Results 51 to 60 of about 1,087 (167)
Convergence analysis of option drift rate inverse problem based on degenerate parabolic equation
Results in Applied MathematicsIn this paper, we study the convergence of the inverse drift rate problem of option pricing based on degenerate parabolic equations, aiming to recover the stock price drift rate function by known option market prices.
Miao-miao Song +3 more
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Regularity of random attractors for stochastic semilinear degenerate parabolic equations
Electronic Journal of Differential Equations, 2012 We consider the stochastic semilinear degenerate parabolic equation $$ du+[- operatorname{div}(sigma(x)abla u) + f(u) + lambda u]dt = gdt+ sum_{j=1}^{m}h_j{domega_j} $$ in a bounded domain $mathcal{O}subset mathbb {R}^N$, with the nonlinearity ...
Cung The Anh +2 more
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The cauchy problem of a degenerate parabolic equation
Monatshefte f�r Mathematik, 1977 This note is concerned with the existence of a weak solution for a degenerate Cauchy problem of parabolic type in then-dimensional spaceRn. The degenerate property is in the sense that the matrix (aij(t,x)) involved in the differential operator is not necessarily positive definite.
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Quasiconformal mappings and degenerate elliptic and parabolic equations
Le Matematiche, 1987 In this paper two Harnak inequalities are proved concerning a degenerate elliptic and a degenerate parabolic equation. In both cases the weight giving the degeneracy is a power of the jacobian of a quasiconformal mapping.
Filippo Chiarenza +1 more
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On a degenerate parabolic equation from double phase convection
Advances in Difference Equations, 2021 The initial-boundary value problem of a degenerate parabolic equation arising from double phase convection is considered. Let a ( x ) $a(x)$ and b ( x ) $b(x)$ be the diffusion coefficients corresponding to the double phase respectively.
Huashui Zhan
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On the Cauchy Problem of a Quasilinear Degenerate Parabolic Equation [PDF]
Discrete Dynamics in Nature and Society, 2009 By Oleinik′s line method, we study the existence and the uniqueness of the classical solution of the Cauchy problem for the following equation in [0, T] × R2: ∂xxu + u∂yu − ∂tu = f(⋅, u), provided that T is suitable small. Results of numerical experiments are reported to demonstrate that the strong solutions of the above equation may blow up in ...
Zongqi Liang, Huashui Zhan
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Almost Periodicity and Degenerate Parabolic Equations
Rocky Mountain Journal of Mathematics, 1991 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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On Tricomi Problem of Chaplygin’s Hodograph Equation
Abstract and Applied Analysis, 2015 The existence and uniqueness results for the Tricomi problem of Chaplygin’s hodograph equation are shown, in the case that the domain considered is close to the parabolic degenerate line, by adopting the energy integral methods and choosing judiciously ...
Meng Xu, Li Liu, Hairong Yuan
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Existence of solutions for a degenerate seawater intrusion problem
Electronic Journal of Differential Equations, 2005 We study a seawater intrusion problem in a confined aquifer. This process can be formulated as a coupled system of partial differential equations which includes an elliptic and a degenerate parabolic equation.
Mohamed El Alaoui Talibi +1 more
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Fractal Dimension of a Random Invariant Set and Applications
Journal of Applied Mathematics, 2013 We prove an abstract result on random invariant sets of finite fractal dimension. Then this result is applied to a stochastic semilinear degenerate parabolic equation and an upper bound is obtained for the random attractors of fractal dimension.
Gang Wang, Yanbin Tang
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