The success of fast reaction:: A discrete reaction-diffusion model

被引:0
|
作者
Büger, M [1 ]
机构
[1] Deutsche Bank AG, D-65760 Eschborn, Germany
关键词
monotone systems; discrete reaction-diffusion equations; mathematical finance;
D O I
暂无
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We discuss the dynamics of a system of 2n ordinary differential equations that can be looked at as the discrete version of a system of two reaction-diffusion equations, which differ only in their sensitivity to the reaction term. Such reaction-diffusion systems Occur in evolutionary models from biology. It is known that only the fastest reacting species survives in generic situations. We prove similar results for the related discrete system and give an interpretation of the results in terms of mathematical finance.
引用
收藏
页码:623 / 641
页数:19
相关论文
共 50 条
  • [41] Radial evolution in a reaction-diffusion model
    Silveira, Sofia M.
    Alves, Sidiney G.
    JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT, 2024, 2024 (02):
  • [42] A Reaction-Diffusion Model for the Production of Autowaves
    Medina Hernandez, Jose Antonio
    Gomez Castaneda, Felipe
    Moreno Cadenas, Jose Antonio
    2008 5TH INTERNATIONAL CONFERENCE ON ELECTRICAL ENGINEERING, COMPUTING SCIENCE AND AUTOMATIC CONTROL (CCE 2008), 2008, : 275 - 280
  • [43] A REACTION-DIFFUSION MODEL OF DENGUE TRANSMISSION
    Xu, Zhiting
    Zhao, Yingying
    DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2014, 19 (09): : 2993 - 3018
  • [44] Reaction-diffusion pulses: a combustion model
    Campos, D
    Llebot, JE
    Fort, J
    JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL, 2004, 37 (26): : 6609 - 6621
  • [46] Reaction-diffusion fronts in media with spatially discrete sources
    Goroshin, Samuel
    Tang, Francois-David
    Higgins, Andrew J.
    PHYSICAL REVIEW E, 2011, 84 (02):
  • [47] Stationary structures in a discrete bistable reaction-diffusion system
    Munuzuri, AP
    Chua, LO
    INTERNATIONAL JOURNAL OF BIFURCATION AND CHAOS, 1997, 7 (12): : 2807 - 2825
  • [48] DELAY REACTION-DIFFUSION SYSTEMS VIA DISCRETE DYNAMICS
    Ruiz-Herrera, Alfonso
    SIAM JOURNAL ON MATHEMATICAL ANALYSIS, 2020, 52 (06) : 6297 - 6312
  • [49] Discrete reaction-diffusion equations: Some results and applications
    Medina, R
    Cheng, SS
    NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS, 2001, 47 (07) : 4679 - 4686
  • [50] Discrete free-boundary reaction-diffusion model of diatom pore occlusions
    Willis, Lisa
    Page, Karen M.
    Broomhead, David S.
    Cox, Eileen J.
    PLANT ECOLOGY AND EVOLUTION, 2010, 143 (03) : 297 - 306