Dissertations / Theses: 'Free Boundary Value Problem'

1

Stamic̆ar, Robert Nikola. "A free boundary problem modelling zoning in rocks /." *McMaster only, 1998.

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Gillies, Bruce. "The double free boundary value problem of laser welding of thin sheets at medium speeds." Thesis, Heriot-Watt University, 2000. http://hdl.handle.net/10399/1205.

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Moyo, Simiso. "Hydrodynamic interaction of horizontal circular cylinders with a free-surface." Thesis, Brunel University, 1996. http://bura.brunel.ac.uk/handle/2438/5313.

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The two-dimensional problem of hydrodynamic interaction of the horizontal circular cylinders with a free-surface is investigated both analytically and numerically. The fully nonlinear initial boundary-value problem is described and a numerical solution for it is presented. The free motion of a cylinder rising towards, or moving away from the free-surface or moving horizontally is studied. The numerical calculations are compared with a simple analytic theory in which we take the low- and high-frequency limit of the added mass, and the constant added mass of the submerged cylinder in the coefficients of the equation of motion. Further numerical calculations of an initially displaced, spring-loaded cylinder undergoing slow motions are compared with a simple analytic theory in which we also take the low-frequency limit of the added mass of the submerged cylinder. The aim is to provide a useful approximate method for simulation of various offshore operations. Fully nonlinear calculations of the free-surface deformations of the initially calm water caused by forced constant velocity motion of a totally submerged circular cylinder are compared with small-time asymptotics due to Tyvand & Miloh (1995). Their analytic results, which are taken to third order5 when gravity terms first appear in the expansion, are in excellent agreement with the numerical calculations for small times, beyond which only the numerical method will give accurate results, valid until the free-surface breaks. The breaking of the surface as a result of vertical downward motion is further investigated with the aim of establishing when and how this happens, since the phenomena causes the breakdown of the numerical calculations. The free motion of a cylinder entering a free-surface, initially half-submerged in calm water and having specific gravity of 1.2 is also investigated. This motion is pursued beyond the complete submergence stage, giving rise to interesting free-surface deformations and body dynamics. This study is complemented by a further investigation involving impulsively started and forced constant motion of a cylinder entering a free-surface at various angles and Froude numbers, and is also taken beyond the complete engulfment stage. Hydrodynamic forces on the cylinder obtained for various angles at the same Froude number are compared. Also, the hydrodynamic forces for the motion in the same direction at various Froude numbers are compared.

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4

Fernando, Chathuri [Verfasser]. "Optimal Control of Free Boundary Value Problems in Thermoelasticity / Chathuri Fernando." München : Verlag Dr. Hut, 2018. http://d-nb.info/1164294075/34.

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5

Womble, David Eugene. "The convergence of the method of lines for time dependent free boundary problems." Diss., Georgia Institute of Technology, 1986. http://hdl.handle.net/1853/29154.

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6

Rodolfo, Karl. "A Comparative Study of American Option Valuation and Computation." Thesis, The University of Sydney, 2007. http://hdl.handle.net/2123/2063.

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For many practitioners and market participants, the valuation of financial derivatives is considered of very high importance as its uses range from a risk management tool, to a speculative investment strategy or capital enhancement. A developing market requires efficient but accurate methods for valuing financial derivatives such as American options. A closed form analytical solution for American options has been very difficult to obtain due to the different boundary conditions imposed on the valuation problem. Following the method of solving the American option as a free boundary problem in the spirit of the "no-arbitrage" pricing framework of Black-Scholes, the option price and hedging parameters can be represented as an integral equation consisting of the European option value and an early exercise value dependent upon the optimal free boundary. Such methods exist in the literature and along with risk-neutral pricing methods have been implemented in practice. Yet existing methods are accurate but inefficient, or accuracy has been compensated for computational speed. A new numerical approach to the valuation of American options by cubic splines is proposed which is proven to be accurate and efficient when compared to existing option pricing methods. Further comparison is made to the behaviour of the American option's early exercise boundary with other pricing models.

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Rodolfo, Karl. "A Comparative Study of American Option Valuation and Computation." Science. School of Mathematics and Statistics, 2007. http://hdl.handle.net/2123/2063.

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Doctor of Philosophy (PhD)
For many practitioners and market participants, the valuation of financial derivatives is considered of very high importance as its uses range from a risk management tool, to a speculative investment strategy or capital enhancement. A developing market requires efficient but accurate methods for valuing financial derivatives such as American options. A closed form analytical solution for American options has been very difficult to obtain due to the different boundary conditions imposed on the valuation problem. Following the method of solving the American option as a free boundary problem in the spirit of the "no-arbitrage" pricing framework of Black-Scholes, the option price and hedging parameters can be represented as an integral equation consisting of the European option value and an early exercise value dependent upon the optimal free boundary. Such methods exist in the literature and along with risk-neutral pricing methods have been implemented in practice. Yet existing methods are accurate but inefficient, or accuracy has been compensated for computational speed. A new numerical approach to the valuation of American options by cubic splines is proposed which is proven to be accurate and efficient when compared to existing option pricing methods. Further comparison is made to the behaviour of the American option's early exercise boundary with other pricing models.

