Backward stochastic differential equations appear in many areas of research including mathematical finance, nonlinear partial differential equations, financial economics and stochastic control. The first existence and uniqueness result for nonlinear backward stochastic differential equations was given by Pardoux and Peng (Adapted solution of a backward stochastic differential equation. System and Control Letters, 1990). They looked for an adapted pair of processes {x(t) / y(t)} / t is in [0 / 1]} with values in Rd and Rd&times / k respectively, which solves an equation of the form: x(t) + int_t^1 f(s,x(s),y(s))ds + int_t^1 [g(s,x(s)) + y(s)]dWs = X. This dissertation studies this paper in detail and provides all the steps of the proofs that appear in this seminal paper. In addition, we review (Cvitanic and Karatzas, Hedging contingent claims with constrained portfolios. The annals of applied probability, 1993). In this paper, Cvitanic and Karatzas studied the following problem: the hedging of contingent claims with portfolios constrained to take values in a given closed, convex set K. Processes intimately linked to BSDEs naturally appear in the formulation of the constrained hedging problem. The analysis of Cvitanic and Karatzas is based on a dual control problem. One of the contributions of this thesis is an algorithm that numerically solves this control problem in the case of constant volatility. The algorithm is based on discretization of time. The convergence proof is also provided.

WKB procedure is used in the study of asymptotic solutions of differential equations of the hypergeometric type. Hence asymptotic forms of classical orthogonal polynomials associated with the names Jacobi, Laguerre and Hermite have been derived. In particular, the asymptotic expansion of the Jacobi polynomials $P^{(alpha, beta)}_n(x)$ as $n$ tends to infinity is emphasized.

The theory of time scales is introduced by Stefan Hilger in his PhD thesis in 1998 in order to unify continuous and discrete analysis. In our thesis, by making use of the time scale calculus we study the oscillation of nonlinear matrix differential equations of second order. the first chapter is introductory in nature and contains some basic definitions and tools of the time scales calculus, while certain well-known results have been presented with regard to oscillation of the solutions of second order matrix equations and some new oscillation criteria for the same type equations have been established in the second chapter.

In this thesis, we study inverse problems of restoration of the unknown function in a boundary condition, where on the boundary of the domain there is a convective heat exchange with the environment. Besides the temperature of the domain, we seek either the temperature of the environment in Problem I and II, or the coefficient of external boundary heat emission in Problem III and IV. An additional information is given, which is the overdetermination condition, either on the boundary of the domain (in Problem III and IV) or on a time interval (in Problem I and II). If solution of inverse problem exists, then the temperature can be defined everywhere on the domain at all instants. The thesis consists of six chapters. In the first chapter, there is the introduction where the definition and applications of inverse problems are given and definition of the four inverse problems, that we will analyze in this thesis, are stated. In the second chapter, some definitions and theorems which we will use to obtain some conclusions about the corresponding direct problem of our four inverse problems are stated, and the conclusions about direct problem are obtained. In the third, fourth, fifth and sixth chapters we have the analysis of inverse problems I, II, III and IV, respectively.

This thesis is a survey of the studies of Ames,Payne and Schaefer about the partial differential equations with nonstandard auxiliary conditions / this is where the values of the solution are prescribed as a combination of initial time t=0 and at a later time t=T. The first chaper is introductory and contains some historical background of the problem,basic definitions and theorems.In Chapter 2 energy bounds and pointwise bounds for the solutions of the nonstandard hyperbolic problems have been investigated and by means of energy bound the uniqueness of solutions is examined. Similar discussions for the nonstandard parabolic problems have been presented in Chapter 3. Lastly in Chapter 4 a new continuous dependence result has been derived for the nonstandard problem.

In this thesis, we investigate Sturmian comparison theory and oscillation for second order impulsive differential equations with fixed moments of impulse actions. It is shown that impulse actions may greatly alter the oscillation behavior of solutions. In chapter two, besides Sturmian type comparison results, we give Leightonian type comparison theorems and obtain Wirtinger type inequalities for linear, half-linear and non-selfadjoint equations. We present analogous results for forced super linear and super half-linear equations with damping. In chapter three, we derive sufficient conditions for oscillation of nonlinear equations. Integral averaging, function averaging techniques as well as interval criteria for oscillation are discussed. Oscillation criteria for solutions of impulsive Hill&amp / #8217 / s equation with damping and forced linear equations with damping are established.

The electrical currents generated in the heart propagate to the outward direction of the body by means of conductive tissues and these currents yield a potential distribution on the body surface. This potential distribution is recorded and analyzed by a tool called electrocardiogram. It is not a problem, if this process continues normally / however, when it is distorted by some abnormalities, the results will be fatal. Electrocardiography (ECG) is the technique dealing with the acquisition and interpretation of the electrical potentials recorded at the body surface due to the electrical activity of the heart. This can be realized by using one of the two approaches utilized in ECG namely / forward and inverse problems. The former one entails the calculation potentials on the body surface from known electrical activity of the heart and the latter one does the reverse. In this thesis, we will construct the body surface potentials in a realistic torso model starting from the epicardial potentials. In order to solve the forward problem, one needs a geometric model that includes the torso and the heart surfaces, as well as the intermediate surfaces or the intervening volume, and some assumptions about the electrical conductivity inside the enclosed volume. A realistic torso model has a complex geometry and this complexity makes it impossible to solve the forward problem analytically. In this study, Boundary Element Method (BEM) will be applied to solve the forward problem numerically. Furthermore, the effect of torso inhomogeneities such as lungs, muscles and skin to the body surface potentials will be analyzed numerically.

