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Now showing items 11-20 of 51
(Research report / Forskningsrapport, 2003)
We continue the work that was initiated in [7] on a fast marching-like method for simulating two-phase incompressible immiscible flow of water and oil in a porous medium. The purpose ot the present paper is threefold: (1) ...
(Research report / Forskningsrapport, 2003)
The well-known Lighthill-Whitham-Richards kinematic traffic flow model for unidirectional flow on a single-lane highway is extended to include both abruptly changing road surface conditions and drivers' reaction time and ...
(Research report / Forskningsrapport, 2003)
We formulate and prove a non-local ``maximum principle for semicontinuous functions'' in the setting of fully nonlinear degenerate elliptic integro-partial differential equations with integro operators of second order. ...
(Research report / Forskningsrapport, 2005)
We prove well-posedness (existence and uniqueness) results for aÊ class of degenerate reaction-diffusion systems. A prototype system belongingÊ to this class is provided by the bidomain model, which is frequently used toÊ ...
(Research report / Forskningsrapport, 2003)
Under general conditions stated in Rheinländer 30], we prove that in a stochastic volatility market the Radon-Nikodym density of the minimal entropy martingale measure can be expressed in terms of the solution of a semilinear ...
(Research report / Forskningsrapport, 2003)
(Research report / Forskningsrapport, 2004)
We prove a comparison principle for unbounded semicontinuous viscosity sub- and supersolutions of nonlinear degenerate parabolic integro-partial differential equations coming from applications in mathematical finance in ...
(Research report / Forskningsrapport, 2004)
We give the first convergence proof for the Lax-Friedrichs finite difference scheme for non-convex genuinely nonlinear scalar conservation laws of the form
$$
u_t+f(k(x,t),u)_x=0,
$$
where the coefficient $k(x,t)$ is ...
(Research report / Forskningsrapport, 2004)
We prove existence results for distributional solutions of anisotropic nonlinear elliptic systems with a measure valued right-hand side. The functional setting involves anisotropic Sobolev spaces as well as weak Lebesgue ...
(Research report / Forskningsrapport, 2003)
We propose a Kruzkov-type entropy condition for nonlinear degenerate parabolic equations with discointinuous coefficients. We establish L1 stability, and thus uniqueness, for weak solutions satisfying the entropy condition, ...