Results 171 to 180 of about 54,046 (227)

PDE models for American options with counterparty risk and two stochastic factors: Mathematical analysis and numerical solution

open access: bronzeComputers & Mathematics with Applications, 2020
Abstract In this article we propose new linear and nonlinear partial differential equations (PDEs) models for pricing American options and total value adjustment in the presence of counterparty risk. An innovative aspect comes from the consideration of stochastic spreads, which increases the dimension of the problem.
Iñigo Arregui   +3 more
openaire   +3 more sources

High-Resolution Mathematical and Numerical Analysis of Involution-Constrained PDEs

open access: closedOberwolfach Reports, 2014
Partial differential equations constrained by involutions provide the highest fidelity mathematical models for a large number of complex physical systems of fundamental interest in critical scientific and technological disciplines. The applications described by these models include electromagnetics, continuum dynamics of solid media, and general ...
Bruno Després   +3 more
openaire   +3 more sources

Mathematical Analysis of a PDE-ODE Coupled Model of Mitochondrial Swelling with Degenerate Calcium Ion Diffusion

open access: closedSIAM Journal on Mathematical Analysis, 2020
The model that we investigate here is motivated by the mitochondrial swelling process controlled by calcium ions, the spatial dynamics of which is described by degenerate diffusion.
Hermann J. Eberl   +2 more
openaire   +3 more sources

Mathematical Analysis of a Non-Local Mixed ODE-PDE Model for Tumor Invasion and Chemotherapy

open access: closedActa Applicandae Mathematicae, 2020
We present a new mathematical model for acid-mediated tumor invasion encompassing chemotherapy treatment. The model consists of a mixed ODE-PDE system with four differential equations, describing the spatio-temporal dynamics of normal cells, tumor cells, lactic acid concentration, and chemotherapy drug concentration.
Anderson L. A. de Araujo   +2 more
openaire   +3 more sources

Mathematical Analysis of a Transformed ODE from a PDE Multiscale Model of Hepatitis C Virus Infection

open access: closedBulletin of Mathematical Biology, 2019
Mathematical modeling has revealed the quantitative dynamics during the process of viral infection and evolved into an important tool in modern virology. Coupled with analyses of clinical and experimental data, the widely used basic model of viral dynamics described by ordinary differential equations (ODEs) has been well parameterized. In recent years,
Yusuke Asai   +8 more
openaire   +4 more sources

Numerical analysis of nonlinear time‐fractional fluid models for simulating heat transport processes in porous medium

ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik, 2023
Hybrid nanomaterials offer potential scope for increasing numerous novel applications when engineered to deliver availably functional properties. In the current assessment, a novel fractional constitutive relationship for buoyance‐driven flow and heat ...
Mumtaz Khan, A. Rasheed, M. S. Anwar
semanticscholar   +1 more source

Non‐similar analysis of chemically reactive bioconvective Casson nanofluid flow over an inclined stretching surface

ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik, 2023
Bioconvection in non‐Newtonian nanofluids has a wide range of contemporary applications in biotech, biomechanics, microbiology, computational biology, medical science, etc.
U. Farooq, Muzamil Hussain, Umer Farooq
semanticscholar   +1 more source

Nonsimilar forced convection analysis of maxwell nanofluid flow over an exponentially stretching sheet with convective boundary conditions

ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik, 2023
This proposed work aims to describe nonsimilar forced convection analysis for the flow of Maxwell nanofluids. The forced flow is commenced due to the stretching surface (SS) at an exponential rate.
Raheela Razzaq   +2 more
semanticscholar   +1 more source

Analysis of radiative MHD Carreau nanofluid flow with melting heat transfer and variable thermal conductivity

ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik, 2023
In this work, we present the impacts of melting heat transfer phenomena on the steady, laminar, incompressible, two‐dimensional magnetohydrodynamic (MHD) Carreau nanofluid flow towards the stretching sheet.
Zawar Khan, S. Zeb, Muhammad Yousaf
semanticscholar   +1 more source

Numerical analysis of gyrotactic microorganisms in MHD radiative Eyring–Powell nanofluid across a static/moving wedge with Soret and Dufour effects

ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik, 2022
The proposed mathematical analysis intends to investigate the behavior of gyrotactic microorganisms to depict their significance in heat and mass transfer in unsteady magnetohydrodynamics (MHD) radiative Eyring–Powell nanofluid passing through a static ...
C. S. Reddy   +3 more
semanticscholar   +1 more source

Home - About - Disclaimer - Privacy