We revisit in L2-spaces the autoconvolution equation x ∗ x = y with solutions which are real-valued or complex-valued functions x(t) defined on a finite real interval, say t ∈ [0,1]. Such operator equations of quadratic type occur in physics of spectra, in optics and in stochastics, often as part of a more complex task. Because of their weak nonlinearity deautoconvolution problems are not seen as difficult and hence little attention is paid to them wrongly. In this paper, we will indicate on the example of autoconvolution a deficit in low order convergence rates for regularized solutions of nonlinear ill-posed operator equations F(x)=y with solutions x† in a Hilbert space setting. So for the real-valued version of the deautoconvolution problem, which is locally ill-posed everywhere, the classical convergence rate theory developed for the Tikhonov regularization of nonlinear ill-posed problems reaches its limits if standard source conditions using the range of F (x† )∗ fail. On the other hand, convergence rate results based on Hölder source conditions with small Hölder exponent and logarithmic source conditions or on the method of approximate source conditions are not applicable since qualified nonlinearity conditions are required which cannot be shown for the autoconvolution case according to current knowledge. We also discuss the complex-valued version of autoconvolution with full data on [0,2] and see that ill-posedness must be expected if unbounded amplitude functions are admissible. As a new detail, we present situations of local well-posedness if the domain of the autoconvolution operator is restricted to complex L2-functions with a fixed and uniformly bounded modulus function.

The characterization of the local ill-posedness and the local degree of nonlinearity are of particular importance for the stable solution of nonlinear ill-posed problems. We present assertions concerning the interdependence between the ill-posedness of the nonlinear problem and its linearization. Moreover, we show that the concept of the degree of nonlinearity com bined with source conditions can be used to characterize the local ill-posedness and to derive a posteriori estimates for nonlinear ill-posed problems. A posteriori estimates are widely used in finite element and multigrid methods for the solution of nonlinear partial differential equations, but these techniques are in general not applicable to inverse an ill-posed problems. Additionally we show for the well-known Landweber method and the iteratively regularized Gauss-Newton method that they satisfy a posteriori estimates under source conditions; this can be used to prove convergence rates results.

We revisit in L2-spaces the autoconvolution equation x ∗ x = y with solutions which are real-valued or complex-valued functions x(t) defined on a finite real interval, say t ∈ [0,1]. Such operator equations of quadratic type occur in physics of spectra, in optics and in stochastics, often as part of a more complex task. Because of their weak nonlinearity deautoconvolution problems are not seen as difficult and hence little attention is paid to them wrongly. In this paper, we will indicate on the example of autoconvolution a deficit in low order convergence rates for regularized solutions of nonlinear ill-posed operator equations F(x)=y with solutions x† in a Hilbert space setting. So for the real-valued version of the deautoconvolution problem, which is locally ill-posed everywhere, the classical convergence rate theory developed for the Tikhonov regularization of nonlinear ill-posed problems reaches its limits if standard source conditions using the range of F (x† )∗ fail. On the other hand, convergence rate results based on Hölder source conditions with small Hölder exponent and logarithmic source conditions or on the method of approximate source conditions are not applicable since qualified nonlinearity conditions are required which cannot be shown for the autoconvolution case according to current knowledge. We also discuss the complex-valued version of autoconvolution with full data on [0,2] and see that ill-posedness must be expected if unbounded amplitude functions are admissible. As a new detail, we present situations of local well-posedness if the domain of the autoconvolution operator is restricted to complex L2-functions with a fixed and uniformly bounded modulus function.

Our aim is to examine the problem of optimal asset allocation for investors exhibiting a behaviour in the face of uncertainty which is not consistent with the usual axioms of Expected Utility Theory. This thesis is divided into two main parts. In the first one, comprising Chapter II, we consider an arbitrage-free discrete-time financial model and an investor whose risk preferences are represented by a possibly nonconcave utility function (defined on the non-negative half-line only). Under straightforward conditions, we establish the existence of an optimal portfolio. As for Chapter III, it consists of the study of the optimal investment problem within a continuous-time and (essentially) complete market framework, where asset prices are modelled by semi-martingales. We deal with an investor who behaves in accordance with Kahneman and Tversky's Cumulative Prospect Theory, and we begin by analysing the well-posedness of the optimisation problem. In the case where the investor's utility function is not bounded above, we derive necessary conditions for well-posedness, which are related only to the behaviour of the distortion functions near the origin and to that of the utility function as wealth becomes arbitrarily large (both positive and negative). Next, we focus on an investor whose utility is bounded above. The problem's wellposedness is trivial, and a necessary condition for the existence of an optimal trading strategy is obtained. This condition requires that the investor's probability distortion function on losses does not tend to zero faster than a given rate, which is determined by the utility function. Provided that certain additional assumptions are satisfied, we show that this condition is indeed the borderline for attainability, in the sense that, for slower convergence of the distortion function, there does exist an optimal portfolio. Finally, we turn to the case of an investor with a piecewise power-like utility function and with power-like distortion functions. Easily verifiable necessary conditions for wellposedness are found to be sufficient as well, and the existence of an optimal strategy is demonstrated.

