Дисертації з теми "Equation laplace"
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Ubostad, Nikolai Høiland. "The Infinity Laplace Equation." Thesis, Norges teknisk-naturvitenskapelige universitet, Institutt for matematiske fag, 2013. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-20686.
Повний текст джерелаFejne, Frida. "The p-Laplace equation – general properties and boundary behaviour." Thesis, Uppsala universitet, Analys och sannolikhetsteori, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-359721.
Повний текст джерелаMansour, Gihane. "Méthode de décomposition de Domaine pour les équations de Laplace et de Helmholtz : Equation de Laplace non linéaire." Paris 13, 2009. http://www.theses.fr/2009PA132013.
Повний текст джерелаThis work is divided into two parts : First, a domain decomposition method for the resolution of the Poisson equation and the Helmholtz equation in a bounded domain,with Dirich let boundary condition. Second, The study of the Laplace equation, with non linear boundary condition g. Using the Min-Max method. First, we elaborate some essential tools to introduce our equations, then we present two indirect methods for solving the Poisson equation : there laxed barycentric Dirichlet-Neumann algorithm and the symmetric Dirichlet-Neumann algorithm. The first algorithm was introduced and studied by A. Quarteroni, A. Valli. We present in this work a new proof of its convergence. The second scheme presented is new : we give asymmetric version of the Dirichlet-Neumann condition. We prove that this algorithm is convergent. The theoretical results show that both of the discretization methods are convergent and estimation son the error of convergence are given. We test the two methods numerically, using Comsol with Matlab solver. We notice that the symmetric method converges faster than the barycentric one
Rockstroh, Parousia. "Boundary value problems for the Laplace equation on convex domains with analytic boundary." Thesis, University of Cambridge, 2018. https://www.repository.cam.ac.uk/handle/1810/273939.
Повний текст джерелаMasur, Gökce Tuba. "An Adaptive Surface Finite Element Method for the Laplace-Beltrami Equation." Thesis, KTH, Numerisk analys, NA, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-202764.
Повний текст джерелаI den här rapporten presenterar vi en adaptiv finite elementmetod för Laplace-Beltrami ekvationen. Ekvationen är känd som Laplace ekvation på ytor. En finita elementmetod för ytor formuleras för denna partiella differentialekvation vilken implementeras i FEniCS, en open source mjukvara för automatiserad lösning av differentialekvationer. Vi formulerar en mål-orienterad adaptiv nätförfinings-metod baserad på a posteriori feluppskattningar etablerade med hjälp av metoden för dual-viktad residual. Beräkningsexempel presenteras och implementeringen diskuteras
Ricciotti, Diego. "Regularity of solutions of the p-Laplace equation in the Heisenberg group." Master's thesis, Alma Mater Studiorum - Università di Bologna, 2013. http://amslaurea.unibo.it/5708/.
Повний текст джерелаCorreia, Joaquim, Costa Fernando da, Sackmone Sirisack, and Khankham Vongsavang. "Burgers' Equation and Some Applications." Master's thesis, Edited by Thepsavanh Kitignavong, Faculty of Natural Sciences, National University of Laos, 2017. http://hdl.handle.net/10174/26615.
Повний текст джерелаConsiglio, Armando. "Time-fractional diffusion equation and its applications in physics." Bachelor's thesis, Alma Mater Studiorum - Università di Bologna, 2017. http://amslaurea.unibo.it/13704/.
Повний текст джерелаChin, P. W. M. (Pius Wiysanyuy Molo). "Contribution to qualitative and constructive treatment of the heat equation with domain singularities." Thesis, University of Pretoria, 2011. http://hdl.handle.net/2263/28554.
Повний текст джерелаPichon, Eric. "Novel Methods for Multidimensional Image Segmentation." Diss., Georgia Institute of Technology, 2005. http://hdl.handle.net/1853/7504.
Повний текст джерелаTang, Yanfei. "Stratification in Drying Particle Suspensions." Diss., Virginia Tech, 2019. http://hdl.handle.net/10919/87435.
