Ray methods for free boundary problems

被引：7

作者：

Addison, JA ^{[1
]}

Howison, SD ^{[1
]}

King, JR ^{[1
]}

机构：

[1] Math Inst, Oxford OX1 3LB, England

来源：

QUARTERLY OF APPLIED MATHEMATICS | 2006年 / 64卷 / 01期

关键词：

D O I：

10.1090/S0033-569X-06-00993-4

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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.

引用

页码：41 / 59

页数：19

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