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8

Bales, Walter. "Asymptotic approximation of the free boundary for the American put near expiry." To access this resource online via ProQuest Dissertations and Theses @ UTEP, 2009. http://0-proquest.umi.com.lib.utep.edu/login?COPT=REJTPTU0YmImSU5UPTAmVkVSPTI=&clientId=2515.

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Scheichl, Robert. "Iterative solution of saddle point problems using divergence-free finite elements with applications to groundwater flow." Thesis, University of Bath, 2000. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.341106.

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Silverberg, Jon P. "On Lagrangian meshless methods in free-surface flows." Thesis, (1.7 MB), 2005. http://edocs.nps.edu/AR/topic/theses/2005/Jan/05Jan_Silverberg.pdf.

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Thesis (Master of Engineering in Ocean Engineering)--University of California at Berkeley, 2004.
"January 2005." Description based on title screen as viewed on May 25, 2010. DTIC Descriptor(s): Fluid Dynamics, Lagrangian Functions, Equations Of Motion, Acceleration, Formulations, Grids, Continuum Mechanics, Gaussian Quadrature, Derivatives (Mathematics), Compact Disks, Boundary Value Problems, Polynomials, Interpolation, Pressure, Operators (Mathematics). DTIC Identifier(s): Multimedia (CD-Rom), Moving Grids, Meshless Discretization, Lifs (Lagrange Implicit Fraction Step), Lagrangian Dynamics, Meshless Operators, Mlip (Multidimensional Lagrange Interpolating Polynomials), Flux Boundary Conditions, Radial Basis Functions Includes bibliographical references (58-59).

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Bernauer, Martin K., and Roland Herzog. "Optimal Control of the Classical Two-Phase Stefan Problem in Level Set Formulation." Universitätsbibliothek Chemnitz, 2010. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-qucosa-62014.

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Optimal control (motion planning) of the free interface in classical two-phase Stefan problems is considered. The evolution of the free interface is modeled by a level set function. The first-order optimality system is derived on a formal basis. It provides gradient information based on the adjoint temperature and adjoint level set function. Suitable discretization schemes for the forward and adjoint systems are described. Numerical examples verify the correctness and flexibility of the proposed scheme.

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Lange, Rutger-Jan. "Brownian motion and multidimensional decision making." Thesis, University of Cambridge, 2012. https://www.repository.cam.ac.uk/handle/1810/243402.

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This thesis consists of three self-contained parts, each with its own abstract, body, references and page numbering. Part I, 'Potential theory, path integrals and the Laplacian of the indicator', finds the transition density of absorbed or reflected Brownian motion in a d-dimensional domain as a Feynman-Kac functional involving the Laplacian of the indicator, thereby relating the hitherto unrelated fields of classical potential theory and path integrals. Part II, 'The problem of alternatives', considers parallel investment in alternative technologies or drugs developed over time, where there can be only one winner. Parallel investment accelerates the search for the winner, and increases the winner's expected performance, but is also costly. To determine which candidates show sufficient performance and/or promise, we find an integral equation for the boundary of the optimal continuation region. Part III, 'Optimal support for renewable deployment', considers the role of government subsidies for renewable technologies. Rapidly diminishing subsidies are cheaper for taxpayers, but could prematurely kill otherwise successful technologies. By contrast, high subsidies are not only expensive but can also prop up uneconomical technologies. To analyse this trade-off we present a new model for technology learning that makes capacity expansion endogenous. There are two reasons for this standalone structure. First, the target readership is divergent. Part I concerns mathematical physics, Part II operations research, and Part III policy. Readers interested in specific parts can thus read these in isolation. Those interested in the thesis as a whole may prefer to read the three introductions first. Second, the separate parts are only partially interconnected. Each uses some theory from the preceding part, but not all of it; e.g. Part II uses only a subset of the theory from Part I. The quickest route to Part III is therefore not through the entirety of the preceding parts. Furthermore, those instances where results from previous parts are used are clearly indicated.

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13

Joubert, Dominique. "Numerical methods for pricing American put options under stochastic volatility / Dominique Joubert." Thesis, North-West University, 2013. http://hdl.handle.net/10394/10202.

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The Black-Scholes model and its assumptions has endured its fair share of criticism. One problematic issue is the model’s assumption that market volatility is constant. The past decade has seen numerous publications addressing this issue by adapting the Black-Scholes model to incorporate stochastic volatility. In this dissertation, American put options are priced under the Heston stochastic volatility model using the Crank- Nicolson finite difference method in combination with the Projected Over-Relaxation method (PSOR). Due to the early exercise facility, the pricing of American put options is a challenging task, even under constant volatility. Therefore the pricing problem under constant volatility is also included in this dissertation. It involves transforming the Black-Scholes partial differential equation into the heat equation and re-writing the pricing problem as a linear complementary problem. This linear complimentary problem is solved using the Crank-Nicolson finite difference method in combination with the Projected Over-Relaxation method (PSOR). The basic principles to develop the methods necessary to price American put options are covered and the necessary numerical methods are derived. Detailed algorithms for both the constant and the stochastic volatility models, of which no real evidence could be found in literature, are also included in this dissertation.
MSc (Applied Mathematics), North-West University, Potchefstroom Campus, 2013

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14

Fei, Zhiling. "Refinements of geodectic boundary value problem solutions." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 2000. http://www.collectionscanada.ca/obj/s4/f2/dsk1/tape4/PQDD_0019/NQ54776.pdf.

