Sciweavers

Share
AMC
2011
9 years 4 months ago
Convergence of rank-type equations
Convergence results are presented for rank-type difference equations, whose evolution rule is defined at each step as the kth largest of p univariate difference equations. If t...
Timothy Sauer
SIAMMA
2010
117views more  SIAMMA 2010»
9 years 5 months ago
Periodic Homogenization for Nonlinear Integro-Differential Equations
In this note, we prove the periodic homogenization for a family of nonlinear nonlocal "elliptic" equations with oscillatory coefficients. Such equations include, but are ...
Russell W. Schwab
SIAMADS
2010
122views more  SIAMADS 2010»
9 years 5 months ago
Local/Global Analysis of the Stationary Solutions of Some Neural Field Equations
Neural or cortical fields are continuous assemblies of mesoscopic models, also called neural masses, of neural populations that are fundamental in the modeling of macroscopic parts...
Romain Veltz, Olivier D. Faugeras
MMAS
2010
Springer
9 years 5 months ago
On the Stochastic Modeling of Rigid Body Systems with Application to Polymer Dynamics
The stochastic equations of motion for a system of interacting rigid bodies in a solvent are formulated and studied. Three-dimensional bodies of arbitrary shape, with arbitrary cou...
J. Walter, O. Gonzalez, J. H. Maddocks
SIAMSC
2011
151views more  SIAMSC 2011»
9 years 5 months ago
Inexact Newton Methods with Restricted Additive Schwarz Based Nonlinear Elimination for Problems with High Local Nonlinearity
The classical inexact Newton algorithm is an efficient and popular technique for solving large sparse nonlinear system of equations. When the nonlinearities in the system are wellb...
Xiao-Chuan Cai, Xuefeng Li
SIAMSC
2011
133views more  SIAMSC 2011»
9 years 5 months ago
On the Existence and the Applications of Modified Equations for Stochastic Differential Equations
In this paper we describe a general framework for deriving modified equations for stochastic differential equations with respect to weak convergence. Modified equations are deri...
K. C. Zygalakis
SIAMCO
2011
9 years 5 months ago
Nonlinear Black-Scholes Equations in Finance: Associated Control Problems and Properties of Solutions
We study properties of solutions to fully nonlinear versions of the standard Black– Scholes partial differential equation. These equations have been introduced in financial mat...
Rüdiger Frey, Ulrike Polte
SIAMAM
2011
9 years 5 months ago
On the Kleinman-Martin Integral Equation Method for Electromagnetic Scattering by a Dielectric Body
The interface problem describing the scattering of time-harmonic electromagnetic waves by a dielectric body is often formulated as a pair of coupled boundary integral equations fo...
Martin Costabel, Frédérique Le Lou&e...
PROCEDIA
2010
123views more  PROCEDIA 2010»
9 years 8 months ago
An adaptive model switching and discretization algorithm for gas flow on networks
We are interested in the simulation and optimization of gas transport in networks. Those networks consist of pipes and various other components like compressor stations and valves...
Pia Domschke, Oliver Kolb, Jens Lang
JNS
2010
82views more  JNS 2010»
9 years 8 months ago
On a Diffusive Version of the Lifschitz-Slyozov-Wagner Equation
This paper is concerned with the Becker-D¨oring (BD) system of equations and their relationship to the Lifschitz-Slyozov-Wagner (LSW) equations. A diffusive version of the LSW eq...
Joseph G. Conlon
books