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181
The Local Stability of Solutions for a Nonlinear Equation
Published 2014-01-01“…The approach of Kruzkov’s device of doubling the variables is applied to establish the local stability of strong solutions for a nonlinear partial differential equation in the space L1(R) by assuming that the initial value only lies in the space L1(R)∩L∞(R).…”
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182
Approximate Solutions of Delay Parabolic Equations with the Dirichlet Condition
Published 2012-01-01“…Finite difference and homotopy analysis methods are used for the approximate solution of the initial-boundary value problem for the delay parabolic partial differential equation with the Dirichlet condition. The convergence estimates for the solution of first and second orders of difference schemes in Hölder norms are obtained. …”
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183
New Results on the Noise Figure of HEMTs
Published 1993-01-01“…The fundamental relationship that gives minimum noise figure is derived from a first-order linear partial differential equation, which is established by assuming reasonable statements based on experience.…”
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184
Positive Solutions for the Initial Value Problem of Fractional Evolution Equations
Published 2013-01-01“…As an example, we study the partial differential equation of the parabolic type of fractional order.…”
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185
Uniqueness and radial symmetry for an inverse elliptic equation
Published 2003-01-01“…We consider an inverse rearrangement semilinear partial differential equation in a 2-dimensional ball and show that it has a unique maximizing energy solution. …”
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186
An Analytic Solution for a Vasicek Interest Rate Convertible Bond Model
Published 2010-01-01“…This paper provides the analytic solution to the partial differential equation for the value of a convertible bond. …”
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187
A New Proof of Central Limit Theorem for i.i.d. Random Variables
Published 2013-01-01“…Our main tool is the viscosity solution theory of partial differential equation (PDE).…”
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188
Necessary and Sufficient Conditions of Optimality for a Damped Hyperbolic Equation in One-Space Dimension
Published 2014-01-01“…The present paper deals with the necessary optimality condition for a class of distributed parameter systems in which the system is modeled in one-space dimension by a hyperbolic partial differential equation subject to the damping and mixed constraints on state and controls. …”
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189
Pricing Parisian Option under a Stochastic Volatility Model
Published 2014-01-01“…A stochastic volatility correction to the Black-Scholes price of the Parisian option is obtained in a partial differential equation form and the solution is characterized numerically.…”
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190
Nonlinear elliptic problems with the method of finite volumes
Published 2006-01-01“…Numerically solving nonlinear partial differential equations consists of discretizing the nonlinear partial differential equation and then solving the formed nonlinear system of equations. …”
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191
Integral price formulas for lookback options
Published 2005-01-01“…The intricacies in the derivation procedures using the partial differential equation techniques stem from the degenerate nature of the pricing models, where the lookback state variables appear only in the auxiliary conditions but not in the governing differential equations. …”
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192
Application of Asymptotic Analysis of a High-Dimensional HJB Equation to Portfolio Optimization
Published 2023-01-01“…The Hamilton–Jacobi–Bellman equation formulated from the optimal investment problem is a high-dimensional nonlinear partial differential equation and difficult to find its analytical or numerical solutions. …”
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193
A Generalized Nonlinear Gronwall-Bellman Inequality with Maxima in Two Variables
Published 2013-01-01“…We apply our result to a boundary value problem of a partial differential equation with maxima for uniqueness.…”
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194
Qualitative Analysis of Coating Flows on a Rotating Horizontal Cylinder
Published 2012-01-01“…We consider a nonlinear 4th-order degenerate parabolic partial differential equation that arises in modelling the dynamics of an incompressible thin liquid film on the outer surface of a rotating horizontal cylinder in the presence of gravity. …”
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195
New Exact Solutions of Burgers’ Equation Using Power Index Method
Published 2022-01-01“…In this method, we choose suitable indexes of independent variables and similarity transformation so that the partial differential equation may be converted into ODE. We have obtained analytic solution of the ODE by using symbolic package Maple. …”
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196
Solutions and Conservation Laws of a (2+1)-Dimensional Boussinesq Equation
Published 2013-01-01“…We study a nonlinear evolution partial differential equation, namely, the (2+1)-dimensional Boussinesq equation. …”
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197
Exact Solutions of the Space Time Fractional Symmetric Regularized Long Wave Equation Using Different Methods
Published 2014-01-01“…We apply the functional variable method, exp-function method, and (G′/G)-expansion method to establish the exact solutions of the nonlinear fractional partial differential equation (NLFPDE) in the sense of the modified Riemann-Liouville derivative. …”
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198
Finite Volume Element Approximation for the Elliptic Equation with Distributed Control
Published 2018-01-01“…In this paper, we consider a priori error estimates for the finite volume element schemes of optimal control problems, which are governed by linear elliptic partial differential equation. The variational discretization approach is used to deal with the control. …”
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199
Basic Properties of Incomplete Macdonald Function with Applications
Published 2020-01-01“…This paper also shows that the incomplete Macdonald function, as a simple closed-form expression, is a particular solution to a parabolic partial differential equation, which arises naturally in a wide variety of transient and diffusion-related phenomena.…”
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200
The Rayleigh quotient and dynamic programming
Published 1978-01-01“…The purpose of this paper is to derive a nonlinear partial differential equation for which λ given by (1.3), is one value of the solution. …”
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