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Stamicar, Robert. "A free boundary problem modelling zoning in rocks." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1998. http://www.collectionscanada.ca/obj/s4/f2/dsk1/tape11/PQDD_0004/NQ42881.pdf.

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16

Lee, Yoon-Mee. "Hopf Bifurcation in a Parabolic Free Boundary Problem." DigitalCommons@USU, 1992. https://digitalcommons.usu.edu/etd/7138.

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We deal with a free boundary problem for a nonlinear parabolic equation, which includes a parameter in the free boundary condition. This type of system has been used in models of ecological systems, in chemical reactor theory and other kinds of propagation phenomena involving reactions and diffusion. The main purpose of this dissertation is to show the global existence, uniqueness of solutions and that a Hopf bifurcation occurs at a critical value of the parameter r. The existence and uniqueness of the solution for this problem are shown by finding an equivalent regular free boundary problem to which existence results can be applied. We then show that as the bifurcation parameter r decreases and passes through a critical value rc, the stationary solution loses stability and a stable periodic solution appears. Several figures have been included, which illustrate this transistion. The pascal source program used in the numerical simulation is included in an appendix.

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17

Lienstromberg, Christina. "On Microelectromechanical Systems with General Permittivity." Thesis, Université Paris-Saclay (ComUE), 2016. http://www.theses.fr/2016SACLN007/document.

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Dans le cadre de la thèse des modèles physico-mathématiques pour des microsystèmes électromécaniques avec une permittivité générale sont développés et analysés par des méthodes mathématiques modernes du domaine des équations aux dérivées partielles. En particulier ces systèmes sont à frontière libre et pour conséquence difficiles à traiter. Des méthodes numériques ont été développées pour valider les résultats analytiques obtenus
In the framework of this thesis physical/mathematical models for microelectromechanical systems with general permittivity have been developed and analysed with modern mathematical methods from the domain of partial differential equations. In particular these systems are moving boundary problems and thus difficult to handle. Numerical methods have been developed in order to validate the obtained analytical results

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18

Bondarenko, Oleksandr. "Optimal Control for an Impedance Boundary Value Problem." Thesis, Virginia Tech, 2010. http://hdl.handle.net/10919/36136.

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We consider the analysis of the scattering problem. Assume that an incoming time harmonic wave is scattered by a surface of an impenetrable obstacle. The reflected wave is determined by the surface impedance of the obstacle. In this paper we will investigate the problem of choosing the surface impedance so that a desired scattering amplitude is achieved. We formulate this control problem within the framework of the minimization of a Tikhonov functional. In particular, questions of the existence of an optimal solution and the derivation of the optimality conditions will be addressed.
Master of Science

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19

Frey, Christian [Verfasser], and Matthias [Akademischer Betreuer] Lesch. "On Non-local Boundary Value Problems for Elliptic Operators / Christian Frey. Gutachter: Matthias Lesch." Köln : Universitäts- und Stadtbibliothek Köln, 2005. http://d-nb.info/1037490215/34.

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20

Harutjunjan, Gohar, and Bert-Wolfgang Schulze. "The Zaremba problem with singular interfaces as a corner boundary value problem." Universität Potsdam, 2004. http://opus.kobv.de/ubp/volltexte/2008/2685/.

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We study mixed boundary value problems for an elliptic operator A on a manifold X with boundary Y
i.e., Au = f in int X, T±u = g± on int Y±, where Y is subdivided into subsets Y± with an interface Z and boundary conditions T± on Y± that are Shapiro-Lopatinskij elliptic up to Z from the respective sides. We assume that Z ⊂ Y is a manifold with conical singularity v. As an example we consider the Zaremba problem, where A is the Laplacian and T− Dirichlet, T+ Neumann conditions. The problem is treated as a corner boundary value problem near v which is the new point and the main difficulty in this paper. Outside v the problem belongs to the edge calculus as is shown in [3]. With a mixed problem we associate Fredholm operators in weighted corner Sobolev spaces with double weights, under suitable edge conditions along Z {v} of trace and potential type. We construct parametrices within the calculus and establish the regularity of solutions.

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21

Mbiock, Aristide. "Radiative heat transfer in furnaces : elliptic boundary value problem." Rouen, 1997. http://www.theses.fr/1997ROUEA002.

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Forgoston, Eric T. "Initial-Value Problem for Perturbations in Compressible Boundary Layers." Diss., The University of Arizona, 2006. http://hdl.handle.net/10150/195810.

