Results 1 to 10 of about 14,625 (65)
Introduction to discrete functional analysis techniques for the numerical study of diffusion equations with irregular data [PDF]
, 2015 We give an introduction to discrete functional analysis techniques for stationary and transient diffusion equations. We show how these techniques are used to establish the convergence of various numerical schemes without assuming non-physical regularity ...
Droniou, Jerome
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Valuation equations for stochastic volatility models [PDF]
, 2011 We analyze the valuation partial differential equation for European contingent claims in a general framework of stochastic volatility models where the diffusion coefficients may grow faster than linearly and degenerate on the boundaries of the state ...
Bayraktar, Erhan +2 more
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Local time and the pricing of time-dependent barrier options [PDF]
, 2008 A time-dependent double-barrier option is a derivative security that delivers the terminal value $\phi(S_T)$ at expiry $T$ if neither of the continuous time-dependent barriers $b_\pm:[0,T]\to \RR_+$ have been hit during the time interval $[0,T]$. Using a
A. Friedman +36 more
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Analysis of segregated boundary-domain integral equations for variable-coefficient problems with cracks [PDF]
, 2010 This is the pre-print version of the article. The official published version can be obtained from the link below - Copyright @ 2011 Wiley-BlackwellSegregated direct boundary-domain integral equation (BDIE) systems associated with mixed, Dirichlet and ...
Chkadua +16 more
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Some Results on Inverse Scattering [PDF]
, 2007 A review of some of the author's results in the area of inverse scattering is given. The following topics are discussed: 1) Property $C$ and applications, 2) Stable inversion of fixed-energy 3D scattering data and its error estimate, 3) Inverse ...
Ramm, A. G.
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The Helically-Reduced Wave Equation as a Symmetric-Positive System [PDF]
, 2003 Motivated by the partial differential equations of mixed type that arise in the reduction of the Einstein equations by a helical Killing vector field, we consider a boundary value problem for the helically-reduced wave equation with an arbitrary source ...
Torre, C. G.
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Nonlinear normal modes and spectral submanifolds: Existence, uniqueness and use in model reduction
, 2016 We propose a unified approach to nonlinear modal analysis in dissipative oscillatory systems. This approach eliminates conflicting definitions, covers both autonomous and time-dependent systems, and provides exact mathematical existence, uniqueness and ...
Haller, George, Ponsioen, Sten
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Stochastic Mean-Field Limit: Non-Lipschitz Forces \& Swarming
, 2010 We consider general stochastic systems of interacting particles with noise which are relevant as models for the collective behavior of animals, and rigorously prove that in the mean-field limit the system is close to the solution of a kinetic PDE.
Bolley, François +2 more
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, 2010 In this paper, we study the asymptotic behavior as $x_1\to+\infty$ of solutions of semilinear elliptic equations in quarter- or half-spaces, for which the value at $x_1=0$ is given. We prove the uniqueness and characterize the one-dimensional or constant
Efendiev, Messoud, Hamel, Francois
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, 2010 Exotic heat equations that allow to prove the Poincar\'e conjecture, some related problems and suitable generalizations too are considered. The methodology used is the PDE's algebraic topology, introduced by A.
Prástaro, Agostino
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