PDE methods for free boundary problems in financial mathematics
, 2008 QC ...
Arnarson, Teitur
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One dimensional parabolic free boundary problems [PDF]
, 1975 The method of lines is used to approximate explicit and implicit free boundary problems for a linear one dimensional diffusion equation with a sequence of free boundary problems for ordinary differential equations.
Meyer, G H
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Free Boundary Problems in PDEs and Particle Systems [PDF]
, 2016 In this volume a theory for models of transport in the presence of a free boundary is developed.Macroscopic laws of transport are described by PDE's. When the system is open, there are several mechanisms to couple the system with the external forces. Here a class of systems where the interaction with the exterior takes place in correspondence of a free
Gioia Carinci +3 more
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A free boundary problem arising in PDE optimization [PDF]
Calculus of Variations and Partial Differential Equations, 2015 29 pages, 42 ...
BUTTAZZO, GIUSEPPE +2 more
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Abstract robust coarse spaces for systems of PDEs via generalized eigenproblems in the overlaps [PDF]
, 2013 Coarse spaces are instrumental in obtaining scalability for domain decomposition methods for partial differential equations (PDEs). However, it is known that most popular choices of coarse spaces perform rather weakly in the presence of heterogeneities ...
Dolean Maini, Victorita +5 more
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Analysis of some localized boundary-domain integral equations for transmission problems with variable coefficients [PDF]
, 2011 This is the post-print version of the Article. The official published version can be found at the links below - Copyright @ 2011 Birkhäuser Boston.Some segregated systems of direct localized boundary-domain integral equations (LBDIEs) associated with ...
Mikhailov, SE +4 more
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Initial and boundary value problems in two and three dimensions [PDF]
, 2010 This thesis: (a) presents the solution of several boundary value problems (BVPs) for the Laplace and the modified Helmholtz equations in the interior of an equilateral triangle; (b) presents the solution of the heat equation in the interior of an ...
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A system of degenerate parabolic nonlinear PDE's: a new free boundary problem
Interfaces and Free Boundaries, Mathematical Analysis, Computation and Applications, 2005 We prove existence of solutions of a new free boundary problem described by a system of degenerate parabolic equations. The problem arises in petroleum engineering and concerns fluid flows in diatomite rocks. The unknown functions represent the pressure of the fluid and a damage parameter of the porous rock.
M. Bertsch, R. Dal Passo, NITSCH, CARLO
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Optimal Control of Singular Parabolic PDEs Modeling Multiphase Stefan-type Free Boundary Problems
, 2020 Optimal control of the singular nonlinear parabolic PDE which is a distributional formulation of multidimensional and multiphase Stefan-type free boundary problem is analyzed. Approximating sequence of finite-dimensional optimal control problems is introduced via finite differences.
Abdulla, Ugur G., Cosgrove, Evan
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Trial methods for Bernoulli's free boundary problem [PDF]
, 2014 Free boundary problems deal with solving partial differential equations in a domain, a part of whose boundary is unknown – the so-called free boundary. Beside the standard boundary conditions that are needed in order to solve the partial differential ...
Mitrou, Giannoula
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