Results 1 to 10 of about 235,217 (374)
Numerical Analysis of an Elliptic-Parabolic Partial Differential Equation [PDF]
SIAM Journal on Numerical Analysis, 1968 G. Fichera [1] and other authors have investigated partial differential equations of the form [Eq. 1.1] in which the matrix (aij(x)) is required to be semidefinite. Equations of this type occur in the theory of random processes.
Franklin, Joel N., Rodemich, Eugene R.
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Positive Solutions of a Nonlinear Parabolic Partial Differential Equation [PDF]
Abstract and Applied Analysis, 2014 We deal with the existence and uniqueness of positive solutions to a class of nonlinear parabolic partial differential equations, by using some fixed point theorems for mixed monotone operators with perturbation.
Chengbo Zhai, Shunyong Li
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Quasilinear parabolic stochastic partial differential equations: existence, uniqueness [PDF]
Stochastic Processes and their Applications, 2015 In this paper, we provide a direct approach to the existence and uniqueness of strong (in the probabilistic sense) and weak (in the PDE sense) solutions to quasilinear stochastic partial differential equations, which are neither monotone nor locally monotone.
Martina Hofmanová, Tusheng Zhang
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„BLACK-SCHOLES MODEL USED TO EVALUATE STOCKS OPTIONS” [PDF]
Annals of the University of Oradea: Economic Science, 2010 Partial differential equation, parabolic Black-Scholes type, is used in evaluating equity options, that paying constant and continue dividends or in evaluate options in which interest rate, volatility and dividend are dependent on time.
Turcan Radu Olimpiu Calin
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Parabolic and pseudo-parabolic partial differential equations* [PDF]
Journal of the Mathematical Society of Japan, 1969 Tsuan Wu Ting
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Normal forms for parabolic partial differential equations
, 1993 Summary: The authors begin a study of normal form theorems for parabolic partial differential equations \[ \partial_ t v= \partial_ x^ 2 v+\mu v-v^ 3- \varepsilon R(v), \] where \(R\) is a polynomial whose terms are all of degree 4 or higher. They show that despite the presence of resonances one can construct a partial normal form for perturbations of ...
Jean‐Pierre Eckmann +2 more
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Quasilinear Parabolic Equations Associated with Semilinear Parabolic Equations
Mathematics, 2023 We formulate a quasilinear parabolic equation describing the behavior of the global-in-time solution to a semilinear parabolic equation. We study this equation in accordance with the blow-up and quenching patterns of the solution to the original ...
Katsuyuki Ishii +2 more
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On Some Results of the Nonuniqueness of Solutions Obtained by the Feynman–Kac Formula
Mathematics, 2023 The Feynman–Kac formula establishes a link between parabolic partial differential equations and stochastic processes in the context of the Schrödinger equation in quantum mechanics.
Byoung Seon Choi, Moo Young Choi
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Large deviations for stochastic Kuramoto–Sivashinsky equation with multiplicative noise
Nonlinear Analysis, 2021 The Kuramoto–Sivashinsky equation is a nonlinear parabolic partial differential equation, which describes the instability and turbulence of waves in chemical reactions and laminar flames. The aim of this work is to prove the large deviation principle for
Gregory Amali Paul Rose +2 more
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Postprocessing for Stochastic Parabolic Partial Differential Equations [PDF]
SIAM Journal on Numerical Analysis, 2007 We investigate the strong approximation of stochastic parabolic partial differential equations with additive noise. We introduce postprocessing in the context of a standard Galerkin approximation, although other spatial discretizations are possible. In time, we follow [G. J. Lord and J. Rougemont, IMA J. Numer. Anal., 24 (2004), pp. 587-604] and use an
Shardlow, Tony, Lord, Gabriel
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