Results 161 to 170 of about 2,638 (189)

Continuous limit of random walks and its application to approximation of nonlinear PDEs (Mathematical Analysis in Fluid and Gas Dynamics)

open access: yesContinuous limit of random walks and its application to approximation of nonlinear PDEs (Mathematical Analysis in Fluid and Gas Dynamics)
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A local solution for some PDEs with hysteresis and some problems (Nonlinear evolution equations and related topics to mathematical analysis of a phenomena)

open access: yesA local solution for some PDEs with hysteresis and some problems (Nonlinear evolution equations and related topics to mathematical analysis of a phenomena)
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Mathematical modelling of chemical engineering systems by finite element analysis using PDE/PROTRAN

open access: closedComputers & Mathematics with Applications, 1988
The PDE/PROTRAN program package is presented (PROTRAN being a powerful preprocessor), theoretical algorithm aspects as well as practical references on two interesting engineering problems. This package can be used to solve two-dimensional problems governed by partial differential equations, like steady-state or time-dependent, as well as eigenvalue ...
Patrick L. Mills, P.A. Ramachandran
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Mathematical analysis and numerical methods for a PDE model of a stock loan pricing problem

open access: closedJournal 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.
Andrea Pascucci   +2 more
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Mathematical analysis of a nonlinear PDE model for European options with counterparty risk

open access: closedComptes 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.
Íñigo Arregui   +3 more
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