Results 81 to 90 of about 2,712 (109)

Mathematical analysis and numerical methods for a PDE model governing a rachet-cap pricing in the Libor Market Model

2011
In this paper we present a PDE formulation for the ratchet cap pricing problem. The underlying LIBOR interest rates are assumed to follow the LIBOR market model. For this PDE problem the existence and uniqueness of solution are obtained in the classical framework of uniformly parabolic PDEs in terms of a sequence of nested Cauchy prob- lems.
PASCUCCI, ANDREA, M. Suarez Taboada, C. Vazquez   +2 more
openaire   +1 more source

State-dependent Riccati equation feedback stabilization for nonlinear PDEs

Advances in Computational Mathematics, 2023
Alessandro Alla, Dante Kalise, Valeria Simoncini   +2 more
exaly  

Mathematical analysis of PDE models in combustion theory

Journal of Mathematical Chemistry
Vladimir Gutlyanskiǐ, Roman Taranets
openaire   +1 more source

Mathematical Analysis of Heat-Induced Vibrations in Damped Strings Using Laplace Transforms for Solving ODEs and PDEs

 This paper investigates the use of Laplace transforms to derive analytical solutions for one-dimensional heat-induced vibrations in damped elastic strings. The governing partial differential equation, incorporating both spatial and temporal dependencies with a damping term, is transformed into an ordinary differential equation in the Laplace domain ...
openaire   +1 more source

Mathematical modelling and numerical analysis : = Modélisation mathématique et analyse numérique / A minimum effort optimal control problem for elliptic PDEs

2012
This work is concerned with a class of minimum effort problems for partial differentialequations, where the control cost is of L∞-type. Since this problem is non-differentiable, a regularizedfunctional is introduced that can be minimized by a superlinearly convergent semi-smooth Newtonmethod.
Clason, Christian, Ito, Kazufumi, Kunisch, Karl   +2 more
openaire   +1 more source

Mathematical Modeling of Virus Infection

2021
openaire   +1 more source

Preface of the “Symposium on multi-scale mathematical and numerical analysis of involution-constrained PDEs”

AIP Conference Proceedings, 2015
Alexander A. Lukyanov, Hadi Hajibeygi, Evgeny Romenski   +2 more
openaire   +1 more source

The Order Completion Method for Systems of Nonlinear PDEs: Pseudo-topological Perspectives

Acta Applicandae Mathematicae, 2008
Jan Harm Van Der Walt, Van Der Walt Jan Harm   +1 more
exaly  

KAM for PDEs

Bolletino Dell Unione Matematica Italiana, 2016
Massimiliano Berti, Berti Massimiliano
exaly  

Numerical approximations of second order PDEs by boundary value methods and the method of lines

Afrika Matematika, 2016
T A Biala, S N Jator, Jator S N
exaly