1 
APPLICATIONS OF CLEBSCH POTENTIALS TO VARIATIONAL PRINCIPLES IN THE THEORY OF PHYSICAL FIELDSBaumeister, Richard, 1951 January 1977 (has links)
No description available.

2 
Differential algebraic methods for obtaining approximate numerical solutions to the HamiltonJacobi equation /Pusch, Gordon D., January 1990 (has links)
Thesis (Ph. D.)Virginia Polytechnic Institute and State University, 1990. / Vita. Abstract. Includes bibliographical references (leaves 119127). Also available via the Internet.

3 
Approximation schemes for viscosity solutions of HamiltonJacobi equationsSouganidis, Panagiotis E. January 1983 (has links)
Thesis (Ph. D.)University of WisconsinMadison, 1983. / Typescript. Vita. eContent providerneutral record in process. Description based on print version record. Includes bibliographical references (leaves 137139).

4 
A HamiltonJacobi approach to the differential inclusion problemOffin, Daniel C. January 1979 (has links)
In the classical calculus of variations, the Hamilton  Jacobi theory leads, under general hypotheses, to sufficient conditions for a local minimum. The optimal control problem as well has its own Hamilton Jacobi approach to sufficient conditions for optimality. In this thesis we extend this approach to the differential inclusion problem; a general, nonconvex, nondifferentiable control problem. In particular, the familiar Hamilton  Jacobi equation is generalized and a corresponding necessary condition (chapter 2) is obtained. The sufficiency condition (chapter 3) is derived and an example is presented where it is shown how this result may lead to considerable simplification. Finally, we show (chapter 4) how the classical theory of canonical transformations may be brought to bear on certain Hamiltonian inclusions associated with the differential inclusion problem. Our main tool will be the generalized gradient, a set valued derivative for Lipschitz functions which reduces to the subdifferential of convex analysis in the convex case and the familiar derivative in the C¹ case. / Science, Faculty of / Mathematics, Department of / Graduate

5 
Hausdorff continuous viscosity solutions of HamiltonJacobi equations and their numerical analysisMinani, Froduald. January 2007 (has links)
Thesis (PhD (Mathematics and Applied Mathematics))  University of Pretoria, 2007. / Abstract in English. Includes bibliographical references.

6 
Etude qualitative des équations de HamiltonJacobi avec diffusion non linéaire. / Local and global behavior for HamiltonJacobi equations with degenerate difusionAttouchi, Amal 07 October 2014 (has links)
Cette thèse est consacrée à l’étude des propriétés qualitatives de solutions d’une équation d’évolution de type HamiltonJacobi avec une diffusion donnée par l’opérateur pLaplacien. On s’attache principalement à l’étude de l’effet de la diffusion nonlinéaire sur le phénomène d’explosion du gradient. Les principales questions qu’on étudie portent sur l’existence locale, régularité, profil spatial d’explosion et la localisation des points d’explosion. En particulier on montre un résultat d’explosion en seul point du bord. Dans le chapitre 4, on utilise une approche de solutions de viscosité pour prolonger la solution explosive au delà des singularités et on étudie son comportement en temps grands. Dans l’avant dernier chapitre on s’intéresse au caractère borné des solutions globales du problème unidimensionnel. Dans le dernier chapitre on démontre une estimation de gradient locale en espace et on l’utilise pour obtenir un résultat de type Liouville. On s’inspire et on compare nos résultats avec les résultats connus pour le cas de la diffusion linéaire. / This thesis is devoted to the study of qualitative properties of solutions of an evolution equation of HamiltonJacobi type with a pLaplacian diffusion. It is mainly concerned with the study of the effect of the nonlinear diffusion on the gradient blowup phenomenon. The main issues we are studying are: local existence and uniqueness, regularity, spatial profile of gradient blowup and localization of the singularities. We provide examples where the gradient blowup set is reduced to a single point. In Chapter 4, a viscosity solution approachis used to extend the blowingup solutions beyond the singularities and an ergodic problem is also analyzed in order to study their long time behavior. In the penultimate chapter, we address the question of boundedness of global solutions to the onedimensional problem. In the last chapter we prove a local in space, gradient estimate and we use it to obtain a Liouvilletype theorem.

7 
Numerical solution of discretised HJB equations with applications in financeWitte, Jan Hendrik January 2011 (has links)
We consider the numerical solution of discretised HamiltonJacobiBellman (HJB) equations with applications in finance. For the discrete linear complementarity problem arising in American option pricing, we study a policy iteration method. We show, analytically and numerically, that, in standard situations, the computational cost of this approach is comparable to that of European option pricing. We also characterise the shortcomings of policy iteration, providing a lower bound for the number of steps required when having inaccurate initial data. For discretised HJB equations with a finite control set, we propose a penalty approach. The accuracy of the penalty approximation is of first order in the penalty parameter, and we present a Newtontype iterative solver terminating after finitely many steps with a solution to the penalised equation. For discretised HJB equations and discretised HJB obstacle problems with compact control sets, we also introduce penalty approximations. In both cases, the approximation accuracy is of first order in the penalty parameter. We again design Newtontype methods for the solution of the penalised equations. For the penalised HJB equation, the iterative solver has monotone global convergence. For the penalised HJB obstacle problem, the iterative solver has local quadratic convergence. We carefully benchmark all our numerical schemes against current stateoftheart techniques, demonstrating competitiveness.

8 
Random and periodic homogenization for some nonlinear partial differential equationsSchwab, Russell William, 1979 16 October 2012 (has links)
In this dissertation we prove the homogenization for two very different classes of nonlinear partial differential equations and nonlinear elliptic integrodifferential equations. The first result covers the homogenization of convex and superlinear HamiltonJacobi equations with stationary ergodic dependence in time and space simultaneously. This corresponds to equations of the form: [mathematical equation]. The second class of equations is nonlinear integrodifferential equations with periodic coefficients in space. These equations take the form, [mathematical equation]. / text

9 
Development and application of displacement and mixed hpversion spacetime finite elementsHou, LinJun 05 1900 (has links)
No description available.

10 
Numerical PDE techniques for personal finance and insurance problems /Wang, Jin. January 2006 (has links)
Thesis (Ph.D.)York University, 2006. Graduate Programme in Applied Mathematics. / Typescript. Includes bibliographical references (leaves 134142). Also available on the Internet. MODE OF ACCESS via web browser by entering the following URL: http://gateway.proquest.com/openurl?url_ver=Z39.882004&res_dat=xri:pqdiss&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&rft_dat=xri:pqdiss:NR19766

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