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Initial-Boundary Value and LC Problems

2013
Evaluation of European-style derivatives can be reduced to solving initial value or initial-boundary value problems of parabolic partial differential equations. This chapter discusses numerical methods for such problems. If an American option problem is formulated as a linear complementarity problem, then the only difference between solving a European ...
You-lan Zhu   +3 more
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Application to semilinear initial-boundary value problems

1991
This chapter is devoted to the semigroup approach to a class of initialboundary value problems for semilinear parabolic differential equations. We prove Theorem 1.5 by using the theory of fractional powers of analytic semigroups (Theorems 10.1 and 10.2). To do this, we verify that all the conditions of Theorem 2.8 are satisfied.
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One-dimensional initial-boundary value problems

2003
We known from experiments that deformation of a body under drying is associated with a change of moisture content and temperature of the body. The motion of a saturated porous solid under drying, described by velocity vs (see Section 3.1). is characterized by mutual interaction between deformation, moisture content and temperature fields. The domain of
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Initial-Boundary Value Problems for Linear Hyperbolic System

SIAM Review, 1986
This paper is primarily a survey of theory developed in the early and mid 1970's by H. O. Kreiss and others. The theory discussed deals with boundary-initial value problems for linear first order hyperbolic systems. A brief discussion is given in one space dimension. Here it is shown that boundary conditions may not be chosen arbitrarily since portions
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Initial Boundary Value Problems from Semiconductor Device Theory

ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik, 1987
AbstractThis paper is concerned with the basic equations for carrier transport in semiconductors in case of boundary conditions allowing the electrostatic potential at a contact to depend on the total current through this contact. An existence‐uniqueness result is proved and, under additional assumptions, the global boundedness and the asymptotic ...
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Initial-boundary value problems for Maxwell–Schrödinger equations

Journal of Evolution Equations
This article studies the initial-boundary value problem for the Maxwell-Schrödinger (MS) system in the Lorenz gauge on bounded or exterior domains \(\Omega \subset \mathbb{R}^d\), \(d=2,3\). The authors impose Dirichlet boundary conditions for the Schrödinger function and perfect electric conductor boundary conditions for the electromagnetic potentials.
Takashi Sakane, Takeshi Wada
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Initial-boundary value problems on the sphere

2016
In this chapter, we consider classes of fluid flow problems on the sphere and in ball shells with given initial and boundary value conditions. We focus our attention on the corresponding Navier-Stokes equations and their linearizations – the socalled forecasting equations.
Klaus Gürlebeck   +2 more
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Difference approximations for initial boundary-value problems

Proceedings of the Royal Society of London. A. Mathematical and Physical Sciences, 1971
The problem of the stability of difference approximations for initial boundary-value problems is examined and recent results obtained in this field by Gustafsson, Kreiss & Sundström (1971) are presented. It is shown that even for scalar equations the Ryabenkii-Godunow condition is not sufficient for stability and a procedure is outlined which leads
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