Browsing Institut für Mathematik by Title
Now showing items 102-121 of 329
-
2005-11-03BuchGeneral linear methods for linear DAEs For linear differential-algebraic equations (DAEs) with properly stated leading terms the property of being numerically qualified guarantees that qualitative properties of DAE solutions are reflected by the numerical ...
-
2005-11-03BuchGeneral Linear Methods for nonlinear DAEs in Circuit Simulation The Modified Nodal Analysis leads to differential algebraic equations with properly stated leading terms. In this article a special structure of the DAEs modelling electrical circuits is exploited in order to derive a new ...
-
2008-03-07BuchGeometric Brownian Motion with delay mean square characterisationA geometric Brownian motion with delay is the solution of a stochastic differential equation where the drift and diffusion coefficient depend linearly on the past of the solution, i.e. a linear stochastic functional ...
-
2005-11-11BuchGlobal convergence of multidirectional algorithms for unconstrained optimization in normed spaces Global convergence theorems for a class of descent methods for unconstrained optimization problems in normed spaces, using multidirectional search, are proved. Exact and inexact search are considered and the results allow ...
-
2005-11-17BuchGlobal Weak Solutions and Uniqueness for a Moving Boundary Problem for a Coupled System of Quasilinear Diffusion-Reaction Equations arising as a Model of Chemical Corrosion of Concrete Surfaces (Part 3)We show existence and uniqueness for global weak solutions of a moving boundary problem for a coupled system of three quasi-linear diffusion-reaction equations. The model is briefly described. The proofs are based on ...
-
2005-11-17BuchGlobal Weak Solutions and Well-Posedness of Weak Solutions for a Moving Boundary Problem for a Coupled System of Diffusion-Reaction Equations arising in the Corrosion Modeling of Concrete (Part 2)The evolution of the corrosion interface separating the uncorroded concrete part and the corroded part of a partially wet concrete wall of a pipe under the influence of hydrogen sulfide can be modelled by a moving boundary ...
-
1998-01-10BuchHeights on elliptic curves and the diophantine equation x4 + y4 = cz4 In this paper we give sharp explicit estimates for the difference of the Weil height and the Néron - Tate height on the elliptic curve $v^2 = u^3 - cu$. We then apply this in the proof of the fact that if c > 2 is a fourth ...
-
2011-09-20BuchHigher Order Operator-Splitting Methods via Zassenhaus product formula Theory and ApplicationsIn this paper, we contribute higher order operator-splitting method improved by Zassenhaus product. We apply the contribution to classical and iterative splitting methods. The underlying analysis to obtain higher order ...
-
2006-09-10BuchHow fast is fast fictitious play? We present a modification of the fictitious play algorithm for matrix games by aggregating trivial original steps. The resulting new algorithm consists of comparable simple steps but has a much better rate of convergence. ...
-
2005-10-26BuchHow Floquet-theory applies to differential-algebraic equations Local stability of periodic solutions is established by means of a corresponding Floquet-theory for index-1 differential-algebraic equations. For this, linear differential-algebraic equations with periodic coefficients are ...
-
2005-11-02BuchImproved linear multi-step methods for stochastic ordinary differential equations We consider linear multi-step methods for stochastic ordinary differential equations and study their convergence properties for problems with small noise or additive noise. We present schemes where the drift part is ...
-
2011-08-11BuchIn memoriam Richard Mises
-
2011-08-11BuchInclusions in general spaces Hoelder stability, Solution schemes and Ekeland's principleWe present two basic lemmas on exact and approximate solutions of inclusions and equations in general spaces. Its applications involve Ekeland’s principle, characterize calmness, lower semicontinuity and the Aubin property ...
-
2005-11-03BuchIndex criteria for differential algebraic equations arising from linear-quadratic optimal control problems The index of DAE systems arising from linear quadratic optimal control problems is considered. Necessary and sufficient conditions ensuring regularity with tractability index one are proved. For problems with regular index ...
-
2005-11-07BuchIndex determination of DAEs The index definition of DAEs with properly stated leading term bases on a matrix sequence with suitably chosen projectors. A way of realization of this matrix sequence is presented, it includes the calculation of suitable ...
-
2002-01-16BuchIndex3 Algebro-Differentialgleichungen mit proper formuliertem Hauptterm Diese Arbeit widmet sich der Untersuchung von Algebro-Differentialgleichungen mit Index 3. Im ersten Kapitel werden grundlegende Begriffe und die Definition der DAE mit Index3 eingefürt. Dabei wird eine spezielle Kette von ...
-
1994-03-01BuchIntegrating Logical Functions with ILF This is a description of the system ILF developed at the Humboldt-University at Berlin. ILF is a system that integrates automated theorem provers, proof tactics for interactive deductive systems and models within a graphical ...
-
2005-10-21BuchInterior Integral Estimates on Weak Solutions of Nonlinear Parabolic Systems This paper concerns various types of CACCIOPPOLI and POINCARÈ inequalities on weak solutions u of nonlinear parabolic systems. The main result of the paper is the local integrability of the spatial gradient Du to an exponent ...
-
2006-08-02BuchInternal Layer Solutions in Quasilinear Integro-Differential Equations The Dirichlet boundary value problem for a class of singularly perturbed quasilinear integro-differential equations is considered. The asymptotic expansion for a new class of solutions, which have internal layers, is ...
-
2005-11-16BuchIteration methods with incomplete corrections and solution of nonlinear equations Basing on the theory of dynamic systems with inclomplete corrections [1-2], various methods of Gauss-Seidel-type for the numerical solution of nonlinear equations are formulated and analyzed. For special classes of equations ...