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481
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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482
Viscosity Solutions and American Option Pricing in a Stochastic Volatility Model of the Ornstein-Uhlenbeck Type
Published 2010-01-01“…We characterize the value of such derivatives as the unique viscosity solution of an integral-partial differential equation when the payoff function satisfies a Lipschitz condition.…”
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483
Nonlinear Vibration Analysis of Submerged Floating Tunnel Tether
Published 2020-01-01“…To study the nonlinear vibration characteristics of submerged floating tunnel tether, the nonlinear vibration partial differential equation of tether is set up, in which the inclination, sag, initial tension force, and length of tether are taken into account. …”
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484
Approximation Solutions for Local Fractional Schrödinger Equation in the One-Dimensional Cantorian System
Published 2013-01-01“…The obtained solutions show that the present method is an efficient and simple tool for solving the linear partial differentiable equations within the local fractional derivative.…”
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485
A Computational Model for q-Bernstein Quasi-Minimal Bézier Surface
Published 2022-01-01“…Instead of solving the partial differential equation, we can find the optimal conditions for which the surface is the extremal of the Dirichlet functional. …”
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486
Principal Parametric Resonance of Axially Accelerating Viscoelastic Beams: Multi-Scale Analysis and Differential Quadrature Verification
Published 2012-01-01“…The transverse motion can be governed by a non-linear partial-differential equation or a non-linear integro-partial-differential equation. …”
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487
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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488
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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489
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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490
Qualitatively Stable Nonstandard Finite Difference Scheme for Numerical Solution of the Nonlinear Black–Scholes Equation
Published 2021-01-01“…In this paper, we use a numerical method for solving the nonlinear Black–Scholes partial differential equation of the European option under transaction costs, which is based on the nonstandard discretization of the spatial derivatives. …”
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491
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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492
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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493
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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494
On a Fractional SPDE Driven by Fractional Noise and a Pure Jump Lévy Noise in ℝd
Published 2014-01-01“…We study a stochastic partial differential equation in the whole space x∈ℝd, with arbitrary dimension d≥1, driven by fractional noise and a pure jump Lévy space-time white noise. …”
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495
An Efficient Method for Solving Spread Option Pricing Problem: Numerical Analysis and Computing
Published 2016-01-01“…This paper deals with numerical analysis and computing of spread option pricing problem described by a two-spatial variables partial differential equation. Both European and American cases are treated. …”
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496
Image Texture Analysis and Edge Detection Algorithm Based on Anisotropic Diffusion Equation
Published 2021-01-01“…This paper uses partial differential equation image processing techniques to establish image texture analysis models based on nonlinear anisotropic diffusion equations for image denoising, image segmentation, and image decomposition. …”
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497
Well-Testing Model for Dual-Porosity Reservoir considering Stress-Sensitivity and Elastic Outer Boundary Condition
Published 2023-01-01“…To solve this model, a nonlinear partial differential equation is changed into a linear form of a partial differential equation by introducing an effective well radius and applying Pedrosa’s transformation and perturbation transformation. …”
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498
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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499
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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500
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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