Повний текст джерелаPHD
Drying is a ubiquitous phenomenon. In this thesis, I use molecular dynamics methods to simulate the drying of a suspension of a bidisperse mixture of nanoparticles that have two different radii. First, I use a model in which the solvent is included explicitly as point particles and the nanoparticles are modeled as spheres with finite radii. Their trajectories are generated by numerically solving the Newtonian equations of motion for all the particles in the system. My simulations show that the bidisperse nanoparticle mixtures stratify according to their sizes after drying. For example, a “small-on-top” stratified film can be produced in which the smaller nanoparticles are distributed on top of the larger particles in the drying film. I further use a similar model to demonstrate that stratification can be controlled by imposing a thermal gradient on the drying suspension. I then map an explicit solvent system to an implicit one in which the solvent is treated as a uniform viscous background and only the nanoparticles are kept. The physical foundation of this mapping is clarified. I compare simulations using the explicit and implicit solvent models and show that similar stratification behavior emerge in both models. Therefore, the implicit solvent model can be applied to study much larger systems on longer time scales. Finally, I apply the implicit solvent model to study the drying of various soft matter solutions, including a solution film of a mixture of polymers and nanoparticles, a droplet of a bidisperse nanoparticle suspension, a solution droplet of a polymer blend, and a droplet of a diblock copolymer solution.
Smith, John Matthew Smith. "The Schrodinger Equation of a Particle in a Time Dependent Electric Field: Case Studies." The Ohio State University, 2018. http://rave.ohiolink.edu/etdc/view?acc_num=osu1532045633954294.
Повний текст джерелаHein, Hoernig Ricardo Oliver. "Green's functions and integral equations for the Laplace and Helmholtz operators in impedance half-spaces." Phd thesis, Ecole Polytechnique X, 2010. http://pastel.archives-ouvertes.fr/pastel-00006172.
Повний текст джерелаHeinen, Ismael Rodrigo. "Soluções analíticas da equação de difusão de nêutrons geral por técnicas de transformadas integrais." reponame:Biblioteca Digital de Teses e Dissertações da UFRGS, 2009. http://hdl.handle.net/10183/18298.
Повний текст джерелаIn the present work we present analytical solutions of the bi-dimensional neutron diffusion equation with two energy groups, i.e. fast and thermal neutrons in a sheet with homogeneous properties. Further we solve the detailed problem where the homogeneous sheet is substituted by two and four regions, rendering the problem a non-homogeneous one. Upon application of the Laplace transform and Generalized Integral Transform Tecnique (GITT), respectively, we solve in an analytical fashion the resulting eigenvalue problem for the neutron flux. In the heterogeneous problem, we use filter functions in order to homogenize the non-homogeneous boundary conditions. This is a condition for the application of GITT. We solve the three problems mentioned above applying first GITT, which reduces the dimension of the diffusion equation followed by the Laplace transform, which reduces the order of the equation. This procedure yields a non-homogeneous algebraic system depending on integration constants. The system is solved using the elimination technique by Gauss. The transformed fluxes by GITT are recovered upon inverting analytically the Laplace transform using Heaviside's expansion which depend still on the integration constants. Upon application of the boundary and interface conditions (for the non-homogeneous problem) one obtains a system of homogeneous algebraic equations, where we determine the effective multiplication factor keff by the bisection method. The integration constants are determined making use of the predefined power of the sheet. Thus the neutron fluxes transformed by GITT are determined and the fast and thermal neutron flux are recovered by the inverse formula of GITT, using the potential expansion. Results are compared to the solution by the finite difference method.
Santos, Fabiana Alves dos. "Espectro de variedades completas e não-compactas." reponame:Repositório Institucional da UFC, 2017. http://www.repositorio.ufc.br/handle/riufc/25815.
