Solving linear parabolic rough partial differential equations [PDF]
Journal of Mathematical Analysis and Applications, 2020 We study linear rough partial differential equations in the setting of [Friz and Hairer, Springer, 2014, Chapter 12]. More precisely, we consider a linear parabolic partial differential equation driven by a deterministic rough path W of Hölder regularity with .
Riedel, Sebastian +4 more
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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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Periodic homogenization of a pseudo-parabolic equation via a spatial-temporal decomposition [PDF]
, 2018 Pseudo-parabolic equations have been used to model unsaturated fluid flow in porous media. In this paper it is shown how a pseudo-parabolic equation can be upscaled when using a spatio-temporal decomposition employed in the Peszyn'ska-Showalter-Yi paper [
AJ Vromans +6 more
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A Strongly A-Stable Time Integration Method for Solving the Nonlinear Reaction-Diffusion Equation
Abstract and Applied Analysis, 2015 The semidiscrete ordinary differential equation (ODE) system resulting from compact higher-order finite difference spatial discretization of a nonlinear parabolic partial differential equation, for instance, the reaction-diffusion equation, is highly ...
Wenyuan Liao
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Path Integral Solution of Linear Second Order Partial Differential Equations I. The General Construction [PDF]
, 2004 A path integral is presented that solves a general class of linear second order partial differential equations with Dirichlet/Neumann boundary conditions. Elementary kernels are constructed for both Dirichlet and Neumann boundary conditions.
Abraham +16 more
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A new method for exact product form and approximation solutions of a parabolic equation with nonlocal initial condition using Ritz method [PDF]
Iranian Journal of Numerical Analysis and Optimization, 2020 Many phenomena in various fields of physics are simulated by parabolic partial differential equations with the nonlocal initial conditions, while there are few numerical methods for solving these problems.
Z. Barikbin
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Optimality Conditions for Semilinear Parabolic Equations with Controls in Leading Term [PDF]
, 2010 An optimal control problem for semilinear parabolic partial differential equations is considered. The control variable appears in the leading term of the equation.
Lou, Hongwei
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Modeling Heavy Metal Sorption and Interaction in a Multispecies Biofilm
Mathematics, 2019 A mathematical model able to simulate the physical, chemical and biological interactions prevailing in multispecies biofilms in the presence of a toxic heavy metal is presented.
Berardino D’Acunto +3 more
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Quasilinear parabolic stochastic partial differential equations: Existence, uniqueness
Stochastic Processes and their Applications, 2017 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.
Hofmanová, Martina, Zhang, Tusheng
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Existence results for a fourth order partial differential equation arising in condensed matter physics [PDF]
, 2015 We study a higher order parabolic partial differential equation that arises in the context of condensed matter physics. It is a fourth order semilinear equation whose nonlinearity is the determinant of the Hessian matrix of the solution. We consider this
Escudero, Carlos +4 more
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