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An initial-value problem is formulated for a three-dimensional perturbation in a compressible boundary layer flow. The problem is solved using a Laplace transform with respect to time and Fourier transforms with respect to the streamwise and spanwise coordinates. The solution can be presented as a sum of modes consisting of continuous and discrete spectra of temporal stability theory. Two discrete modes, known as Mode S and Mode F, are of interest in high-speed flows since they may be involved in a laminar-turbulent transition scenario. The continuous and discrete spectrum are analyzed numerically for a hypersonic flow. A comprehensive study of the spectrum is performed, including Reynolds number, Mach number and temperature factor effects. A specific disturbance consisting of an initial temperature spot is considered, and the receptivity to this initial temperature spot is computed for both the two-dimensional and three-dimensional cases. Using the analysis of the discrete and continuous spectrum, the inverse Fourier transform is computed numerically. The two-dimensional inverse Fourier transform is calculated for Mode F and Mode S. The Mode S result is compared with an asymptotic approximation of the Fourier integral, which is obtained using a Gaussian model as well as the method of steepest descent. Additionally, the three-dimensional inverse Fourier transform is found using an asymptotic approximation. Using the inverse Fourier transform computations, the development of the wave packet is studied, including effects due to Reynolds number, Mach number and temperature factor.

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23

Wintz, Nick. "Eigenvalue comparisons for an impulsive boundary value problem with Sturm-Liouville boundary conditions." Huntington, WV : [Marshall University Libraries], 2004. http://www.marshall.edu/etd/descript.asp?ref=414.

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24

Raynor, Sarah Groff 1977. "Regularity of Neumann solutions to an elliptic free boundary problem." Thesis, Massachusetts Institute of Technology, 2003. http://hdl.handle.net/1721.1/29353.

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Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Mathematics, 2003.
Includes bibliographical references (p. 57-58).
We examine the regularity properties of solutions to an elliptic free boundary problem, near a Neumann fixed boundary. Consider a nonnegative function u which minimizes the functional ... on a bounded, convex domain ... This function u is harmonic in its positive phase and satisfies ... along the free boundary ... , in a weak sense. We prove various basic properties of such a minimizer near the portion of the boundary ... on which ... weakly. These results include up-to-the boundary gradient estimates on harmonic functions with Neumann boundary conditions on convex domains. The main result is that the minimizer u is Lipschitz continuous. The proof in dimension 2 is by means of conformal mapping as well as a simplified monotonicity formula. In higher dimensions, the proof is via a maximum principle estimate for ...
by Sarah Groff Raynor.
Ph.D.

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25

Alsaedy, Ammar, and Nikolai Tarkhanov. "Normally solvable nonlinear boundary value problems." Universität Potsdam, 2013. http://opus.kobv.de/ubp/volltexte/2013/6507/.

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We study a boundary value problem for an overdetermined elliptic system of nonlinear first order differential equations with linear boundary operators. Such a problem is solvable for a small set of data, and so we pass to its variational formulation which consists in minimising the discrepancy. The Euler-Lagrange equations for the variational problem are far-reaching analogues of the classical Laplace equation. Within the framework of Euler-Lagrange equations we specify an operator on the boundary whose zero set consists precisely of those boundary data for which the initial problem is solvable. The construction of such operator has much in common with that of the familiar Dirichlet to Neumann operator. In the case of linear problems we establish complete results.

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Tamasan, Alexandru Cristian. "A two dimensional inverse boundary value problem in radiation transport /." Thesis, Connect to this title online; UW restricted, 2002. http://hdl.handle.net/1773/5752.

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27

Zhang, Xin. "Étude qualitative des solutions du système de Navier-Stokes incompressible à densité variable." Thesis, Paris Est, 2017. http://www.theses.fr/2017PESC1215/document.

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Dans cette thèse, on s'intéresse à deux problèmes provenant de l'étude mathématique des fluides incompressibles visqueux : la propagation de la régularité tangentielle et le mouvement d'une surface libre.La première question concerne plus particulièrement l'étude qualitative de l'évolution de quantités thermodynamiques telles que la température dans l'équation de Boussinesq sans diffusion et la densité dans le système de Navier-Stokes non homogène. Typiquement, on suppose que ces deux quantités sont, à l'instant initial, discontinues le long d'une interface à régularité h"oldérienne. Comme conséquence de résultats de propagation de régularité tangentielle pour le champ de vitesses, on établit que la régularité des interfaces persiste pour tout temps aussi bien en dimension deux d'espace, qu'en dimension supérieure (avec condition de petitesse). Notre approche suit celle du travail de J.-Y. Chemin dans les années 90 pour le problème des poches de tourbillon dans les fluides incompressiblesparfaits.Dans le cas présent, outre cette hypothèse de régularité tangentielle, nous n'avons besoin que d'une régularité critique sur le champ de vitesses.La démonstration repose sur le calcul para-différentiel et les espaces de multiplicateurs.Dans la dernière partie de la thèse, on considère le problème à frontière libre pour le système de Navier-Stokes incompressible à deux phases. Ce système permet de décrire l'évolution d'un mélange de deux fluides non miscibles tels que l'huile et l'eau par exemple. Différents cas de figure sont étudiés : le cas d'un réservoir borné, d'une goutte ou d'une rivière à profondeur finie.On établit l'existence et l'unicité à temps petit pour ce problème. Notre démonstration repose fortement sur des propriétés de régularité maximale parabolique de type $L_p$-$L_q
This thesis is dedicated to two different problems in the mathematical study of the viscous incompressible fluids: the persistence of tangential regularity and the motion of a free surface.The first problem concerns the study of the qualitative properties of some thermodynamical quantities in incompressible fluid models, such as the temperature for Boussinesq system with no diffusion and the density for the non-homogeneous Navier-Stokes system. Typically, we assume those two quantities to be initially piecewise constant along an interface with H"older regularity.As a consequence of stability of certain directional smoothness of the velocity field, we establish that the regularity of the interfaces persist globally with respect to time both in the two dimensional and higher dimensional cases (under some smallness condition). Our strategy is borrowed from the pioneering works by J.-Y.Chemin in 1990s on the vortex patch problem for ideal fluids.Let us emphasize that, apart from the directional regularity, we only impose rough (critical) regularity on the velocity field. The proof requires tools from para-differential calculus and multiplier space theory.In the last part of this thesis, we are concerned with the free boundary value problem for two-phase density-dependent Navier-Stokes system.This model is used to describe the motion of two immiscible liquids, like the oil and the water. Such mixture may occur in different situations, such as in a fixed bounded container, in a moving bounded droplet or in a river with finite depth. We establish the short time well-posedness for this problem. Our result strongly relies on the $L_p$-$L_q$ maximal regularity theoryfor parabolic equations

