Results 1 to 10 of about 2,712 (109)
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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Introducing the Workshop on Variational Analysis, PDEs and Mathematical Economics
Atti della Accademia Peloritana dei Pericolanti : Classe di Scienze Fisiche, Matematiche e Naturali, 2020 In this preface we describe the Workshop “Variational Analysis, PDEs and Mathematical Economics” held in Messina on September 19-20, 2019, to celebrate the 75th birthday of Antonino Maugeri. This special issue of AAPP collects some scientific results presented during the Workshop.
Donato, Maria B., Milasi, Monica
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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 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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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
Kačur, J., Malengier, B., Van Keer, R.
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Mathematical analysis of a PDE epidemiological model applied toscrapie transmission
Communications on Pure and 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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Mathematical analysis of a nonlinear PDE model for European options with counterparty risk
Comptes Rendus. Mathématique, 2019 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.
Arregui, Iñigo +3 more
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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 and numerical methods for a PDE model of a stock loan pricing problem
Journal of Mathematical Analysis and Applications, 2013 In the present paper, the stock loan pricing problem is addressed in the case when the accumulative dividend yield is returned to the borrower on redemption. The optimal regularity of the solution in anisotropic Sobolev spaces is analyzed, by applying obstacle problem techniques associated to hypoelliptic equations of Kolmogorov type.
PASCUCCI, ANDREA +2 more
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