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Decaimento dos autovalores de operadores integrais gerados por séries de potências / Eigenvalue decay of integral operators generated by power seriesSant\'Anna, Douglas Azevedo 25 February 2013 (has links)
O principal objetivo deste trabalho e descrever o decaimento dos autovalores de operadores integrais gerados por núcleos definidos por séries de potências, mediante hipóteses sobre os coeficientes na série que representa o núcleo gerador. A análise e implementada em duas frentes: inicialmente, consideramos o caso em que o núcleo esta definido sobre a esfera unitária de \'R POT. m+1\', estendendo posteriormente a análise, para o caso da bola unitária do mesmo espaço. Em seguida, visando primordialmente o caso em que o núcleo esta definido sobre a esfera unitaria em \'C POT. m+1\', abordamos um caso mais geral, aquele no qual o núcleo esta definido por uma série de funções \'L POT. 2\'(X, u)-ortogonais, sendo (X, u) um espaço de medida arbitrário / The main target in this work is to deduce eigenvalue decay for integral operators generated by power series kernels, under general assumptions on the coefficients in the series representing the kernel. The analysis is twofold: firstly, we consider generating kernels defined on the unit sphere in \'R POT. m+1\', replacing the sphere with the unit ball in a subsequent stage. Secondly, we consider generating kernels defined on a general measure space (X, u) and possessing an \'L POT. 2\'(X, u)-orthogonal expansion there, an attempt to cover the case in which the kernel is defined on the unit sphere in \'C POT. m+1\'
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Semi-Analytic Method for Boundary Value Problems of ODEsChen, Chien-Chou 22 July 2005 (has links)
In this thesis, we demonstrate the capability of power series, combined with numerical methods, to solve boundary value problems and Sturm-Liouville eigenvalue problems of ordinary differential equations. This kind of schemes is usually called the numerical-symbolic, numerical-analytic or semi-analytic method.
In the first chapter, we develop an adaptive algorithm, which automatically decides the terms of power series to reach desired accuracy. The expansion point of power series can be chosen freely. It is also possible to combine several power series piecewisely. We test it on several models, including the second and higher order linear or nonlinear differential equations. For nonlinear problems, the same procedure works similarly to linear problems. The only differences are the nonlinear recurrence of the coefficients and a nonlinear equation, instead of linear, to be solved.
In the second chapter, we use our semi-analytic method to solve singularly perturbed problems. These problems arise frequently in fluid mechanics and other branches of applied mathematics. Due to the existence of boundary or interior layers, its solution is very steep at certain point. So the terms of series need to be large in order to reach the desired accuracy. To improve its efficiency, we have a strategy to select only a few required basis from the whole polynomial family. Our method is shown to be a parameter diminishing method.
A specific type of boundary value problem, called the Sturm-Liouville eigenvalue problem, is very important in science and engineering. They can also be solved by our semi-analytic method. This is our focus in the third chapter. Our adaptive method works very well to compute its eigenvalues and eigenfunctions with desired accuracy. The numerical results are very satisfactory.
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Vienos išsigimstančios dalinių išvestinių diferencialinių lygčių sistemos sprendinių struktūra / The structure of the solutions of the one system of degenerating differential equations with partial derivativesVaičiulytė, Ingrida 27 August 2009 (has links)
Šiame darbe išnagrinėta išsigimstanti keturių pirmos eilės dalinių išvestinių diferencialinių lygčių sistema. Dalinių išvestinių diferencialinių lygčių sistemai spręsti pritaikytas apibendrintų laipsninių eilučių metodas. Rasti analiziniai šios sistemos sprendiniai ir ištirtos jų savybės išsigimimo daugdaros taškų aplinkoje. Apibendrintų laipsninių eilučių metodas gali būti pritaikytas sprendžiant panašios struktūros dalinių išvestinių diferencialines lygtis, kurių eilė išsigimsta. Darbe gauti rezultatai gali būti pritaikomi modeliuojant ir tiriant realius procesus. / In this work the system of four degenerating differential equations with partial derivatives of first order was studied. For the solution of system of differential equations with partial derivatives the method of generalized power series was applied. Analytical solutions of this system were found and properties of solutions on neighbourhood of points of degeneration manifold were investigated. The method of generalized power series can be applied to the solution of systems of differential equations with partial derivatives of similar structure, which order is degenerating. The results, which were obtained in this work, can be applied to modelling and studying the real processes.
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Pusiau reliatyvistinės radialinės Šriodingerio lygties su Saksono-Vudso potencialu sprendinių struktūros tyrimas / Research of the structure of solutions of semi-relativistic radial Shrodinger equation with Saxon-Woods potentialMažunavičienė, Rita 02 September 2010 (has links)
Išnagrinėta ketvirtos eilės išsigimstanti paprastoji diferencialinė lygtis. Laipsninių eilučių metodu sukonstruoti jos sprendiniai. Ištirta sprendinių struktūra ir nustatytas jų skaičius. / In this work Fourth order degenerate ordinary differential Schrödinger equation was studied. Methods of degree series is you solutions constructed. Structure of solutions and you number is explored.