Transition in Europe is one of the most important transformations in modern history. This research investigates the impact of economic and political transition on the liner sector of post-Soviet Europe. Former socialist shipping corporations have begun to offer services under market conditions and left behind the rigid leeway of central planning (Cottam and Roe 2007). Extensive adjustments in ownership, organisation, fleets and markets have transpired. Successful transformation of the maritime industries has a major influence upon the speed and route of economic development in transition countries (Von Brabant 2011). Despite this, liner shipping has received very little attention from academia. There have been no profound investigations, nor a recognised transition model concerning the Eastern European liner sector. However, developments within this field and its importance for liner shipping internationally make transition shipping a topic worthy of rigorous analysis. A review of Eastern European liner shipping during the period of transition was undertaken in order to assess the level of adaptation to the demands of the free market placed upon the Eastern European liner shipping corporations by the post-1989 transformations. Eastern European maritime literature supported the application of the concept from a transition context and assisted in the development of a conceptual model. The role of the model is to provide a visual representation of the most important elements of restructuring processes used in the facilitation of liner shipping in the European free market. Analysis of the research synthesis resulted in the identification of key dimensions crucial to successful transition. A three-tiered Delphi survey classified major areas of change and the relationship of changes to the liner industries. From a systemic point of view, research findings indicate the existence of a number of transitional processes utilised in the restructuring of liner shipping fleets. These are: liberalisation, deregulation, commercialisation, privatisation and European Union accession. Such processes are intricately linked and deeply dependent upon evolutionary timing and sequencing. A discussion of the results provides serious implications for world practitioners. Based on the findings of this study, European Union competitors may take advantage of the fact that transitional liner shipping has largely lost touch with market decisive players, although it has undergone broad privatisation and restructuring. Conversely, Eastern European liner corporations can analyse the effect of transition upon shipping, and draw comparisons between the varying techniques applied and the results achieved by national fleets in order to identify the most advantageous commercialisation strategies. Government initiative will now be required to overcome the conflict between the interest of the liner industry and that of the national citizen, such that there will be public acceptance of free competition, privatisation and foreign investment.

In almost all works in the literature there are several results showing asymptotic relationships between the solutions of x&prime / &prime / = f (t, x) (0.1) and the solutions 1 and t of x&prime / &prime / = 0. More specifically, the existence of a solution of (0.1) asymptotic to x(t) = at + b, a, b &isin / R has been obtained. In this thesis we investigate in a systematic way the asymptotic behavior as t &rarr / &infin / of solutions of a class of differential equations of the form (p(t)x&prime / )&prime / + q(t)x = f (t, x), t &ge / t_0 (0.2) and (p(t)x&prime / )&prime / + q(t)x = g(t, x, x&prime / ), t &ge / t_0 (0.3) by the help of principal u(t) and nonprincipal v(t) solutions of the corresponding homogeneous equation (p(t)x&prime / )&prime / + q(t)x = 0, t &ge / t_0. (0.4) Here, t_0 &ge / 0 is a real number, p &isin / C([t_0,&infin / ), (0,&infin / )), q &isin / C([t_0,&infin / ),R), f &isin / C([t_0,&infin / ) &times / R,R) and g &isin / C([t0,&infin / ) &times / R &times / R,R). Our argument is based on the idea of writing the solution of x&prime / &prime / = 0 in terms of principal and nonprincipal solutions as x(t) = av(t) + bu(t), where v(t) = t and u(t) = 1. In the proofs, Banach and Schauder&rsquo / s fixed point theorems are used. The compactness of the operator is obtained by employing the compactness criteria of Riesz and Avramescu. The thesis consists of three chapters. Chapter 1 is introductory and provides statement of the problem, literature review, and basic definitions and theorems. In Chapter 2 first we deal with some asymptotic relationships between the solutions of (0.2) and the principal u(t) and nonprincipal v(t) solutions of (0.4). Then we present existence of a monotone positive solution of (0.3) with prescribed asimptotic behavior. In Chapter 3 we introduce the existence of solution of a singular boundary value problem to the Equation (0.2).

We consider the stabilized finite element method for solving the incompressible Navier-Stokes equations and the magnetohydrodynamic (MHD) equations in two dimensions. The well-known instabilities arising from the application of standard Galerkin finite element method are eliminated by using the stabilizing subgrid method (SSM), the streamline upwind Petrov-Galerkin (SUPG) method, and the two-level finite element method (TLFEM). The domain is discretized into a set of regular triangular elements. In SSM, the finite-dimensional spaces employed consist of piecewise continuous linear interpolants enriched with the residual-free bubble functions. To find the bubble part of the solution, a two-level finite element method with a stabilizing subgrid of a single node is described and its applications to the Navier-Stokes equations and MHD equations are displayed. This constitutes the main original contribution of this thesis. Numerical approximations employing the proposed algorithms are presented for some benchmark problems. The results show that the proper choice of the subgrid node is crucial to get stable and accurate numerical approximations consistent with the physical configuration of the problem at a cheap computational cost. The stabilized finite element method of SUPG type is applied to the unsteady Navier-Stokes equations together with a finite element discretization in the time domain. Thus, oscillations in the solution and the need of very small time increment are avoided in obtaining stable solutions.