On one-dimensional stochastic control problems: applications to investment models [PDF]
The paper provides a systematic way for finding a partial differential equation that characterize directly the optimal control, in the framework of one?dimensional stochastic control problems of Mayer, with no constraints on the controls.
Ricardo Josa-Fombellida +1 more
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Numerical Solution of Parabolic Equations by the Box Scheme [PDF]
, 1973 The box scheme proposed by H. B. Keller is a numerical method for solving parabolic partial differential equations. We give a convergence proof of this scheme for the heat equation, for a linear parabolic system, and for a class of nonlinear parabolic ...
Fong, Kirby William
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The decomposition of a solution of the quasilinear stochastic parabolic equation with weak source
, 2007 We obtain conditions which guarantee the existence of a decomposition of a solution of the quasilinear stochastic parabolic equation with a weak ...
Melnik, S.
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Complete quenching for a quasilinear parabolic equation
, 2014 cited By (since 1996)0International audienceWe study the homogeneous Dirichlet problem for the quasilinear parabolic equation with the singular absorption term∂tu-δpu+1u>0u-β=f(x,u)in QT=(0,T)×Ω.
Paul Sauvy +5 more
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Electronic Journal of Differential Equations, 2015 Here we generalize quasilinear parabolic p-Laplacian type equations to obtain the prototype equation $$ u_t - \hbox{div} \Big(\frac{g(|Du|)}{|Du|} Du\Big) = 0, $$ where g is a nonnegative, increasing, and continuous function trapped in between two
Sukjung Hwang, Gary M. Lieberman
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A Quasilinear Parabolic System with Nonlocal Boundary Condition
Boundary Value Problems, 2011 We investigate the blow-up properties of the positive solutions to a quasilinear parabolic system with nonlocal boundary condition. We first give the criteria for finite time blowup or global existence, which shows the important influence of nonlocal ...
Mu Chunlai, Chen Botao, Mi Yongsheng
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High precision compact numerical approximation in exponential form for the system of 2D quasilinear elliptic BVPs on a discrete irrational region. [PDF]
MethodsX, 2022 Mohanty RK +3 more
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On some monotonicity in time properties for a quasilinear parabolic equation with source
, 1991 Galaktionov, Victor A.; Posashkov, Sergey A.. (1991). On some monotonicity in time properties for a quasilinear parabolic equation with source.
Galaktionov, Victor A. +1 more
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A new spline technique for the time fractional diffusion-wave equation. [PDF]
MethodsX, 2023 Singh S, Singh S, Aggarwal A.
europepmc +1 more source
On Regularized Systems of Equations for Gas Mixture Dynamics with New Regularizing Velocities and Diffusion Fluxes. [PDF]
Entropy (Basel), 2023 Zlotnik A, Lomonosov T.
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