Results 1 to 10 of about 2,145,544 (285)
Mathematical analysis of nonlocal PDEs for network generation [PDF]
Mathematical Modelling of Natural Phenomena, 2019 In this paper, we study a certain class of nonlocal partial differential equations (PDEs). The equations arise from a key problem in network science, i.e., network generation from local interaction rules, which result in a change of the degree distribution as time progresses.
Tobias Böhle, Christian Kuehn
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Mathematical analysis of a PDE epidemiological model applied to scrapie transmission [PDF]
Communications on Pure & Applied Analysis, 2008 El objetivo de este trabajo es analizar un modelo dinámico que describe la propagación de la tembladera en un rebaño de ovejas. La tembladera es una encefalopatía espongiforme transmisible, endémica en algunas regiones europeas y sujeta a estrictas medidas de control. El modelo tiene en cuenta varios factores y procesos, incluida la cría estacional, la
Najat Ziyadi +3 more
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Symmetry Analysis of an Interest Rate Derivatives PDE Model in Financial Mathematics [PDF]
Symmetry, 2019 We perform Lie symmetry analysis to a zero-coupon bond pricing equation whose price evolution is described in terms of a partial differential equation (PDE). As a result, using the computer software package SYM, run in conjunction with Mathematica, a new family of Lie symmetry group and generators of the aforementioned pricing equation are derived.
Bosiu C. Kaibe, John G. O’Hara
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Mathematical analysis of PDE systems which govern fluid-structure interactive phenomena
Boletim da Sociedade Paranaense de Matemática, 2007 In this paper, we review and comment upon recently derived results for time dependent partial differential equation (PDE) models, which have been used to describe the various fluid-structure interactions which occur in nature. For these fluid-structure PDEs, this survey is particularly focused on the authors' results of (i) semigroup wellposedness, (ii)
Avalos, George, Triggiani, Roberto
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Mathematical analysis of a nonlinear PDE model for European options with counterparty risk [PDF]
Comptes Rendus. Mathématique, 2019 Abstract In this work, we analyze a nonlinear partial differential equation (PDE) model for the total value adjustment on European options in the presence of a counterparty risk. We transform the nonlinear PDE into an equivalent one, involving a sectorial operator, and prove the existence and uniqueness of a solution.
Daniel Sevcovic +3 more
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Mathematical analysis and numerical methods for a PDE model of a stock loan pricing problem
Journal of Mathematical Analysis and Applications, 2013 In this paper the mathematical analysis of a model for pricing stock loan contracts, when the accumulative dividend yield associated to the stock is returned by the lender to the borrower on redemption, is carried out. More precisely, the model is formulated in terms of an obstacle problem associated to a Kolmogorov equation and the existence and ...
PASCUCCI, ANDREA +2 more
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On the Mathematical Analysis and Numerical Approximation of a System of Nonlinear Parabolic PDEs
Zeitschrift für Analysis und ihre Anwendungen, 2009 In this paper we consider a boundary value problem for a system of 2 nonlinear parabolic PDEs e.g. arising in the context of flow and transport in porous media. The flow model is based on tho nonlinear Richard’s equation problem and is combined with the transport equation through saturation and Darcy’s velocity (discharge) terms. The convective terms are
R. Van Keer +2 more
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Mathematical Analysis of a PDE System for Biological Network Formation [PDF]
Communications in Partial Differential Equations, 2015 Motivated by recent physics papers describing rules for natural network formation, we study an elliptic-parabolic system of partial differential equations proposed by Hu and Cai. The model describes the pressure field thanks to Darcy's type equation and the dynamics of the conductance network under pressure force effects with a diffusion rate $D ...
Haskovec, Jan +2 more
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Mathematical and numerical analysis for PDE systems modeling intravascular drug release from arterial stents and transport in arterial tissue [PDF]
Mathematical Biosciences and Engineering<abstract><p>This paper is concerned with the PDE (partial differential equation) and numerical analysis of a modified one-dimensional intravascular stent model. It is proved that the modified model has a unique weak solution by using the Galerkin method combined with a compactness argument. A semi-discrete finite-element method and a fully
Xiaobing Feng, Tingao Jiang
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Mathematical modelling of chemical engineering systems by finite element analysis using PDE/PROTRAN
Computers & Mathematics with Applications, 1988 AbstractThe use of commercially available software for obtaining finite-element solutions to partial differential equations encountered in engineering and the applied sciences is considered. A particular software package called PDE/PROTRAN that can solve a general class of either time-dependent, steady-state, or eigenvalue type PDEs in two space ...
Patrick L. Mills +3 more
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