Results 91 to 100 of about 1,990 (139)

Boundary conditions for the single-factor term structure equation

, 2011
We study the term structure equation for single-factor models that predict nonnegative short rates. In particular, we show that the price of a bond or a bond option is the unique classical solution to a parabolic differential equation with a certain ...
Ekström, Erik, Tysk, Johan
core   +1 more source

Self-similar blow-up in parabolic equations of Monge--Ampère type [PDF]

arXiv, 2009
We propose nonlinear parabolic equations of Monge--Amp\'ere (M--A) type that admit regional, single poin, and global blow-up of similarity type. A similar model is derived for a fourth-order M--A flow.
arxiv  

Carleman inequality for a linear degenerate parabolic problem [PDF]

arXiv, 2020
In this work, we prove a Carleman estimate for a parabolic problem which has a dissipative degenerate term. The prove relies on choose a suitable weight function that change of sign inside the control domain.
arxiv  

Schauder estimates on bounded domains for KFP operators with coefficients measurable in time and Hölder continuous in space

Analysis and Geometry in Metric Spaces
We consider degenerate Kolmogorov-Fokker-Planck operators ℒu=∑i,j=1qaij(x,t)uxixj+∑k,j=1Nbjkxkuxj−ut,{\mathcal{ {\mathcal L} }}u=\mathop{\sum }\limits_{i,j=1}^{q}{a}_{ij}\left(x,t){u}_{{x}_{i}{x}_{j}}+\mathop{\sum }\limits_{k,j=1}^{N}{b}_{jk}{x}_{k}{u}_{{
Biagi Stefano, Bramanti Marco
doaj   +1 more source

Ireneo Peral: Forty Years as Mentor

Advanced Nonlinear Studies, 2017
In this article we present a survey of the Ph.D. theses that have been completed under the advice of Ireneo Peral.Following a chronological order, we summarize the main results contained in the works of the former students of Ireneo Peral.
Abdellaoui Boumediene, Aguilar Juan Antonio, Barrios Begoña, Colorado Eduardo, Charro Fernando, García Azorero Jesús, Medina Maria, Merchán Susana, Montoro Luigi, Primo Ana   +9 more
doaj   +1 more source

Very Singular Similarity Solutions and Hermitian Spectral Theory for Semilinear Odd-Order PDEs [PDF]

arXiv, 2009
Very singular self-similar solutions of semilinear odd-order PDEs are studied on the basis of a Hermitian-type spectral theory for linear rescaled odd-order operators.
arxiv  

On source-type solutions and the Cauchy problem for a doubly degenerate sixth-order thin film equation I. Local oscillatory properties [PDF]

arXiv, 2009
Local oscillatory and other properties of source-type solutions of doubly nonlinear sixth-order parabolic thin film equations are studied.
arxiv  

On Continuous Branches of Very Singular Similarity Solutions of the Stable Thin Film Equation [PDF]

arXiv, 2010
Continuous branches of similarity solutions of the fourth-order stable thin film equation are studied.
arxiv  

Continuity of the temperature in a multi-phase transition problem. [PDF]

Math Ann, 2022
Gianazza U, Liao N.
europepmc   +1 more source

Feynman-Kac theorems for generalized diffusions [PDF]

arXiv, 2012
We find Feynman-Kac type representation theorems for generalized diffusions. To do this we need to establish existence, uniqueness and regularity results for equations with measure-valued coefficients.
arxiv