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...
Prif Awduron: | Addison, J, Howison, S, King, J |
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Fformat: | Journal article |
Cyhoeddwyd: |
2006
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Eitemau Tebyg
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Ray methods for Free Boundary Problems
gan: Addison, J, et al.
Cyhoeddwyd: (2005) -
Ray methods for free boundary problems
gan: Addison, J, et al.
Cyhoeddwyd: (2006) -
Ray methods for free boundary problems
gan: Addison, J, et al.
Cyhoeddwyd: (2006) -
EXPLICIT SOLUTIONS TO 6 FREE-BOUNDARY PROBLEMS IN FLUID-FLOW AND DIFFUSION
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Cyhoeddwyd: (1989) -
Free and moving boundary problems in hydrodynamics.
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