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1.
利用Dirichlet外问题与漂移布朗运动之间存在的密切联系,对Dirichlet外问题提出了一种新的有效的概率数值方法,这种方法运用了解的随机表达式、布朗运动、漂移布朗运动以及球面首中位置和时间的分布等.  相似文献   

2.
一类非线性方程的Dirichlet问题   总被引:1,自引:0,他引:1  
杨春鹏  吴荣 《数学学报》1997,40(1):37-42
设D为R~d(d≥3)中非空规则开子集.本文利用超布朗运动给出了一类非线性方程Dirichlet问题非负有界解的通式.在一定条件下证明了满足在无穷远处有规定极限非负有界解的存在唯一性,并给出了解的概率表达式,推广了Dynkin中的结果.  相似文献   

3.
布朗运动在概率算法中的应用   总被引:6,自引:1,他引:5  
本文运用布朗运动,对概率算法中的一个关键公式给予了理论上的证明,并对三 维Dirichlet问题提出了概率算法.  相似文献   

4.
针对定解区域是无界区域的Dirichlet外问题,提出了一种新的有效的概率数值方法,它是从解的随机表达式出发,将无界区域上的问题转化成区域边界上的问题.此时,只要在边界上进行剖分,将问题离散化,然后在无界区域外的有界区域内构作一个辅助球,并且利用布朗运动、漂移布朗运动从球外一点出发,首中球面的位置和时间的分布等,就可以获得Dirichlet外问题的数值解.  相似文献   

5.
针对定解区域是无界区域的Dirichlet外问题,提出了一种新的有效的概率数值方法,它是从解的随机表达式出发,将无界区域上的问题转化成区域边界上的问题.此时,只要在边界上进行剖分,将问题离散化,然后在无界区域外的有界区域内构作一个辅助球,并且利用布朗运动、漂移布朗运动从球外一点出发,首中球面的位置和时间的分布等,就可以获得Dirichlet外问题的数值解.  相似文献   

6.
该文应用超布朗运动证明了一类非线性微分方程随机Dirichlet问题解的存在唯一性,推广了线性情况下的经典结果.  相似文献   

7.
扩散方程的随机Dirichlet问题   总被引:1,自引:0,他引:1  
令D。表示d+1维欧氏空间R。d的有界子集.旨在用概率方法利用时空布朗运动探讨D。上如下扩散方程的随机D irich let问题:12Δu(x。(t))+q(x。(t))u(x。(t))=tu(x。(t)),x。(t)∈D。(*)其中q是给定的定义在D。上的有界Ho。lder连续函数.本文解决了上述扩散方程(*)的随机Dirichlet问题的解在S3内存在性及唯一性问题.  相似文献   

8.
杨春鹏 《应用数学》1997,10(1):101-105
本文定义了超Hunt过程的S-调和函数与Dirichlet问题.定义在Dc上的有界函数f可以扩张到Rd上的函数h使得F(P)=exp<-h,μ>为D内S-调和函数并且在D的规则边界点上满足Dirichlet边界条件  相似文献   

9.
研究了一类非对称的p-Laplacian(p1)Dirichlet问题.在正半轴不需要假设Ambrosetti-Rabinowitz的超二次条件下,利用山路定理建立非平凡解的存在性结果.  相似文献   

10.
一类Dirichlet边值逆问题   总被引:2,自引:0,他引:2  
给出解析函数的一类Dirichlet边值逆问题的数学提法.依据解析函数Dirichlet边值问题和广义Dirichlet边值问题的理论,讨论了此边值逆问题的可解性.利用解析函数Dirichlet边值问题的Schwarz公式,给出了该边值逆问题的可解条件和解的表示式.  相似文献   

11.
LetΩbe a smooth bounded domain in Rn. In this article, we consider the homogeneous boundary Dirichlet problem of inhomogeneous p-Laplace equation -△pu=|u|q-1u λf(x) onΩ, and identify necessary and sufficient conditions onΩand f(x) which ensure the existence, or multiplicities of nonnegative solutions for the problem under consideration.  相似文献   

