various aspects of stochastic differential equations and the purpose of the summary is to provide an introduction to this subject and to supply the notions required in order to fully understand the articles. READ MORE

  7. 15. Homogenization of Partial Differential Equations using Multiscale Convergence Methods

    Author : Pernilla Johnsen; Liselott Flodén; Anders Holmbom; Marianne Olsson Lindberg; Jens Persson; Niklas Wellander; Mittuniversitetet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; homogenization theory; two-scale convergence; multiscale convergence; very weak multiscale convergence; evolution multiscale convergence; very weak evolution multiscale convergence; linear parabolic problems; linear hyperbolic-parabolic problems;

    Abstract : The focus of this thesis is the theory of periodic homogenization of partial differential equations and some applicable concepts of convergence. More precisely, we study parabolic problems exhibiting both spatial and temporal microscopic oscillations and a vanishing volumetric heat capacity type of coefficient. READ MORE