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
收藏
页码：41 / 59
页数：19
相关论文
共 50 条
12345