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Zeros of Sections of Some Power SeriesVargas, Antonio 21 August 2012 (has links)
For a power series which converges in some neighborhood of the origin in the complex plane, the zeros of its partial sums often behave in a controlled manner. We give an overview of some of the major results in the study of this phenomenon in the past century, focusing on recent developments which build on the theme of asymptotic analysis. Inspired by this work, we study the asymptotic behavior of the zeros of partial sums of power series for entire functions defined by exponential integrals of a certain type. Most of the zeros of the n'th partial sum travel outwards from the origin at a rate comparable to n, so we rescale the variable by n and explicitly calculate the limit curves of these normalized zeros. We discover that the zeros' asymptotic behavior depends on the order of the critical points of the integrand in the aforementioned exponential integral. / 62+x pages, 24 figures
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Išsigimstančios dalinių išvestinių lygčių sistemos sprendinių struktūros tyrimas / The study of the structure of degenerative partial derivatives differential equations system solutionsJokštaitė, Renata 02 August 2011 (has links)
Buvo tirta išsigimstančių dalinių išvestinių diferencialinių lygčių sistema, sudaryta iš dviejų lygčių. Gauti formalūs tos sistemos sprendiniai, kurių struktūra yra tokia: kintamojo, pagal kurį išsigimsta sistemos eilė, laipsnis, padaugintas iš eksponentės, kurios rodiklyje yra to kintamojo polinomas neigiamais kintamojo laipsniais, ir ši sandauga padauginta iš laipsninės eilutės teigiamais kintamojo laipsniais. / A degenerative partial derivatives differential equations system consisting of two equations were analyzed. Formal solutions of a system were formed. The structure of solutions is as follows: variable, by which the system degenerates, degree is multiplied by the exponent, which subscript is the variable’s polynome with variable’s negative degrees, and this multiplication is multiplied by power series with positive variable degrees.
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Isomorphisms Of L-kothe SpacesKarapinar, Erdal 01 October 2003 (has links) (PDF)
In this thesis, we study on l-Kö / the spaces. By the help of interpolation theory, we use linear topological invariants to get isomorphisms of Cartesian products of l-power series spaces. We also see that multirectangular
n-equivalent characteristics is linear toplogical invariant for power l-Kö / the spaces of first type.
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Decaimento dos autovalores de operadores integrais gerados por séries de potências / Eigenvalue decay of integral operators generated by power seriesDouglas Azevedo Sant\'Anna 25 February 2013 (has links)
O principal objetivo deste trabalho e descrever o decaimento dos autovalores de operadores integrais gerados por núcleos definidos por séries de potências, mediante hipóteses sobre os coeficientes na série que representa o núcleo gerador. A análise e implementada em duas frentes: inicialmente, consideramos o caso em que o núcleo esta definido sobre a esfera unitária de \'R POT. m+1\', estendendo posteriormente a análise, para o caso da bola unitária do mesmo espaço. Em seguida, visando primordialmente o caso em que o núcleo esta definido sobre a esfera unitaria em \'C POT. m+1\', abordamos um caso mais geral, aquele no qual o núcleo esta definido por uma série de funções \'L POT. 2\'(X, u)-ortogonais, sendo (X, u) um espaço de medida arbitrário / The main target in this work is to deduce eigenvalue decay for integral operators generated by power series kernels, under general assumptions on the coefficients in the series representing the kernel. The analysis is twofold: firstly, we consider generating kernels defined on the unit sphere in \'R POT. m+1\', replacing the sphere with the unit ball in a subsequent stage. Secondly, we consider generating kernels defined on a general measure space (X, u) and possessing an \'L POT. 2\'(X, u)-orthogonal expansion there, an attempt to cover the case in which the kernel is defined on the unit sphere in \'C POT. m+1\'
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Power series expansion of the Jost function on the complex angular momentum planeTshipi, John Tshegofatso January 2016 (has links)
The aim of this research is to develop a method for expanding the Jost functions
as a Taylor-type power series on the complex angular momentum plane.
From this method in conjunction with the Watson transformation, we were
able to express the scattering amplitude as a sum of the background and pole
terms, furthermore, this method propose a way of evaluating, numerically,
the pole term. To demonstrate how this method may be applied, we considered
the Born approximation. We found out that the developed method
improved the Born approximation at large scattering angles. Therefore, this
method is useful when the di fferential cross section of the background term
fails to converge to that of the exact diff erential cross section at large scattering
angles. / Dissertation (MSc)--University of Pretoria, 2016. / National Research Foundation (NRF) / Physics / MSc
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Analysis and simulation of nonlinear option pricing problemsTawe, Tarla Divine January 2021 (has links)
>Magister Scientiae - MSc / We present the Black-Scholes Merton partial differential equation (BSMPDE) and its
analytical solution. We present the Black-Scholes option pricing model and list some
limitations of this model. We also present a nonlinear model (the Frey-Patie model) that
may improve on one of these limitations. We apply various numerical methods on the
BSMPDE and run simulations to compare which method performs best in approximating
the value of a European put option based on the maximum errors each method produces
when we vary some parameters like the interest rate and the volatility. We re-apply the
same finite difference methods on the nonlinear model. / 2025
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