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: | Addison, J, Howison, S, King, JR |
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Format: | Journal article |
Sprog: | English |
Udgivet: |
2006
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Lignende værker
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Ray methods for free boundary problems
af: Addison, J, et al.
Udgivet: (2006) -
Ray methods for free boundary problems
af: Addison, J, et al.
Udgivet: (2006) -
Ray methods for Free Boundary Problems
af: Addison, J, et al.
Udgivet: (2005) -
EXPLICIT SOLUTIONS TO 6 FREE-BOUNDARY PROBLEMS IN FLUID-FLOW AND DIFFUSION
af: Howison, S, et al.
Udgivet: (1989) -
Free and moving boundary problems in hydrodynamics.
af: Howison, S
Udgivet: (1983)