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De, Silva Daniela. "Existence and regularity of monotone solutions to a free boundary problem." Thesis, Massachusetts Institute of Technology, 2005. http://hdl.handle.net/1721.1/31160.

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Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Mathematics, 2005.
Includes bibliographical references (p. 71-72).
In the first part of this dissertation, we provide the first example of a singular energy minimizing free boundary. This singular solution occurs in dimension 7 and higher, and in fact it is conjectured that there are no singular minimizers in dimension lower than 7. Our example is the analogue of the 8-dimensional Simons cone in the theory of minimal surfaces. The minimality of the Simons cone is closely related to the existence of a complete minimal graph in dimension 9, which is not a hyperplane. The first step toward solving the analogous problem in the free boundary context, consists in developing a local existence and regularity theory for monotone solutions to a free boundary problem. This is the objective of the second part of our thesis. We also provide a partial result in the global context..
by Daniela De Silva.
Ph.D.

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Kamburov, Nikola (Nikola Angelov). "A free boundary problem inspired by a conjecture of De Giorgi." Thesis, Massachusetts Institute of Technology, 2012. http://hdl.handle.net/1721.1/73368.

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Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Mathematics, 2012.
Cataloged from PDF version of thesis.
Includes bibliographical references (p. 97-99).
We study global monotone solutions of the free boundary problem that arises from minimizing the energy functional I(u) = f lVul2 + V(U), where V(u) is the characteristic function of the interval (-1, 1). This functional is a close relative of the scalar Ginzburg-Landau functional J(u) = f lVul2 + W(u), where W(u) = (1 - u2 )2/2 is a standard double-well potential. According to a famous conjecture of De Giorgi, global critical points of J that are bounded and monotone in one direction have levell sets that are hyperplanes, at least up to dimension 8. Recently, Del Pino, Kowalczyk and Wei gave an intricate fixed-point-argument construction of a counterexample in dimension 9, whose level sets "follow" the entire minimal non-planar graph, built by Bombieri, De Giorgi and Giusti (BdGG). In this thesis, we turn to the free boundary variant of the problem and we construct the analogous example; the advantage here is that of geometric transparency as the interphase {lul < 1} will be contained within a unit-width band around the BdGG graph. Furthermore, we avoid the technicalities of Del Pino, Kowalczyk and Wei's fixed-point argument by using barriers only.
by Nikola Kamburov.
Ph.D.

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30

Cossio, Jorge Ivan. "Multiple solutions for semilinear elliptic boundary value problems." Thesis, University of North Texas, 1991. https://digital.library.unt.edu/ark:/67531/metadc332487/.

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In this paper results concerning a semilinear elliptic boundary value problem are proven. This problem has five solutions when the range of the derivative of the nonlinearity ƒ includes the first two eigenvalues. The existence and multiplicity or radially symmetric solutions under suitable conditions on the nonlinearity when Ω is a ball in R^N.

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31

Aryal, Ashok. "Geometry of mean value sets for general divergence form uniformly elliptic operators." Diss., Kansas State University, 2017. http://hdl.handle.net/2097/36205.

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Doctor of Philosophy
Department of Mathematics
Ivan Blank
In the Fermi Lectures on the obstacle problem in 1998, Caffarelli gave a proof of the mean value theorem which extends to general divergence form uniformly elliptic operators. In the general setting, the result shows that for any such operator L and at any point [chi]₀ in the domain, there exists a nested family of sets { D[subscript]r([chi]₀) } where the average over any of those sets is related to the value of the function at [chi]₀. Although it is known that the { D[subscript]r([chi]₀) } are nested and are comparable to balls in the sense that there exists c, C depending only on L such that B[subscript]cr([chi]₀) ⊂ D[subscript]r([chi]₀) ⊂ B[subscript]Cr([chi]₀) for all r > 0 and [chi]₀ in the domain, otherwise their geometric and topological properties are largely unknown. In this work we begin the study of these topics and we prove a few results about the geometry of these sets and give a couple of applications of the theorems.

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32

Windisch, G. "Exact discretizations of two-point boundary value problems." Universitätsbibliothek Chemnitz, 1998. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199800804.