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On this work we study the espectrum of Laplace-Beltrami operator on the warped Riemannian manifold Mn = R_r Sn1, whose warping function is smooth, positive, periodic, with period a and satis_es r0 = min r(t) < p n 1a=_. We show that spectrum there no eingevalue, is formed by a union of closed intervals, and, from the peridicity of r, using the classical Hill's Equations Theory, we conclude the existence of gaps.
Neste trabalho caracterizamos o espectro do operador de Laplace-Beltrami na variedade warped Mn = R_r Sn1 cuja função warping _e suave, positiva, periódica, de período a, e satisfaz r0 = min r(t) < p n 1a=_. Mostramos que tal espectro não possui autovalores, é escrito como a união de intervalos e, da periodicidade de r, utilizamos a clássica teoria a cerca dos operados de Hill, e concluímos e existência de gaps no espectro de M.
Poignard, Clair. "Méthodes asymptotiques pour le calcul des champs électromagnétiques dans des milieux à couches minces.Application aux cellules biologiques." Phd thesis, Université Claude Bernard - Lyon I, 2006. http://tel.archives-ouvertes.fr/tel-00124110.
Повний текст джерелаmathématiquement justifiées permettant de connaître les champs
électromagnétiques dans des milieux à couches minces hétérogènes.
La motivation de ce travail est le calcul du champ électrique dans des
cellules biologiques composées d'un cytoplasme conducteur entouré
d'une fine membrane très isolante.
Nous remplaçons la membrane, lorsque son épaisseur est infiniment
petite, par des conditions de transmission ou des conditions aux
limites appropriées et nous estimons l'erreur commise par ces
approximations.
Pour les basses fréquences, nous considérons l'équation quasistatique
donnant le potentiel dont dérive le champ. A l'aide d'un
calcul en géométrie circulaire nous obtenons les expressions explicites
du potentiel et nous en déduisons les asymptotiques du champ
électrique, en fonction de l'épaisseur de la couche mince, avec des
estimations de l'erreur. Nous estimons ensuite la différence entre le
champ réel et le champ statique. Puis nous généralisons notre
développement asymptotique à une géométrie quelconque.
La deuxième partie de cette thèse traite des moyennes fréquences :
nous donnons le développement asymptotique de la solution de
l'équation de Helmholtz lorsque l'épaisseur de la membrane tend vers
0. Tous ces précédents résultats sont illustrés par des calculs par
éléments finis.
Enfin, pour les hautes fréquences, nous construisons une condition
d'impédance pseudodifférentielle permettant de concentrer l'effet de
la couche sur son bord intérieur. Nous concluons cette thèse par un
problème de diffraction à haute fréquence d'une onde incidente par
un disque de petite taille. A l'aide d'une analyse pseudodifférentielle,
nous bornons la norme de la trace du champ diffracté à distance fixe
de l'inhomogénéité en fonction de la taille de l'objet et de l'onde
incidente.
Gemmrich, Simon. "A first-kind boundary integral study to solve the Laplace-Beltrami equation on a subsurface of the unit sphere and a multigrid algorithm for the acoustic single layer equation." Thesis, McGill University, 2009. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=66653.
Повний текст джерелаCette dissertation est une étude de deux problèmes indépendants provenant du domaine commun de la recherche des méthodes d'éléments finis de frontière pour résoudre des problèmes aux limites elliptiques. Les deux sujets portent principalement sur l'approche de l'opérateur simple couche.Pour le premier projet nous considérons le problème de Laplace-Beltrami Dirichlet sur une sous-surface de la sphère de rayon 1. Nous dérivons et analysons une méthode à équations intégrales du premier type pour résoudre ce problème aux limites. Cette méthode peut être utilisée pour étudier le mouvement de tourbillons ponctuels sur une sphère avec des murs impénétrables; nous comparons notre approche avec d'autres méthodes connues pour ce problème. Nous dérivons rigoureusement des estimations d'erreur pour les équations intégrales dans les espaces de Sobolev appropriés, ce qui donne des estimations globales de l'erreur pour la solution du problème aux limites. De plus, nous appuyons ces résultats théoriques grâce à des simulations numériques obtenues à partir de tests.Le deuxième projet porte sur une stratégie de préconditionnement multigrille pour l'équation de simple couche acoustique en deux dimensions. Tel que proposé dans [6], nous transférons la formulation en termes d'éléments finis de frontière à un produit scalaire plus faible et utilisons par la suite une méthode multigrille V-cycle avec un lisseur de type Richardson. Nous fournissons une analyse complète de convergence pour l'algorithme proposé basée sur un résultat analogue pour l'équation de simple couche correspondant à l'opérateur de Laplace. Des simulations numériques soulignent la performance de l'algorithme. De plus, nous faisons une étude numérique de l'effet du produit scalaire faible sur le comportement oscillatoire des fonctions propres correspondantes.
