Parameter-uniform numerical methods for problems with layer phenomena: Application in mathematical finance

Ph.DDOCTOR OF PHILOSOPH

[Book of abstracts]

USPFAPESPCAPESICMC Summer Meeting on Differential Equations (2015 São Carlos

On generalized Ventcel's type boundary conditions for Laplace operator in a bounded domain

acceptée dans la revue SIAM J. Math. Anal.International audienceVentcel boundary conditions are second order differential conditions that appear in asymptotic models. Like Robin boundary conditions, they lead to wellposed variational problems under a sign condition of a coefficient. Nevertheless situations where this condition is violated appeared in several works. The wellposedness of such problems was still open. This manuscript establishes, in the generic case, the existence and uniqueness of the solution for the Ventcel boundary value problem without the sign condition. Then, we consider perforated geometries and give conditions to remove the genericity restriction

Calculus of Variations

Research in the Calculus of Variations has always been motivated by questions generated within the field itself as well as by problems arisin

Scaling and singularities in higher-order nonlinear differential equations

EThOS - Electronic Theses Online ServiceGBUnited Kingdo