Results 1 to 10 of about 53,887 (179)
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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Decay Estimates for 1-D Parabolic PDEs with Boundary Disturbances [PDF]
, 2017 In this work decay estimates are derived for the solutions of 1-D linear parabolic PDEs with disturbances at both boundaries and distributed disturbances. The decay estimates are given in the L2 and H1 norms of the solution and discontinuous disturbances
Karafyllis, Iasson, Krstic, Miroslav
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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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Hybrid PDE solver for data-driven problems and modern branching
, 2017 The numerical solution of large-scale PDEs, such as those occurring in data-driven applications, unavoidably require powerful parallel computers and tailored parallel algorithms to make the best possible use of them.
Brown, André EX +11 more
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