Erhart, Kevin. "EFFICIENT LARGE SCALE TRANSIENT HEAT CONDUCTION ANALYSIS USING A PARALLELIZED BOUNDARY ELEMENT METHOD." Master's thesis, University of Central Florida, 2006. http://digital.library.ucf.edu/cdm/ref/collection/ETD/id/2973.
Повний текст джерелаM.S.M.E.
Department of Mechanical, Materials and Aerospace Engineering;
Engineering and Computer Science
Mechanical Engineering
Chandra, Santanu. "A NUMERICAL STUDY FOR LIQUID BRIDGE BASED MICROGRIPPING AND CONTACT ANGLE MANIPULATION BY ELECTROWETTING METHOD." University of Akron / OhioLINK, 2007. http://rave.ohiolink.edu/etdc/view?acc_num=akron1197299987.
Повний текст джерелаUgail, Hassan. "Method of trimming PDE surfaces." Elsevier, 2006. http://hdl.handle.net/10454/2648.
Повний текст джерелаChilders, Kristen Snyder. "Generalizations of a Laplacian-Type Equation in the Heisenberg Group and a Class of Grushin-Type Spaces." Scholar Commons, 2011. http://scholarcommons.usf.edu/etd/3042.
Повний текст джерелаNorotte, Cyrille. "De la biologie du développement à l'ingénierie tissulaire : impression de vaisseaux sanguins." Paris 6, 2009. http://www.theses.fr/2009PA066717.
Повний текст джерелаLi, Boning. "Extending the scaled boundary finite-element method to wave diffraction problems." University of Western Australia. School of Civil and Resource Engineering, 2007. http://theses.library.uwa.edu.au/adt-WU2007.0173.
Повний текст джерелаPaditz, Ludwig. "Using ClassPad-technology in the education of students of electricalengineering (Fourier- and Laplace-Transformation)." Proceedings of the tenth International Conference Models in Developing Mathematics Education. - Dresden : Hochschule für Technik und Wirtschaft, 2009. - S. 469 - 474, 2012. https://slub.qucosa.de/id/qucosa%3A1799.
Повний текст джерелаMakhmudov, O. I., and I. E. Niyozov. "The Cauchy problem for the Lame system in infinite domains in R up(m)." Universität Potsdam, 2005. http://opus.kobv.de/ubp/volltexte/2009/2996/.
Повний текст джерелаPaditz, Ludwig. "Using ClassPad-technology in the education of students of electrical engineering (Fourier- and Laplace-Transformation)." Saechsische Landesbibliothek- Staats- und Universitaetsbibliothek Dresden, 2012. http://nbn-resolving.de/urn:nbn:de:bsz:14-qucosa-80814.
Повний текст джерелаAlvarellos, Jose. "Fundamental Studies of Capillary Forces in Porous Media." Diss., Georgia Institute of Technology, 2004. http://hdl.handle.net/1853/5314.
Повний текст джерелаI, Makhmudov O., and Niyozov I. E. "Regularization of the Cauchy Problem for the System of Elasticity Theory in R up (m)." Universität Potsdam, 2005. http://opus.kobv.de/ubp/volltexte/2009/2998/.