<p>In this thesis the two-fluid (Eulerian/Eulerian) formulation for dispersed two-phase flow is considered. Closure laws are needed for this type of models. We investigate both empirically based relations, which we refer to as a nongranular model, and relations obtained from kinetic theory of dense gases, which we refer to as a granular model. For the granular model, a granular temperature is introduced, similar to thermodynamic temperature. It is often assumed that the granular energy is in a steady state, such that an algebraic granular model is obtained. </p><p>The inviscid non-granular model in one space dimension is known to be conditionally well-posed. On the other hand, the viscous formulation is locally in time well-posed for smooth initial data, but with a medium to high wave number instability. Linearizing the algebraic granular model around constant data gives similar results. In this study we consider a couple of issues. </p><p>First, we study the long time behavior of the viscous model in one space dimension, where we rely on numerical experiments, both for the non-granular and the algebraic granular model. We try to regularize the problem by adding second order artificial dissipation to the problem. The simulations suggest that it is not possible to obtain point-wise convergence using this regularization. Introducing a new measure, a concept of 1-D bubbles, gives hope for other convergence than point-wise. </p><p>Secondly, we analyse the non-granular formulation in two space dimensions. Similar results concerning well-posedness and instability is obtained as for the non-granular formulation in one space dimension. Investigation of the time scales of the formulation in two space dimension suggests a sever restriction on the time step, such that explicit schemes are impractical. </p><p>Finally, our simulation in one space dimension show that peaks or spikes form in finite time and that the solution is highly oscillatory. We introduce a model problem to study the formation and smoothness of these peaks.</p>

Neste trabalho consideramos o problema de Navier-Stokes em RN <div style=\"width: 50%; margin: auto;\">ut = &Delta;u &mdash; &nabla;&pi; + f (t) &mdash; (u .&nabla;)u,&nbsp; &nbsp;x&isin; &Omega; <br />div(u) = 0,&nbsp; &nbsp; x &isin; &Omega; <br />u = 0,&nbsp; &nbsp;&nbsp;x &isin; &part; &Omega; <br />u(0, x) = u0 (x), onde u0 &isin; LN (&Omega;)N e &Omega; &eacute; um subconjunto aberto, limitado e suave de RN. Provamos que o problema acima &eacute; localmente bem colocado e fornecemos condi&ccedil;&otilde;es para obter que estas solu&ccedil;&otilde;es existem para todo t &ge; 0. Utilizamos t&eacute;cnicas de equa&ccedil;&otilde;es parab&oacute;licas semilineares considerando n&atilde;o linearidades com crescimento cr&iacute;tico desenvolvidas em (ARRIETA; CARVALHO, 1999). / In this work we we consider the Navier-Stokes problem on RN <div style=\"width: 50%; margin: auto;\">ut = &Delta;u &mdash; &nabla;&pi; + f (t) &mdash; (u .&nabla;)u,&nbsp; &nbsp;x&isin; &Omega; <br />div(u) = 0,&nbsp; &nbsp; x &isin; &Omega; <br />u = 0,&nbsp; &nbsp;&nbsp;x &isin; &part; &Omega; <br />u(0, x) = u0 (x), where u0 &isin; LN (&Omega;)N and &Omega; is an open, bounded and smooth subset of RN. We prove that the above problem is locally well posed and give conditions to obtain that these solutions exist for all t &ge; 0. We used techniques of semilinear parabolic equations considering nonlinearities with critical grouth developed in (ARRIETA; CARVALHO, 1999).

