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: |
2006
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