Ray methods for Free Boundary Problems
We discuss the use of the WKB ansatz in a variety of parabolic problems involving a small parameter. We analyse the Stefan problem for small latent heat, the Black--Scholes problem for an American put option, and some nonlinear diffusion equations, in each case constructing an asymptotic solution by...
| Main Authors: | , , |
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| Format: | Journal article |
| Published: |
2005
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