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Application of Shannon Entropy to Reaction-Diffusion Problems Using the Stochastic Finite Difference Method. [PDF]
Kamiński M, Ossowski RL.
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PDE surface generation with combined closed and non-closed form solutions
Partial differential equations (PDEs) combined with suitably chosen boundary conditions are effective in creating free form surfaces. In this paper, a fourth order partial differential equation and boundary conditions up to tangential continuity are introduced. The general solution is divided into a closed form solution and a nonclosed form one leading
Jianjun Zhang, Lihua You
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Exact Solutions Of Systems Of Nonlinear Time-Space Fractional Pdes Using An Iterative Method
Journal of Computational and Nonlinear Dynamics, 2023Fractional partial differential equations are useful tools to describe transportation, anomalous and non-Brownian diffusion. In the present paper, we propose the Daftardar-Gejji and Jafari method along with its error analysis for solving systems of ...
Manoj Kumar
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Semi Closed Solution for Heston Model by Geometric Trasformations [PDF]
We present and discuss an alternative solution writeable in closed form of the Hestons PDE, for which the solution is known in literature, up to an inverse Fourier transform. Since the algorithm to compute the inverse Fourier Transform is not able to be applied easily for every payoff, we have elaborated a new methodology based on changing of variables
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Symmetry, Compatibility and Exact Solutions of PDEs
Acta Applicandae Mathematicae - An International Survey Journal on Applying Mathematics and Mathematical Applications, 2012We discuss various compatibility criteria for overdetermined systems of PDEs generalizing the approach to formal integrability via brackets of differential operators.
B. Kruglikov
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Solving Fourth-Order PDEs using the LMAPS
Advances in Applied Mathematics and Mechanics, 2020To overcome the difficulty for solving fourth order partial differential equations (PDEs) using localized methods, we introduce and extend a recent method to decompose the particular solution of such equation into particular solutions of two second-order
global sci
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American Control Conference
We provide two methods for computation of continuum backstepping kernels that arise in control of continua (ensembles) of linear hyperbolic PDEs and which can approximate backstepping kernels arising in control of a large-scale, PDE system counterpart ...
Jukka-Pekka Humaloja+1 more
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We provide two methods for computation of continuum backstepping kernels that arise in control of continua (ensembles) of linear hyperbolic PDEs and which can approximate backstepping kernels arising in control of a large-scale, PDE system counterpart ...
Jukka-Pekka Humaloja+1 more
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