On Degenerate Parabolic Equations [PDF]
The paper deals with the existence of solutions of some generalized Stefan-type equation in the framework of Orlicz spaces.
Mohammed Kbiri Alaoui
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Degenerate semilinear parabolic equations [PDF]
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Andreas Stahel
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Discontinuous “viscosity” solutions of a degenerate parabolic equation [PDF]
We study a nonlinear degenerate parabolic equation of the second order. Regularizing the equation by adding some artificial viscosity, we construct a generalized solution. We show that this solution is not necessarily continuous at all points.
Michiel Bertsch +2 more
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Asymptotic Expansions for Degenerate Parabolic Equations
We prove asymptotic convergence results for some analytical expansions of solutions to degenerate PDEs with applications to financial mathematics. In particular, we combine short-time and global-in-space error estimates, previously obtained in the uniformly parabolic case, with some a priori bounds on “short cylinders”, and we achieve short-time ...
Stefano Pagliarani, Andrea Pascucci
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Convergence analysis of option drift rate inverse problem based on degenerate parabolic equation
In 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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Strong Traces to Degenerate Parabolic Equations [PDF]
We prove existence of strong traces at $t=0$ for quasi-solutions to (multidimensional) degenerate parabolic equations with no non-degeneracy conditions. In order to solve the problem, we combine the blow up method and a strong precompactness result for quasi-solutions to degenerate parabolic equations with the induction argument with respect to the ...
Marko Erceg, Darko Mitrović
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Existence results for some nonlinear parabolic equations with degenerate coercivity and singular lower-order terms [PDF]
In this paper, we study the existence results for some parabolic equations with degenerate coercivity, singular lower order term depending on the gradient, and positive initial data in $L^1$.
Rabah Mecheter, Fares Mokhtari
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WENO schemes for multidimensional nonlinear degenerate parabolic PDEs [PDF]
In this paper, a scheme is presented for approximating solutions of non linear degenerate parabolic equations which may contain discontinuous solutions.
R. Abedian
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A priori estimate of the solution of the Cauchy problem in the Sobolev classes for discontinuous coefficients of degenerate heat equations [PDF]
Partial differential equations of the parabolic type with discontinuous coefficients and the heat equation degenerating in time, each separately, have been well studied by many authors.
U.K. Koilyshov +2 more
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Well-posedness of non-autonomous degenerate parabolic equations under singular perturbations
This article concerns the asymptotic behavior of the following non-autonomous degenerate parabolic equation with singular perturbations defined on a bounded domain in $\mathbb{R}^n$, $$ \frac{\partial u}{\partial t}+\lambda u-\operatorname{div ...
Jingyu Wang, Yejuan Wang, Dun Zhao
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