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...

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Bibliografiske detaljer
Main Authors: Addison, J, Howison, S, King, JR
Format: Journal article
Sprog:English
Udgivet: 2006

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