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...

Täydet tiedot

Bibliografiset tiedot
Päätekijät: Addison, J, Howison, S, King, J
Aineistotyyppi: Journal article
Julkaistu: 2005