Повний текст джерелаSouza, José Luiz de. "A h-adaptabilidade no Método dos Elementos de Contorno (MEC): algumas considerações sobre singularidades, hipersingularidades e hierarquia." Universidade de São Paulo, 1999. http://www.teses.usp.br/teses/disponiveis/18/18134/tde-13122017-152526/.
Повний текст джерелаThe main purpose of this work is to study the existing singularities and hypersingularities in the Boundary Element Method (BEM) with singular - classical - and hypersingular formulations. Also, an h-adaptive residual scheme for the numerical solution of the physical problem, driven by Laplace equation, is proposed. Boundary polygonal mesh, with constant and linear interpolation - distribution - shape functions together are used. To control the a posteriori error, is considered the residue value outside the collocation points. Also, a sub-element specific adaptive numerical quadrature technique, in an effort to verify if the precision when dealing with integrals possessing singularities is increased, is tested. The use of hierarchical functions is discussed, as an algorithm to update the linear system main matrix.
Mat, Isa Zaiton. "Mathematical modelling of fumigant transport in stored grain." Thesis, Queensland University of Technology, 2014. https://eprints.qut.edu.au/75420/1/Zaiton_Mat%20Isa_Thesis.pdf.
Повний текст джерелаMusolino, Paolo. "Singular perturbation and homogenization problems in a periodically perforated domain. A functional analytic approach." Doctoral thesis, Università degli studi di Padova, 2012. http://hdl.handle.net/11577/3422452.
Повний текст джерелаQuesta Tesi è dedicata all'analisi di problemi di perturbazione singolare e omogeneizzazione nello spazio Euclideo periodicamente perforato. Studiamo il comportamento delle soluzioni di problemi al contorno per le equazioni di Laplace, di Poisson e di Helmholtz al tendere a 0 di parametri legati al diametro dei buchi o alla dimensione delle celle di periodicità. La Tesi è organizzata come segue. Nel Capitolo 1, presentiamo due costruzioni note di un analogo periodico della soluzione fondamentale dell'equazione di Laplace, e introduciamo potenziali di strato e di volume periodici per l'equazione di Laplace e alcuni risultati basilari di teoria del potenziale periodica. Il Capitolo 2 è dedicato a problemi di perturbazione singolare e omogeneizzazione per le equazioni di Laplace e Poisson con condizioni al bordo di Dirichlet e Neumann. Nel Capitolo 3 consideriamo il caso di problemi al contorno di Robin (lineari e nonlineari) per l'equazione di Laplace, mentre nel Capitolo 4 analizziamo problemi di trasmissione (lineari e nonlineari). Nel Capitolo 5 applichiamo i risultati del Capitolo 4 al fine di provare l'analiticità della conduttività effettiva di un composto periodico. Il Capitolo 6 è dedicato alla costruzione di un analogo periodico della soluzione fondamentale dell'equazione di Helmholtz e dei corrispondenti potenziali di strato. Nel Capitolo 7 raccogliamo alcuni risultati di teoria spettrale per l'operatore di Laplace in domini periodicamente perforati. Nel Capitolo 8 studiamo problemi di perturbazione singolare e di omogeneizzazione per l'equazione di Helmholtz con condizioni al contorno di Neumann. Nel Capitolo 9 consideriamo problemi di perturbazione singolare e di omogeneizzazione con condizioni al contorno di Dirichlet per l'equazione di Helmholtz, mentre nel Capitolo 10 studiamo problemi al contorno di Robin (lineari e nonlineari). Il Capitolo 11 è dedicato allo studio di potenziali di strato periodici per operatori differenziali generali del secondo ordine a coefficienti costanti. Alla fine della Tesi abbiamo incluso delle Appendici con alcuni risultati utilizzati.
Ladeia, Cibele Aparecida. "A equação de transferência radiativa condutiva em geometria cilíndrica para o problema do escape do lançamento de foguetes." reponame:Biblioteca Digital de Teses e Dissertações da UFRGS, 2016. http://hdl.handle.net/10183/152738.
