Symmetries of the backward heat equation with potential and interest rate models
نویسندگان
چکیده
منابع مشابه
Optimal filtering for the backward heat equation
For the backwards heat equation, stabilized by an a priori initial bound, an estimator is determined for intermediate values which is optimal with respect to the bound and the observation accuracy. It is shown how this may be implemented computationally with error estimates for the computed approximation which can be made arbitrarily close to the uncertainty level induced by the ill-posedness o...
متن کاملBackward uniqueness for the heat equation
According to Gurarii and Matsaev [5], these properties are equivalent, but no proof was ever published. Here is a summary of known results. When n = 1, both properties hold if and only if D is a bounded interval. For PII this is evident, for PI this follows from the results of Tychonov [7]. When n = 2, and D is an angular sector {z : | arg z| < α}, the property PII holds if and only if α < 45◦....
متن کاملBackward uniqueness for the heat equation
According to Gurarii and Matsaev [5], these properties are equivalent, but no proof was ever published. Here is a summary of known results. When n = 1, both properties hold if and only if D is a bounded interval. For PII this is evident, for PI this follows from the results of Tychonov [7]. When n = 2, and D is an angular sector {z : | arg z| < α}, the property PII holds if and only if α < 45◦....
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15 صفحه اولNonclassical Potential Symmetries of the Burgers Equation
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ژورنال
عنوان ژورنال: Comptes Rendus Mathematique
سال: 2014
ISSN: 1631-073X
DOI: 10.1016/j.crma.2014.03.024