Results 11 to 20 of about 414 (34)
The Numerical Calculation of Traveling Wave Solutions of Nonlinear Parabolic Equations [PDF]
, 1986 Traveling wave solutions have been studied for a variety of nonlinear parabolic problems. In the initial value approach to such problems the initial data at infinity determines the wave that propagates.
Hagstrom, Thomas, Keller, H. B.
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Universal estimate of the gradient for parabolic equations [PDF]
, 2008 We suggest a modification of the estimate for weighted Sobolev norms of solutions of parabolic equations such that the matrix of the higher order coefficients is included into the weight for the gradient. More precisely, we found the upper limit estimate
Dokuchaev N G +4 more
core +6 more sources
On the boundedness of operators in LP(ιq) and Triebel‐Lizorkin Spaces
Journal of Function Spaces, Volume 6, Issue 2, Page 177-186, 2008., 2008 Given a bounded linear operator T : LPO(ℝn) → Lp1(ℝn), we state conditions under which T defines a bounded operator between corresponding pairs of Lp(ℝn; ιq) spaces and Triebel‐Lizorkin spaces Fp,qs(ℝn). Applications are given to linear parabolic equations and to Schrödinger semigroups.
João Pedro Boto, Hans Triebel
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International Journal of Mathematics and Mathematical Sciences, Volume 2004, Issue 17, Page 901-912, 2004., 2004 First, we prove a necessary and sufficient condition for global in time existence of all solutions of an ordinary differential equation (ODE). It is a condition of one‐sided estimate type that is formulated in terms of so‐called proper functions on extended phase space.
Yuri E. Gliklikh, Lora A. Morozova
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The evolution of dust emitted by a uniform source above ground level
International Journal of Mathematics and Mathematical Sciences, Volume 2003, Issue 52, Page 3327-3343, 2003., 2003 A uniform source situated at a fixed location starts to emit dust at a certain time, t = 0, and maintains the same action for t > 0. The subsequent spread of the dust into space is governed by an initial boundary value problem of the atmospheric diffusion equation.
I. A. Eltayeb, M. H. A. Hassan
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Pricing multi‐asset financial derivatives with time‐dependent parameters—Lie algebraic approach
International Journal of Mathematics and Mathematical Sciences, Volume 32, Issue 7, Page 401-410, 2002., 2002 We present a Lie algebraic technique for the valuation of multi‐asset financial derivatives with time‐dependent parameters. Exploiting the dynamical symmetry of the pricing partial differential equations of the financial derivatives, the new method enables us to derive analytical closed‐form pricing formulae very straightforwardly. We believe that this
C. F. Lo, C. H. Hui
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Semigroup theory applied to options
Journal of Applied Mathematics, Volume 2, Issue 3, Page 131-139, 2002., 2002 Black and Scholes (1973) proved that under certain assumptions about the market place, the value of a European option, as a function of the current value of the underlying asset and time, verifies a Cauchy problem. We give new conditions for the existence and uniqueness of the value of a European option by using semigroup theory.
D. I. Cruz-Báez +1 more
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The Parabolic Anderson Model with Acceleration and Deceleration [PDF]
, 2010 We describe the large-time moment asymptotics for the parabolic Anderson model where the speed of the diffusion is coupled with time, inducing an acceleration or deceleration. We find a lower critical scale, below which the mass flow gets stuck.
Sylvia Schmidt +2 more
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On the boundary convergence of solutions to the Hermite-Schr\"odinger equation
, 2009 In the half-space $\mathbb{R}^d \times \mathbb{R}_+$, we consider the Hermite-Schr\"odinger equation $i\partial u/\partial t = - \Delta u + |x|^2 u$, with given boundary values on $\mathbb{R}^d$.
Sjögren, Peter, Torrea, J. L.
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On the distributional solution of the inverse problem induced by the heat kernel method
, 2004 International Journal of Stochastic Analysis, Volume 2004, Issue 1, Page 107-108, 2004.
I. Malyshev, A. Pryvarnikova
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