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In the paper we construct exact three-point discretizations of linear and nonlinear two-point boundary value problems with boundary conditions of the first kind. The finite element approach uses basis functions defined by the coefficients of the differential equations. All the discretized boundary value problems are of inverse isotone type and so are its exact discretizations which involve tridiagonal M-matrices in the linear case and M-functions in the nonlinear case.

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33

Kaye, Adelina E. "Singular integration with applications to boundary value problems." Kansas State University, 2016. http://hdl.handle.net/2097/32717.

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Master of Science
Mathematics
Nathan Albin
Pietro Poggi-Corradini
This report explores singular integration, both real and complex, focusing on the the Cauchy type integral, culminating in the proof of generalized Sokhotski-Plemelj formulae and the applications of such to a Riemann-Hilbert problem.

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34

Tsaoussi, Lucia S. "A simulation study of the overdetermined geodetic boundary value problem using collocation /." The Ohio State University, 1989. http://rave.ohiolink.edu/etdc/view?acc_num=osu1487670346877185.

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35

Lombardini, Luca. "Minimization problems involving nonlocal functionals : nonlocal minimal surfaces and a free boundary problem." Thesis, Amiens, 2019. http://www.theses.fr/2019AMIE0003.

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Cette thèse de doctorat est consacrée à l'analyse de quelques problèmes de minimisation impliquant des fonctionnelles non locales. Nous nous intéressons principalement au périmètre s-fractionnaire et à ses minimiseurs, les ensembles s-minimaux. Nous étudions le comportement des ensembles ayant périmètre fractionnaire fini et nous établissons des résultats d'existence et de compacité pour les ensembles (localement) s-minimaux. Nous étudions les ensembles s-minimaux dans des régimes hautement non locaux, qui correspondent à des petites valeurs du paramètre fractionnaire s. Nous introduisons un cadre fonctionnel pour étudier ces ensembles s-minimaux qui peuvent être écrits globalement en tant que sous-graphes. En particulier, nous prouvons des résultats d'existence et d'unicité pour les minimiseurs d'une version fractionnaire de la fonctionnelle d'aire classique et nous montrons l'équivalence entre les minimiseurs et diverses notions de solution de l'équation de courbure moyenne fractionnaire. Nous montrons un résultat de platitude pour des graphes minimaux non locaux entiers ayant des dérivés partielles majorées ou minorées. En outre, nous considérons un problème à frontière libre, qui consiste en la minimisation d'une fonctionnelle définie comme la somme d'une énergie non locale, plus le périmètre classique. Concernant ce probléme, nous établissons des estimations d'énergie uniformes et nous étudions la suite de blow-up d'un minimiseur, en particulier, en prouvant une formule de monotonie de type Weiss. Dans le dernier chapitre de la thèse nous fournissons un modèle mathématique simple, mais rigoureux, qui décrit la parade de manchots à Phillip Island
This doctoral thesis is devoted to the analysis of some minimization problems that involve nonlocal functionals. We are mainly concerned with the s-fractional perimeter and its minimizers, the s-minimal sets. We investigate the behavior of sets having finite fractional perimeter and we establish existence and compactness results for (locally) s-minimal sets. We study the s-minimal sets in highly nonlocal regimes, that correspond to small values of the fractional parameter s. We introduce a functional framework for studying those s-minimal sets that can be globally written as subgraphs. In particular, we prove existence and uniqueness results for minimizers of a fractional version of the classical area functional and we show the equivalence between minimizers and various notions of solution of the fractional mean curvature equation. We also prove a flatness result for entire nonlocal minimal graphs having some partial derivatives bounded from either above or below. Moreover, we consider a free boundary problem, which consists in the minimization of a functional defined as the sum of a nonlocal energy, plus the classical perimeter. Concerning this problem, we prove uniform energy estimates and we study the blow-up sequence of a minimizer, in particular establishing a Weiss-type monotonicity formula. In the last chapter of the thesis we provide a simple, but rigorous, mathematical model which describes the penguin parade in Phillip Island

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36

Heitzman, Michael Thomas Chicone Carmen Charles. "A free boundary gas dynamic model as a two-body field theory problem." Diss., Columbia, Mo. : University of Missouri--Columbia, 2009. http://hdl.handle.net/10355/7017.

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Title from PDF of title page (University of Missouri--Columbia, viewed on Feb 26, 2010). The entire thesis text is included in the research.pdf file; the official abstract appears in the short.pdf file; a non-technical public abstract appears in the public.pdf file. Dissertation advisor: Professor Carmen Chicone. Vita. Includes bibliographical references.

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37

Bates, Dana Michelle. "On a free boundary problem for ideal, viscous and heat conducting gas flow." Diss., University of Iowa, 2016. https://ir.uiowa.edu/etd/2180.

