Now showing items 1-10 of 330
Solvability Properties of Linear Elliptic Boundary Value Problems with Non-smooth Data
In this paper linear elliptic boundary value problems of second order with non-smooth data (L∞-coefficients, Lipschitz domain, mixed boundary conditions) are considered. It is shown that the weak solutions are Hölder ...
On life-time-distributions of some one-dimensional diffusions and related exponential families
Diffusions X on the positive halfaxis with elastic killing boundary at zero and inaccessible boundary at ∞ are considered. The life-time ζ is finite and hθ(x) = Ex exp(θζ), n ≥ 0, is an θ-excessive function. The h(θ)-transforms ...
On the stability of the Abramov-transfer for DAEs of index 1
Abramov’s transfer method for ordinary differential equations (ODE) transfers linear boundary value problems into initial value problems and systems of linear algebraic equations that have to be solved. K. Balla and R. ...
Decomposition of a Multi-Stage Stochastic Programfor Power Dispatch
We develop a multi-stage stochastic program for the optimal dispatch of electric power under uncertain demand in a generation system comprising thermal and pumped storage hydro plants. Based on an abstract duality argument ...
Numerical stability criteria for differential-algebraic systems
In this paper we transfer classical results concerning Lyapunov stability of stationary solutions x* to the classes of DAEs being most interesting for circuit simulation, thereby keeping smoothness as low as possible. We ...