OxPDE CDT Technical Reports
TECHNICAL REPORTS
2021
2020
PDE-CDT 20.01 - Augmented Lagrangian Preconditioners for the Oseen–Frank Model of Cholesteric Liquid Crystals- Jingmin Xia, Patrick E. Farrell, & Florian Wechsung PDECDT 20.01.pdf
PDE-CDT 20.02 - Finite Element Approximation of Elliptic Homogenization Problems in Nondivergence-Form - Yves Capdeboscq, Timo Sprekeler & Endre Suli PDECDT 20.02.pdf
PDE-CDT 20.03 - Conformal scattering of the Maxwell-scalar eld system on de Sitter space - Grigalius Taujanskas PDECDT 20.03.pdf
PDE-CDT 20.04 - Augmented saddle point formulation of the steady-state Stefan–Maxwell diffusion problem - Alexander Van-Brunt & Charles W. Monroe PDECDT 20.04.pdf
PDE-CDT 20.05 - Spin(7) Instantons and Hermitian Yang-Mills Connections for the Stenzel Metric - Vasileios Ektor Papoulias PDECDT 20.05.pdf
PDE-CDT 20.06 - Local pointwise second derivative estimates for strong solutions to the σk-Yamabe equation on Euclidean domains - Johan Duncan & Luc Nguyen PDECDT 20.06.pdf
2019
PDE-CDT 19.01 - Large data decay of Yang-Mills-Higgs fields on Minkowski and de Sitter spacetimes - Grigalius Taujanskas PDECDT 19.01.pdf
2018
PDE-CDT 18.01 - L1-Estimates and A-Weakly Differentiable Functions - Bogdan Raita
PDE-CDT 18.02 - Vanishing Viscosity Approach to the Compressible Euler Equations for Transonic Nozzle and Spherically Symmetric Flows- Gui-Qiang G Chen & Matthew Schrecker PDECDT 18.02.pdf
PDE-CDT 18.03 - Stability of Steady Multi-Wave Configurations For The Full Euler Equations Of Compressible Fluid Flow- Gui-Qiang G Chen & Matthew Rigby PDECDT 18.03.pdf
PDE-CDT 18.04 - Fast mean-reversion asymptotics for large portfolios of stochastic volatility models - Nikolaos Kolliopoulos PDECDT 18.04.pdf
PDE-CDT 18.05 - Extremal Rank-one Convex Integrands and a Conjecture of šverák - André Guerra PDECDT 18.05.pdf
2017
PDE-CDT 17.01 - Stochastic evolution equations for large portfolios of stochastic volatility models - Ben Hambly & Nikolaos Kolliopoulos
PDE-CDT 17.02 - On critical Lp- differentiability of BD-maps - Franz Gmeineder & Bogdan Raita PDECDT 17.02.pdf
2016
PDE-CDT 16.01 - Ergodic Backward Stochastic Difference Equations- Andrew L Allan & Samuel N Cohen PDECDT 16.01.pdf