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We consider the flow of an ideal gas with internal friction and heat conduction in a layer between a fixed plane and an upper free boundary. We describe the top free surface as the graph of a time dependent function. This forces us to exclude breaking waves on the surface. For this and other reasons we need to confine ourselves to flow close to a motionless equilibrium state which is fairly easy to compute. The full equations of motion, in contrast to that, are quite difficult to solve. As we are close to an equilibrium, a linear system of equations can be used to approximate the behavior of the nonlinear system. Analytic, strongly continuous semigroups defined on a suitable Banach space X are used to determine the behavior of the linear problem. A strongly continuous semigroup is a family of bounded linear operators {T(t)} on X where 0 ≤ t < infinity satisfying the following conditions. 1. T(s+t)=T(s)T(t) for all s,t ≥ 0 2. T(0)=E, the identity mapping. 3. For each x ∈ X, T(t)x is continuous in t on [0,infinity). Then there exists an operator A known as the infinitesimal generator of such that T(t)=exp (tA). Thus, an analytic semigroup can be viewed as a generalization of the exponential function. Some estimates about the decay rates are derived using this theory. We then prove the existence of long term solutions for small initial values. It ought to be emphasized that the decay is not an exponential one which engenders significant difficulties in the transition to nonlinear stability.

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38

Li, Shenghao. "Non-homogeneous Boundary Value Problems for Boussinesq-type Equations." University of Cincinnati / OhioLINK, 2016. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1468512590.

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39

Schulze, Bert-Wolfgang, Vladimir Nazaikinskii, Boris Sternin, and Victor Shatalov. "Spectral boundary value problems and elliptic equations on singular manifolds." Universität Potsdam, 1997. http://opus.kobv.de/ubp/volltexte/2008/2514/.

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For elliptic operators on manifolds with boundary, we define spectral boundary value problems, which generalize the Atiyah-Patodi-Singer problem to the case of nonhomogeneous boundary conditions, operators of arbitrary order, and nonself-adjoint conormal symbols. The Fredholm property is proved and equivalence with certain elliptic equations on manifolds with conical singularities is established.

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40

Rachele, Lizabeth. "An inverse problem in elastodynamics /." Thesis, Connect to this title online; UW restricted, 1996. http://hdl.handle.net/1773/5735.

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41

Schreffler, Morgan F. "Approximation of Solutions to the Mixed Dirichlet-Neumann Boundary Value Problem on Lipschitz Domains." UKnowledge, 2017. http://uknowledge.uky.edu/math_etds/47.

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We show that solutions to the mixed problem on a Lipschitz domain Ω can be approximated in the Sobolev space H1(Ω) by solutions to a family of related mixed Dirichlet-Robin boundary value problems which converge in H1(Ω), and we give a rate of convergence. Further, we propose a method of solving the related problem using layer potentials.

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42

Ran, Yu. "Nonhomogeneous Initial Boundary Value Problems for Two-Dimensional Nonlinear Schrodinger Equations." Diss., Virginia Tech, 2014. http://hdl.handle.net/10919/47930.

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The dissertation focuses on the initial boundary value problems (IBVPs) of a class of nonlinear Schrodinger equations posed on a half plane R x R+ and on a strip domain R x [0,L] with Dirichlet nonhomogeneous boundary data in a two-dimensional plane. Compared with pure initial value problems (IVPs), IBVPs over part of entire space with boundaries are more applicable to the reality and can provide more accurate data to physical experiments or practical problems. Although there is less research that has been made for IBVPs than that for IVPs, more attention has been paid for IBVPs recently. In particular, this thesis studies the local well-posedness of the equation for the appropriate initial and boundary data in Sobolev spaces H^s with non-negative s and investigates the global well-posedness in the H^1-space. The main strategy, especially for the local well-posedness, is to derive an equivalent integral equation (whose solution is called mild solution) from the original equation by semi-group theory and then perform the Banach fixed-point argument. However, along the process, it is essential to select proper auxiliary function spaces and prepare all the corresponding norm estimates to complete the argument. In fact, the IBVP posed on R x R+ and the one posed on R x [0,L] are two independent problems because the techniques adopted are different. The first problem is more related to the initial value problem (IVP) posed on the whole plane R^2 and the major ingredients are Strichartz's estimate and its generalized theory. On the other hand, the second problem can be studied as an IVP over a half-line and periodic domain, which is established on the analysis for series inspired by Bourgain's work. Moreover, the corresponding smoothing properties and regularity conditions of the solution are also considered.
Ph. D.

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43

Claessens, Sten. "Solutions to ellipsoidal boundary value problems for gravity field modelling." Thesis, Curtin University, 2006. http://hdl.handle.net/20.500.11937/1637.

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The determination of the figure of the Earth and its gravity field has long relied on methodologies that approximate the Earth by a sphere, but this level of accuracy is no longer adequate for many applications, due to the advent of new and advanced measurement techniques. New, practical and highly accurate methodologies for gravity field modelling that describe the Earth as an oblate ellipsoid of revolution are therefore required. The foundation for these methodologies is formed by solutions to ellipsoidal geodetic boundary-value problems. In this thesis, new solutions to the ellipsoidal Dirichlet, Neumann and second-order boundary-value problems, as well as the fixed- and free-geodetic boundary-value problems, are derived. These solutions do not rely on any spherical approximation, but are nevertheless completely based on a simple spherical harmonic expansion of the function that is to be determined. They rely on new relations among spherical harmonic base functions. In the new solutions, solid spherical harmonic coefficients of the desired function are expressed as a weighted summation over surface spherical harmonic coefficients of the data on the ellipsoidal boundary, or alternatively as a weighted summation over coefficients that are computed under the approximation that the boundary is a sphere.Specific applications of the new solutions are the computation of geopotential coefficients from terrestrial gravimetric data and local or regional gravimetric geoid determination. Numerical closed-loop simulations have shown that the accuracy of geopotential coefficients obtained with the new methods is significantly higher than the accuracy of existing methods that use the spherical harmonic framework. The ellipsoidal corrections to a Stokesian geoid determination computed from the new solutions show strong agreement with existing solutions. In addition, the importance of the choice of the reference sphere radius in Stokes's formula and its effect on the magnitude and spectral sensitivity of the ellipsoidal corrections are pointed out.