Повний текст джерелаIn this contribution we present a solution for the radiative conductive transfer equation in cylinder geometry. This solution is applied to simulate the radiation and temperature field together with conductive and radiative energy transport originated from the exhaust released in rocket launches. To this end we discuss a semi-analytical approach reducing the original equation, which is continuous in the angular variables, into an equation similar to the SN radiative conductive transfer problem. The solution is constructed using a composite method by Laplace transform and Adomian decomposition method. The recursive scheme is presented for the doubly discrete ordinate equations system together with parameter dependencies and their influence on heuristic convergence of the solution. The obtained solution allows then to construct the relevant near field to characterize the source term for dispersion problems when adjusting the model parameters such as emissivity, reflectivity, albedo and others in comparison to the observation, that are relevant for far field dispersion processes and may be handled independently from the present problem. In addition to the solution method we also report some solutions and numerical simulations.
Abramov, Vilen. "Stopping Times Related to Trading Strategies." Kent State University / OhioLINK, 2008. http://rave.ohiolink.edu/etdc/view?acc_num=kent1209080577.
Повний текст джерелаFeng, Xue. "Modélisation numérique par éléments finis d'un problème aéroacoustique en régime transitoire : application à l'équation de Galbrun." Phd thesis, Université de Technologie de Compiègne, 2013. http://tel.archives-ouvertes.fr/tel-00935560.
Повний текст джерелаThompson, Jeremy R. (Jeremy Ray). "Physical Motivation and Methods of Solution of Classical Partial Differential Equations." Thesis, University of North Texas, 1995. https://digital.library.unt.edu/ark:/67531/metadc277898/.
Повний текст джерелаAvelin, Benny. "Boundary Behavior of p-Laplace Type Equations." Doctoral thesis, Uppsala universitet, Analys och tillämpad matematik, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-198008.
Повний текст джерелаPester, M., and S. Rjasanow. "A parallel version of the preconditioned conjugate gradient method for boundary element equations." Universitätsbibliothek Chemnitz, 1998. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199800455.
Повний текст джерелаPutot, Sylvie. "Calcul des capacités parasites dans les interconnexions des circuits intégrés par une méthode de domaines fictifs." Phd thesis, Université Joseph Fourier (Grenoble ; 1971-2015), 2001. http://www.theses.fr/2001GRE10015.
Повний текст джерелаKisela, Tomáš. "Basics of Qualitative Theory of Linear Fractional Difference Equations." Doctoral thesis, Vysoké učení technické v Brně. Fakulta strojního inženýrství, 2012. http://www.nusl.cz/ntk/nusl-234025.
Повний текст джерелаAndreevska, Irena. "Mathematical modeling and analysis of options with jump-diffusion volatility." [Tampa, Fla.] : University of South Florida, 2008. http://purl.fcla.edu/usf/dc/et/SFE0002343.
Повний текст джерелаŠafařík, Jan. "Slabě zpožděné systémy lineárních diskrétních rovnic v R^3." Doctoral thesis, Vysoké učení technické v Brně. Fakulta elektrotechniky a komunikačních technologií, 2018. http://www.nusl.cz/ntk/nusl-378908.
Повний текст джерелаHansson, Mattias. "Numerical experiments with FEMLAB® to support mathematical research." Thesis, Linköping University, Department of Mathematics, 2005. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-3724.
Повний текст джерелаUsing the finite element software FEMLAB® solutions are computed to Dirichlet problems for the Infinity-Laplace equation ∆∞(u) ≡ u2xuxx + 2uxuyuxy + u2yuyy = 0. For numerical reasons ∆q(u) = div (|▼u|q▼u) = 0, which (formally) approaches as ∆∞(u) = 0 as q → ∞, is used in computation. A parametric nonlinear solver is used, which employs a variant of the damped Newton-Gauss method. The analysis of the experiments is done using the known theory of solutions to Dirichlet problems for ∆∞(u) = 0, which includes AMLEs (Absolutely Minimizing Lipschitz Extensions), sets of uniqueness, critical segments and lines of singularity. From the experiments one main conjecture is formulated: For Dirichlet problems, which have a non-constant boundary function, it is possible to predict the structure of the lines of singularity in solutions in the Infinity-Laplace case by examining the corresponding Laplace case.
