The 1-D Scalar Case: the E-Conditions of Lax and of Oleinik

Keyword(s):  
2020 ◽  
Vol 23 (3) ◽  
pp. 723-752 ◽  
Author(s):  
Alessio Fiscella ◽  
Patrizia Pucci

AbstractThis paper deals with the existence of nontrivial solutions for critical possibly degenerate Kirchhoff fractional (p, q) systems. For clarity, the results are first presented in the scalar case, and then extended into the vectorial framework. The main features and novelty of the paper are the (p, q) growth of the fractional operator, the double lack of compactness as well as the fact that the systems can be degenerate. As far as we know the results are new even in the scalar case and when the Kirchhoff model considered is non–degenerate.


1995 ◽  
Vol 38 (3) ◽  
pp. 495-510 ◽  
Author(s):  
C. Brezinski ◽  
A. Salam

Sequence transformations are extrapolation methods. They are used for the purpose of convergence acceleration. In the scalar case, such algorithms can be obtained by two different approaches which are equivalent. The first one is an elimination approach based on the solution of a system of linear equations and it makes use of determinants. The second approach is based on the notion of annihilation difference operators. In this paper, these two approaches are generalized to the matrix and the vector cases.


2006 ◽  
Vol Volume 5, Special Issue TAM... ◽  
Author(s):  
Slah SAHMIM ◽  
Fayssal Benkhaldoun

International audience This article is devoted to the analysis, and improvement of a finite volume scheme proposed recently for a class of non homogeneous systems. We consider those for which the corressponding Riemann problem admits a selfsimilar solution. Some important examples of such problems are Shallow Water problems with irregular topography and two phase flows. The stability analysis of the considered scheme, in the homogeneous scalar case, leads to a new formulation which has a naturel extension to non homogeneous systems. Comparative numerical experiments for Shallow Water equations with sourec term, and a two phase problem (Ransom faucet) are presented to validate the scheme. Cet article concerne l'analyse et l'application, d'un schéma proposé récemment por une classe de systèmes non homogènes. Nous considérons ceux pour lesquels le problème de Riemann correpondant admet une solution autosimilaire. Deux exemples importants de tels problèmes sont l'écoulement d'eau peu profonde au-dessus d'un fond non plat et les problèmes diphasiques. l'analyse de stabilité du schéma, dans le cas scalaire homogène, amène à une nouvelle écriture qui a une extension naturelle pour le cas non homogène. Des expériences numériques comparatives pour des équations de saint-Venant avec topographie variable, et un problème diphasique (Robinet de Ransom) sont présentés pour évaluer l'efficacité du schéma.


2007 ◽  
Vol 22 (39) ◽  
pp. 2979-2992 ◽  
Author(s):  
JIAO-KAI CHEN ◽  
ZHENG-XIN TANG ◽  
QING-DONG CHEN

The general form of the Bethe–Salpeter wave functions for bound states comprising one scalar constituent and one fermion, or two scalars is presented. Using the reduced Salpeter equation obtained, we can work out the effective nonrelativistic potentials. And one new version of reduced Bethe–Salpeter equation is proposed by extending Gross approximation.


2018 ◽  
Vol 17 (3) ◽  
pp. 360-363 ◽  
Author(s):  
Gennaro G. Bellizzi ◽  
Domenica A. M. Iero ◽  
Lorenzo Crocco ◽  
Tommaso Isernia

2020 ◽  
Vol 23 (01) ◽  
pp. 2050009
Author(s):  
FRANCESCA CENTRONE ◽  
EMANUELA ROSAZZA GIANIN

We introduce the definition of set-valued capital allocation rule, in the context of set-valued risk measures. In analogy to some well known methods for the scalar case based on the idea of marginal contribution and hence on the notion of gradient and sub-gradient of a risk measure, and under some reasonable assumptions, we define some set-valued capital allocation rules relying on the representation theorems for coherent and convex set-valued risk measures and investigate their link with the notion of sub-differential for set-valued functions. We also introduce and study the set-valued analogous of some properties of classical capital allocation rules, such as the one of no undercut. Furthermore, we compare these rules with some of those mostly used for univariate (single-valued) risk measures. Examples and comparisons with the scalar case are provided at the end.


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