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44

Claessens, Sten. "Solutions to ellipsoidal boundary value problems for gravity field modelling." Curtin University of Technology, Department of Spatial Sciences, 2006. http://espace.library.curtin.edu.au:80/R/?func=dbin-jump-full&object_id=16850.

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The determination of the figure of the Earth and its gravity field has long relied on methodologies that approximate the Earth by a sphere, but this level of accuracy is no longer adequate for many applications, due to the advent of new and advanced measurement techniques. New, practical and highly accurate methodologies for gravity field modelling that describe the Earth as an oblate ellipsoid of revolution are therefore required. The foundation for these methodologies is formed by solutions to ellipsoidal geodetic boundary-value problems. In this thesis, new solutions to the ellipsoidal Dirichlet, Neumann and second-order boundary-value problems, as well as the fixed- and free-geodetic boundary-value problems, are derived. These solutions do not rely on any spherical approximation, but are nevertheless completely based on a simple spherical harmonic expansion of the function that is to be determined. They rely on new relations among spherical harmonic base functions. In the new solutions, solid spherical harmonic coefficients of the desired function are expressed as a weighted summation over surface spherical harmonic coefficients of the data on the ellipsoidal boundary, or alternatively as a weighted summation over coefficients that are computed under the approximation that the boundary is a sphere.
Specific applications of the new solutions are the computation of geopotential coefficients from terrestrial gravimetric data and local or regional gravimetric geoid determination. Numerical closed-loop simulations have shown that the accuracy of geopotential coefficients obtained with the new methods is significantly higher than the accuracy of existing methods that use the spherical harmonic framework. The ellipsoidal corrections to a Stokesian geoid determination computed from the new solutions show strong agreement with existing solutions. In addition, the importance of the choice of the reference sphere radius in Stokes's formula and its effect on the magnitude and spectral sensitivity of the ellipsoidal corrections are pointed out.

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45

Zhao, Kun. "Initial-boundary value problems in fluid dynamics modeling." Diss., Atlanta, Ga. : Georgia Institute of Technology, 2009. http://hdl.handle.net/1853/31778.

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Thesis (Ph.D)--Mathematics, Georgia Institute of Technology, 2010.
Committee Chair: Pan, Ronghua; Committee Member: Chow, Shui-Nee; Committee Member: Dieci, Luca; Committee Member: Gangbo, Wilfrid; Committee Member: Yeung, Pui-Kuen. Part of the SMARTech Electronic Thesis and Dissertation Collection.

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46

Чмир, Оксана Юріївна. "THE FIRST BOUNDARY VALUE PROBLEM FOR PARABOLIC EQUATION IN THE CLASS OF GENERALIZED FUNCTIONS." Thesis, Pidstryhach Institute for Applied Problems of Mechanics and Mathematics, 2020. http://sci.ldubgd.edu.ua:8080/jspui/handle/123456789/7363.

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47

May, Ute [Verfasser]. "Asymptotic estimates to a free boundary problem for the stationary Navier-Stokes equations / Ute May." Aachen : Hochschulbibliothek der Rheinisch-Westfälischen Technischen Hochschule Aachen, 2014. http://d-nb.info/1049821572/34.

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48

Savin, Anton Yu, and Boris Yu Sternin. "Index defects in the theory of nonlocal boundary value problems and the η-invariant." Universität Potsdam, 2001. http://opus.kobv.de/ubp/volltexte/2008/2614/.

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The paper deals with elliptic theory on manifolds with boundary represented as a covering space. We compute the index for a class of nonlocal boundary value problems. For a nontrivial covering, the index defect of the Atiyah-Patodi-Singer boundary value problem is computed. We obtain the Poincaré duality in the K-theory of the corresponding manifolds with singularities.

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49

Croyle, Laura D. "Solutions to the L^p Mixed Boundary Value Problem in C^1,1 Domains." UKnowledge, 2016. http://uknowledge.uky.edu/math_etds/38.

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We look at the mixed boundary value problem for elliptic operators in a bounded C1,1(ℝn) domain. The boundary is decomposed into disjoint parts, D and N, with Dirichlet and Neumann data, respectively. Expanding on work done by Ott and Brown, we find a larger range of values of p, 1 < p < n/(n-1), for which the Lp mixed problem has a unique solution with the non-tangential maximal function of the gradient in Lp(∂Ω).

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50

McDowall, Stephen R. "An electrodynamic inverse problem in chiral media /." Thesis, Connect to this title online; UW restricted, 1998. http://hdl.handle.net/1773/5768.

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Dissertations / Theses on the topic 'Free Boundary Value Problem'

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