12.
This paper presents a new boundary integral method for the solution of Laplace’s equation on both bounded and unbounded multiply connected regions, with either the Dirichlet boundary condition or the Neumann boundary condition. The method is based on two uniquely solvable Fredholm integral equations of the second kind with the generalized Neumann kernel. Numerical results are presented to illustrate the efficiency of the proposed method.  相似文献   

13.
In this article we show that the set of Dirichlet regular boundary points of a bounded domain of dimension up to 4, definable in an arbitrary o‐minimal structure on the field ?, is definable in the same structure. Moreover we give estimates for the dimension of the set of non‐regular boundary points, depending on whether the structure is polynomially bounded or not. This paper extends the results from the author's Ph.D. thesis [6, 7] where the problem was solved for polynomially bounded o‐minimal structures expanding the real field. (© 2006 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)  相似文献   

14.
We investigate the existence and stability of solutions for higher-order two-point boundary value problems in case the differential operator is not necessarily positive definite, i.e. with superlinear nonlinearities. We write an abstract realization of the Dirichlet problem and provide abstract existence and stability results which are further applied to concrete problems.  相似文献   

15.
We study the initial-value problem for a nonlocal nonlinear diffusion operator which is analogous to the porous medium equation, in the whole RN, N?1, or in a bounded smooth domain with Neumann or Dirichlet boundary conditions. First, we prove the existence, uniqueness and the validity of a comparison principle for solutions of these problems. In RN we show that if initial data is bounded and compactly supported, then the solutions is compactly supported for all positive time t, this implies the existence of a free boundary. Concerning the Neumann problem, we prove that the asymptotic behavior of the solutions as t→∞, they converge to the mean value of the initial data. For the Dirichlet problem we prove that the asymptotic behavior of the solutions as t→∞, they converge to zero.  相似文献   

16.
In this paper, we present two higher-order compact finite difference schemes for solving one-dimensional (1D) heat conduction equations with Dirichlet and Neumann boundary conditions, respectively. In particular, we delicately adjust the location of the interior grid point that is next to the boundary so that the Dirichlet or Neumann boundary condition can be applied directly without discretization, and at the same time, the fifth or sixth-order compact finite difference approximations at the grid point can be obtained. On the other hand, an eighth-order compact finite difference approximation is employed for the spatial derivative at other interior grid points. Combined with the Crank–Nicholson finite difference method and Richardson extrapolation, the overall scheme can be unconditionally stable and provides much more accurate numerical solutions. Numerical errors and convergence rates of these two schemes are tested by two examples.  相似文献   

17.
该文讨论了二阶拟线性椭圆型问题u|\-\{Ω=0: -div[(d+|u|\+2)\+\{〖SX(〗p〖〗2〖SX)〗-1u] =λ\-1u\+\{p-1+g(x,u),〓 x∈Ω正解的存在性和唯一性,其中 Ω是 R\+N 中的有界区域, λ\-1 是-△\-p 在 Ω上对应于零Dirichlet边界条件的第一特征根, g(x, t) 满足增长条件lim[DD(X]t→+∞[DD)]〖SX(〗g(x,t)〖〗t\+\{p-1〖SX)〗=0, p>1, 0≤d<+∞〖HT5”H〗关键词:〖HT5”SS〗拟线性椭圆问题; 鞍点; 正解.  相似文献   

18.
This work is devoted to the existence and multiplicity properties of the ground state solutions of the semilinear boundary value problem $-Δu=λa(x)u|u|^{q-2}+ b(x)u|u|^{2^∗-2}$ in a bounded domain coupled with Dirichlet boundary condition. Here $2^∗$ is the critical Sobolev exponent, and the term ground state refers to minimizers of the corresponding energy within the set of nontrivial positive solutions. Using the Nehari manifold method we prove that one can find an interval L such that there exist at least two positive solutions of the problem for $λ∈Λ$.  相似文献   

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