Ngounda, Edgard. "Numerical Laplace transformation methods for integrating linear parabolic partial differential equations." Thesis, Stellenbosch : University of Stellenbosch, 2009. http://hdl.handle.net/10019.1/2735.
Повний текст джерелаENGLISH ABSTRACT: In recent years the Laplace inversion method has emerged as a viable alternative method for the numerical solution of PDEs. Effective methods for the numerical inversion are based on the approximation of the Bromwich integral. In this thesis, a numerical study is undertaken to compare the efficiency of the Laplace inversion method with more conventional time integrator methods. Particularly, we consider the method-of-lines based on MATLAB’s ODE15s and the Crank-Nicolson method. Our studies include an introductory chapter on the Laplace inversion method. Then we proceed with spectral methods for the space discretization where we introduce the interpolation polynomial and the concept of a differentiation matrix to approximate derivatives of a function. Next, formulas of the numerical differentiation formulas (NDFs) implemented in ODE15s, as well as the well-known second order Crank-Nicolson method, are derived. In the Laplace method, to compute the Bromwich integral, we use the trapezoidal rule over a hyperbolic contour. Enhancement to the computational efficiency of these methods include the LU as well as the Hessenberg decompositions. In order to compare the three methods, we consider two criteria: The number of linear system solves per unit of accuracy and the CPU time per unit of accuracy. The numerical results demonstrate that the new method, i.e., the Laplace inversion method, is accurate to an exponential order of convergence compared to the linear convergence rate of the ODE15s and the Crank-Nicolson methods. This exponential convergence leads to high accuracy with only a few linear system solves. Similarly, in terms of computational cost, the Laplace inversion method is more efficient than ODE15s and the Crank-Nicolson method as the results show. Finally, we apply with satisfactory results the inversion method to the axial dispersion model and the heat equation in two dimensions.
AFRIKAANSE OPSOMMING: In die afgelope paar jaar het die Laplace omkeringsmetode na vore getree as ’n lewensvatbare alternatiewe metode vir die numeriese oplossing van PDVs. Effektiewe metodes vir die numeriese omkering word gebasseer op die benadering van die Bromwich integraal. In hierdie tesis word ’n numeriese studie onderneem om die effektiwiteit van die Laplace omkeringsmetode te vergelyk met meer konvensionele tydintegrasie metodes. Ons ondersoek spesifiek die metode-van-lyne, gebasseer op MATLAB se ODE15s en die Crank-Nicolson metode. Ons studies sluit in ’n inleidende hoofstuk oor die Laplace omkeringsmetode. Dan gaan ons voort met spektraalmetodes vir die ruimtelike diskretisasie, waar ons die interpolasie polinoom invoer sowel as die konsep van ’n differensiasie-matriks waarmee afgeleides van ’n funksie benader kan word. Daarna word formules vir die numeriese differensiasie formules (NDFs) ingebou in ODE15s herlei, sowel as die welbekende tweede orde Crank-Nicolson metode. Om die Bromwich integraal te benader in die Laplace metode, gebruik ons die trapesiumreël oor ’n hiperboliese kontoer. Die berekeningskoste van al hierdie metodes word verbeter met die LU sowel as die Hessenberg ontbindings. Ten einde die drie metodes te vergelyk beskou ons twee kriteria: Die aantal lineêre stelsels wat moet opgelos word per eenheid van akkuraatheid, en die sentrale prosesseringstyd per eenheid van akkuraatheid. Die numeriese resultate demonstreer dat die nuwe metode, d.i. die Laplace omkeringsmetode, akkuraat is tot ’n eksponensiële orde van konvergensie in vergelyking tot die lineêre konvergensie van ODE15s en die Crank-Nicolson metodes. Die eksponensiële konvergensie lei na hoë akkuraatheid met slegs ’n klein aantal oplossings van die lineêre stelsel. Netso, in terme van berekeningskoste is die Laplace omkeringsmetode meer effektief as ODE15s en die Crank-Nicolson metode. Laastens pas ons die omkeringsmetode toe op die aksiale dispersiemodel sowel as die hittevergelyking in twee dimensies, met bevredigende resultate.
