Results 81 to 90 of about 183,010 (330)

Nonlinear Parabolic Equations arising in Mathematical Finance

, 2017
This survey paper is focused on qualitative and numerical analyses of fully nonlinear partial differential equations of parabolic type arising in financial mathematics.
A. Tourin, B. Bank, B. Düring, C.G. Averbuj, D. Ševčovič, D. Ševčovič, D.P. Bertsekas, G. Barles, J. Ankudinova, J.H. Witte, K. Muthuraman, L.A. Bordag, M. Avellaneda, M. Hamala, M. Jandačka, M. Koleva, M. Kratka, M. Musiela, M.C. Crandall, M.C. Mariani, M.N. Koleva, N. Ishimura, N. Ishimura, P. Amster, P. Schönbucher, Q.S. Song, R. Abe, R. Company, R. Frey, S. Kilianová, S. Kilianová, S. Nayak, S. Zhou, T. Hoggard, T. Zariphopoulou, W. Liao, W.H. Fleming, Y. Huang, Y.K. Kwok, Z. Macová   +39 more
core   +1 more source

A priori bounds for the generalised parabolic Anderson model

Communications on Pure and Applied Mathematics, EarlyView.
Abstract We show a priori bounds for solutions to (∂t−Δ)u=σ(u)ξ$(\partial _t - \Delta) u = \sigma (u) \xi$ in finite volume in the framework of Hairer's Regularity Structures [Invent Math 198:269–504, 2014]. We assume σ∈Cb2(R)$\sigma \in C_b^2 (\mathbb {R})$ and that ξ$\xi$ is of negative Hölder regularity of order −1−κ$- 1 - \kappa$ where κ<κ¯$\kappa <
Ajay Chandra, Guilherme de Lima Feltes, Hendrik Weber   +2 more
wiley   +1 more source

Almost Periodic (Type) Solutions to Parabolic Cauchy Inverse Problems

Abstract and Applied Analysis, 2012
We first show the existence and uniqueness of (pseudo) almost periodic solutions of some types of parabolic equations. Then, we apply the results to a type of Cauchy parabolic inverse problems and show the existence, uniqueness, and stability.
Fenglin Yang, Chuanyi Zhang
doaj   +1 more source

Harnack's Inequality for Parabolic De Giorgi Classes in Metric Spaces

, 2012
In this paper we study problems related to parabolic partial differential equations in metric measure spaces equipped with a doubling measure and supporting a Poincare' inequality.
Kinnunen, J., Marola, N., Miranda jr., M., Paronetto, F.   +3 more
core  

Symmetrization for fractional Neumann problems

, 2016
In this paper we complement the program concerning the application of symmetrization methods to nonlocal PDEs by providing new estimates, in the sense of mass concentration comparison, for solutions to linear fractional elliptic and parabolic PDEs with ...
Volzone, Bruno
core   +1 more source

Damping Modification Factors for Pile–Induced Filtering Effect

Earthquake Engineering &Structural Dynamics, EarlyView.
ABSTRACT Period–dependent Damping Modification Factors are usually applied to the 5%–damped pseudo–acceleration response spectrum at free field conditions to derive the seismic demand for structures with damping ratio other than 5%. Likewise, the response spectrum at the foundation level of pile–supported structures may differ from the free field ...
Emmanouil Rovithis, Maria Iovino, Dimitris Sotiriadis, Raffaele Di Laora   +3 more
wiley   +1 more source

Allen-Cahn and Cahn-Hilliard variational inequalities solved with Optimization Techniques [PDF]

, 2010
Parabolic variational inequalities of Allen-Cahn and Cahn- Hilliard type are solved using methods involving constrained optimization. Time discrete variants are formulated with the help of Lagrange multipliers for local and non-local equality and ...
Blank, Luise, Butz, Martin, Garcke, Harald, Sarbu, Lavinia, Styles, Vanessa   +4 more
core  

KOSTANT'S PROBLEM AND PARABOLIC SUBGROUPS [PDF]

Glasgow Mathematical Journal, 2009
AbstractLet be a finite dimensional complex semi-simple Lie algebra with Weyl group W and simple reflections S. For I ⊆ S let I be the corresponding semi-simple subalgebra of . Denote by WI the Weyl group of I and let w○ and wI○ be the longest elements of W and WI, respectively. In this paper we show that the answer to Kostant's problem, i.e.
openaire   +2 more sources

Development of a Novel Modified Mean‐Line Approach for Performance Prediction of Axial Compressors

Energy Science &Engineering, EarlyView.
ABSTRACT There is significant importance in accurate prediction of axial flow compressor characteristics at different conditions. Different techniques and models have been proposed for performance prediction of axial compressors. Because of its lower computational cost and high speed the meanline algorithm has been widely applied in preliminary design ...
Sina Hassanlue, Mohammad Alhuyi Nazari, Mohammadreza Pakatchian   +2 more
wiley   +1 more source

Well-posedness of elliptic-parabolic differential problem with integral condition

Қарағанды университетінің хабаршысы. Математика сериясы
In this paper, we study a class of nonlocal boundary value problems for elliptic-parabolic equations subject to integral-type conditions. Such problems naturally emerge in various physical and engineering contexts, including diffusion processes in ...
O. Gercek
doaj   +1 more source