Results 91 to 100 of about 1,312 (223)

On one-dimensional stochastic control problems: applications to investment models [PDF]

open access: yes
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
core  

High-accuracy quasi-variable mesh method for the system of 1D quasi-linear parabolic partial differential equations based on off-step spline in compression approximations

open access: yesAdvances in Difference Equations, 2017
In this article, we propose a new two-level implicit method of accuracy two in time and three in space based on spline in compression approximations using two off-step points and a central point on a quasi-variable mesh for the numerical solution of the ...
RK Mohanty, Sachin Sharma
doaj   +1 more source

Iterative solution of quasilinear parabolic equations by parabolic equations with constant coefficients [PDF]

open access: yesThe Journal of the Australian Mathematical Society. Series B. Applied Mathematics, 1982
AbstractA method for solving quasilinear parabolic equations of the typesthat differs radically from previously known methods is proposed. For each initial-boundary-value problem of one of these types that has boundary conditions of the first kind (second kind), a conjugate initial-boundary-value problem of the other type that has boundary conditions ...
openaire   +1 more source

Stochastic dynamics with singular lower order terms in finite and infinite dimensions

open access: yes, 2009
Jin P. Stochastic dynamics with singular lower order terms in finite and infinite dimensions. Bielefeld (Germany): Bielefeld University; 2009.In this work, we aim to study several stochastic dynamics with singular coefficients.
Jin, Peng
core   +1 more source

A priori estimates for quasilinear degenarate parabolic equations [PDF]

open access: yes, 2003
We prove some maximum and gradient estimates for classical solutions to a wide class of quasilinear degenerate parabolic equations, including first order ones.
Pascucci A.   +3 more
core   +1 more source

A Compact Difference Scheme for a Class of Variable Coefficient Quasilinear Parabolic Equations with Delay

open access: yesAbstract and Applied Analysis, 2014
A linearized compact difference scheme is provided for a class of variable coefficient parabolic systems with delay. The unique solvability, unconditional stability, and convergence of the difference scheme are proved, where the convergence order is four
Wei Gu
doaj   +1 more source

Optimal Control of Quasilinear Parabolic Equations

open access: yes, 1993
Casas, Eduardo; Fernandez, Luis A.; Yong, Jiongmin. (1993). Optimal control of quasilinear parabolic equations.
Yong, Jiongmin   +5 more
core  

Quasilinear evolution equations and parabolic systems

open access: yes, 1986
It is shown that general quasilinear parabolic systems possess unique maximal classical solutions for sufficiently smooth initial values, provided the boundary conditions are “time-independent”.
Herbert Amann
core   +1 more source

Explicit exponential decay bounds in quasilinear parabolic problems

open access: yesJournal of Inequalities and Applications, 1999
This paper deals with classical solutions of some initial boundary value problems involving the quasilinear parabolic equation where are given functions. In the case of one space variable, i.e.
Piro S Vernier, Philippin GA
doaj  

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