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...
| Váldodahkkit: | , , |
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| Materiálatiipa: | Journal article |
| Almmustuhtton: |
2006
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| _version_ | 1826289223211155456 |
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| author | Addison, J Howison, S King, J |
| author_facet | Addison, J Howison, S King, J |
| author_sort | Addison, J |
| collection | OXFORD |
| description | 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 the use of ray methods. |
| first_indexed | 2024-03-07T02:25:37Z |
| format | Journal article |
| id | oxford-uuid:a578c73d-ddb8-43f8-973d-2f64dbe6255c |
| institution | University of Oxford |
| last_indexed | 2024-03-07T02:25:37Z |
| publishDate | 2006 |
| record_format | dspace |
| spelling | oxford-uuid:a578c73d-ddb8-43f8-973d-2f64dbe6255c2022-03-27T02:40:46ZRay methods for free boundary problemsJournal articlehttp://purl.org/coar/resource_type/c_dcae04bcuuid:a578c73d-ddb8-43f8-973d-2f64dbe6255cMathematical Institute - ePrints2006Addison, JHowison, SKing, JWe 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 the use of ray methods. |
| spellingShingle | Addison, J Howison, S King, J Ray methods for free boundary problems |
| title | Ray methods for free boundary problems |
| title_full | Ray methods for free boundary problems |
| title_fullStr | Ray methods for free boundary problems |
| title_full_unstemmed | Ray methods for free boundary problems |
| title_short | Ray methods for free boundary problems |
| title_sort | ray methods for free boundary problems |
| work_keys_str_mv | AT addisonj raymethodsforfreeboundaryproblems AT howisons raymethodsforfreeboundaryproblems AT kingj raymethodsforfreeboundaryproblems |