Green, Edward L. "Spectral theory of laplace-beltrami operators with periodic metrics." Diss., Georgia Institute of Technology, 1991. http://hdl.handle.net/1853/29187.
Повний текст джерелаLustosa, José Ivelton Siqueira Lustosa. "A transformada de Laplace e algumas aplicações." Universidade Federal da Paraíba, 2017. http://tede.biblioteca.ufpb.br:8080/handle/tede/9332.
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES
In this work, we study the Laplace Transform and explore its application in solving some linear ordinary di erential equations, which model various phenomena in the areas of Physics, Engineering, Industrial Automation and Mathematics itself. Such knowledge is of great importance in higher education courses covering such areas. We present the de nition, properties and main results involving the Laplace Transform and address several problems in the areas mentioned above.
Neste trabalho, estudamos a Transformada de Laplace e exploramos sua aplica ção na resolução de algumas equações diferenciais ordinárias lineares, as quais modelam vários fenômenos nas áreas de Física, Engenharia, Automação Industrial e na própria Matemática. Tais conhecimentos são de suma importância em cursos superiores que abrangem tais áreas. Apresentamos a de nição, propriedades e principais resultados envolvendo a Transformada de Laplace e abordamos vários problemas nas áreas citadas anteriormente.
Yang, Qianqian. "Novel analytical and numerical methods for solving fractional dynamical systems." Thesis, Queensland University of Technology, 2010. https://eprints.qut.edu.au/35750/1/Qianqian_Yang_Thesis.pdf.
Повний текст джерелаFitzharris, Andrew. "Parallel solution of diffusion equations using Laplace transform methods with particular reference to Black-Scholes models of financial options." Thesis, University of Hertfordshire, 2014. http://hdl.handle.net/2299/14109.
Повний текст джерелаDutriaux, Antoine. "Analyse et modèles dynamiques non commutatifs sur l'espace de q-Minkowski." Phd thesis, Université de Valenciennes et du Hainaut-Cambresis, 2008. http://tel.archives-ouvertes.fr/tel-00289899.
Повний текст джерелаNgounda, Edgard. "Efficient numerical methods based on integral transforms to solve option pricing problems." Thesis, University of the Western Cape, 2012. http://hdl.handle.net/11394/4223.
Повний текст джерелаIn this thesis, we design and implement a class of numerical methods (based on integral transforms) to solve PDEs for pricing a variety of financial derivatives. Our approach is based on spectral discretization of the spatial (asset) derivatives and the use of inverse Laplace transforms to solve the resulting problem in time. The conventional spectral methods are further modified by using piecewise high order rational interpolants on the Chebyshev mesh within each sub-domain with the boundary domain placed at the strike price where the discontinuity is located. The resulting system is then solved by applying Laplace transform method through deformation of a contour integral. Firstly, we use this approach to price plain vanilla options and then extend it to price options described by a jump-diffusion model, barrier options and the Heston’s volatility model. To approximate the integral part in the jump-diffusion model, we use the Gauss-Legendre quadrature method. Finally, we carry out extensive numerical simulations to value these options and associated Greeks (the measures of sensitivity). The results presented in this thesis demonstrate the spectral accuracy and efficiency of our approach, which can therefore be considered as an alternative approach to price these class of options.
Fischer, Emily M. "Infinitely Many Rotationally Symmetric Solutions to a Class of Semilinear Laplace-Beltrami Equations on the Unit Sphere." Scholarship @ Claremont, 2014. http://scholarship.claremont.edu/hmc_theses/62.
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