In this thesis the two-fluid (Eulerian/Eulerian) formulation for dispersed two-phase flow is considered. Closure laws are needed for this type of models. We investigate both empirically based relations, which we refer to as a nongranular model, and relations obtained from kinetic theory of dense gases, which we refer to as a granular model. For the granular model, a granular temperature is introduced, similar to thermodynamic temperature. It is often assumed that the granular energy is in a steady state, such that an algebraic granular model is obtained. The inviscid non-granular model in one space dimension is known to be conditionally well-posed. On the other hand, the viscous formulation is locally in time well-posed for smooth initial data, but with a medium to high wave number instability. Linearizing the algebraic granular model around constant data gives similar results. In this study we consider a couple of issues. First, we study the long time behavior of the viscous model in one space dimension, where we rely on numerical experiments, both for the non-granular and the algebraic granular model. We try to regularize the problem by adding second order artificial dissipation to the problem. The simulations suggest that it is not possible to obtain point-wise convergence using this regularization. Introducing a new measure, a concept of 1-D bubbles, gives hope for other convergence than point-wise. Secondly, we analyse the non-granular formulation in two space dimensions. Similar results concerning well-posedness and instability is obtained as for the non-granular formulation in one space dimension. Investigation of the time scales of the formulation in two space dimension suggests a sever restriction on the time step, such that explicit schemes are impractical. Finally, our simulation in one space dimension show that peaks or spikes form in finite time and that the solution is highly oscillatory. We introduce a model problem to study the formation and smoothness of these peaks. / QC 20101018

Untersucht wird das Cauchy Problem für degenerierte $p$-Evolutionsgleichungen. Dabei kann für Gleichungen höherer Ordnung in $D_t$, die nur von der Zeit abhängen, gezeigt werden, dass das Problem $H^\\infinity$ korrekt ist. Dafür werden gewisse Bedingungen an die Koeffizienten und deren erste Ableitungen gestellt. $H^\\infinity$ korrekt bedeutet dabei, dass die Anfangsdaten $u_0\\in H^s$, $u_1$ in einem dazugehörigen Sobolevraum und die Lösung bezüglich $x$ in $H^{s-s_0}$ liegen. Eine Notwendigkeit für die Bedingungen kann allerdings nicht gezeigt werden. Auch ist offen, ob der Regularitätsverlust wirklich eintritt. Später wird der Beweis erweitert um das Ergebniss für Koeffizienten zu zeigen, die in gewisser Weise auch vom Ort abhängen können. Im zweiten Teil der Dissertation geht es um Korrektheit für degenerierte $p$-Evolutionsgleichungen mit zeitabhängigen Koeffizienten und zweiter Ordnung in $D_t$. Gefordert werden Bedingungen an die Koeffizienten und die ersten beiden Ableitungen bezüglich der Zeit. Damit wird gezeigt, dass diese in Skalen von Sobolevräumen korrekt gestellt sind. Abschließend wird die Schärfe der Bedingungen und das tatsächliche Auftreten des Regularitätsverlustes in der Lösung bewiesen.

In this paper we deal with aspects of characterizing the ill-posedn ess of nonlinear inverse problems based on the discussion of specific examples. In particular, a parameter identification problem to a second order differential equation and its ill-posed linear components are under consideration. A new approach to the classification ofill-posedness degrees for multiplication operators completes the paper.

We develop well-posedness theory and analytical and numerical solution techniques for Boussinesq-type equations. Firstly, we consider the Cauchy problem for a generalized Boussinesq equation. We show that under suitable conditions, a global solution for this problem exists. In addition, we derive sufficient conditions for solution blow-up in finite time. / Secondly, a generalized Jacobi/exponential expansion method for finding exact solutions of non-linear partial differential equations is discussed. We use the proposed expansion method to construct many new, previously undiscovered exact solutions for the Boussinesq and modified Korteweg-de Vries equations. We also apply it to the shallow water long wave approximate equations. New solutions are deduced for this system of partial differential equations. / Finally, we develop and validate a numerical procedure for solving a class of initial boundary value problems for the improved Boussinesq equation. The finite element method with linear B-spline basis functions is used to discretize the equation in space and derive a second order system involving only ordinary derivatives. It is shown that the coefficient matrix for the second order term in this system is invertible. Consequently, for the first time, the initial boundary value problem can be reduced to an explicit initial value problem, which can be solved using many accurate numerical methods. Various examples are presented to validate this technique and demonstrate its capacity to simulate wave splitting, wave interaction and blow-up behavior.