Singularly perturbed fully nonlinear parabolic problems and their asymptotic free boundaries

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A Stochastic Approximation for Fully Nonlinear Free Boundary Parabolic Problems

When the option pricing problem is of several dimensions, for example, basket options, deterministic methods such as finite difference are almost intractable; because the complexity increases exponentially with the dimension and one almost inevitably needs to use Monte Carlo simulations. Moreover, many problems in finance, for example, pricing in incomplete markets and portfolio optimization, l...

متن کامل

Solving Parabolic Singularly Perturbed Problems by Collocation Using Tension Splines

Tension spline is a function that, for given partition x0 < x1 < . . . < xn, on each interval [xi, xi+1] satisfies differential equation (D − ρiD)u = 0, where ρi’s are prescribed nonnegative real numbers. In the literature, tension splines are used in collocation methods applied to two-points singularly perturbed boundary value problems with Dirichlet boundary conditions. In this paper, we adap...

متن کامل

Shooting Method for Nonlinear Singularly Perturbed Boundary-value Problems

Asymptotic formulas, as ε → 0, are derived for the solutions of the nonlinear differential equation εu+Q(u) = 0 with boundary conditions u(−1) = u(1) = 0 or u′(−1) = u(1) = 0. The nonlinear term Q(u) behaves like a cubic; it vanishes at s−, 0, s+ and nowhere else in [s−, s+], where s− < 0 < s+. Furthermore, Q (s±) < 0, Q (0) > 0 and the integral of Q on the interval [s−, s+] is zero. Solutions ...

متن کامل

Robust Monotone Iterates for Nonlinear Singularly Perturbed Boundary Value Problems

Recommended by Donal O'Regan This paper is concerned with solving nonlinear singularly perturbed boundary value problems. Robust monotone iterates for solving nonlinear difference scheme are constructed. Uniform convergence of the monotone methods is investigated, and convergence rates are estimated. Numerical experiments complement the theoretical results.

متن کامل

Numerical analysis of singularly perturbed nonlinear reaction-diffusion problems

Semilinear reaction-diffusion two-point boundary value problems with multiple solutions are considered. Here the second-order derivative is multiplied by a small positive parameter and consequently these solutions can have boundary or interior layers. A survey is given of the results obtained in our recent investigations into the numerical solution of these problems on layer-adapted meshes.

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Revista Matemática Iberoamericana

سال: 2019

ISSN: 0213-2230

DOI: 10.4171/rmi/1091