Search Results - subject:"Cauchy problem"

Modeling, Analysis and Optimization for Mathematical Finance, Economics and Risks

Yao, Jing (contributor); Hu, Xiang (contributor); … - 2024

Modeling, Analysis, and Optimization for Mathematical Finance, Economics, and Risks is a critical domain that integrates mathematical theory with practical applications to address the complexities of modern financial and economic systems. This special issue focuses on recent studies that are...

Persistent link: https://www.econbiz.de/10015325017

Convex semigroups on Banach lattices

Denk, Robert; Kupper, Michael; Nendel, Max - 2019

In this paper, we investigate convex semigroups on Banach lattices. First, we consider the case, where the Banach lattice is σ-Dedekind complete and satisfies a monotone convergence property, having Lp-spaces in mind as a typical application. Second, we consider monotone convex semigroups on a...

Persistent link: https://www.econbiz.de/10012388839

Convex semigroups on Banach lattices

Denk, Robert; Kupper, Michael; Nendel, Max - 2019

Persistent link: https://www.econbiz.de/10012062770

Classical solutions of the backward PIDE for Markov modulated marked point processes and applications to CAT bonds

Colaneri, Katia; Frey, Rüdiger - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 498-507

Persistent link: https://www.econbiz.de/10012793939

Generalized solutions to a characteristic Cauchy problem

Allaud, Emmanuel; Dévoué, Victor - Centre d'Études et de Recherche en Économie, Gestion, … - 2010

In this paper we give a meaning to the nonlinear characteristic Cauchy problem for the Wave Equation in base form by …

Persistent link: https://www.econbiz.de/10008763746

Numerical solution of parabolic Cauchy problems in planar corner domains

Chapko, R.; Johansson, B.T.; Vavrychuk, V. - In: Mathematics and Computers in Simulation (MATCOM) 101 (2014) C, pp. 1-12

An iterative method for the parabolic Cauchy problem in planar domains having a finite number of corners is implemented …

Persistent link: https://www.econbiz.de/10011050767

A regularization method for a Cauchy problem of Laplace's equation in an annular domain

Wei, T.; Chen, Y.G. - In: Mathematics and Computers in Simulation (MATCOM) 82 (2012) 11, pp. 2129-2144

solutions for solving a Cauchy problem of Laplace's equation in an annular domain. Based on a conditional stability for the … Cauchy problem of Laplace's equation, we obtain a convergence estimate under the suitable choice of a regularization …

Persistent link: https://www.econbiz.de/10010751865

Monte Carlo solution of Cauchy problem for a nonlinear parabolic equation

Rasulov, A.; Raimova, G.; Mascagni, M. - In: Mathematics and Computers in Simulation (MATCOM) 80 (2010) 6, pp. 1118-1123

In this paper we consider the Monte Carlo solution of the Cauchy problem for a nonlinear parabolic equation. Using the … our original Cauchy problem. This representation is based on a branching stochastic process that allows one to directly … unbiased estimator for the solution of original Cauchy problem. We then provide results of numerical experiments to validate …

Persistent link: https://www.econbiz.de/10010748470

Quasi-reversibility and truncation methods to solve a Cauchy problem for the modified Helmholtz equation

Qin, Hai-Hua; Wei, Ting - In: Mathematics and Computers in Simulation (MATCOM) 80 (2009) 2, pp. 352-366

In this paper, the Cauchy problem for the modified Helmholtz equation in a rectangular domain is investigated. We use a …

Persistent link: https://www.econbiz.de/10010870579

Inverse electroencephalography for volumetric sources

Collar, Andrés Fraguela; Castillo, Monserrat Morín; … - In: Mathematics and Computers in Simulation (MATCOM) 78 (2008) 4, pp. 481-492

In this work the problem of recovering bioelectrical sources on the cerebral volume, from measurement of the potential generated by these sources on the scalp, is studied. This problem is an ill posed problem, since given a measurement on the scalp, there are different bioelectrical sources that...

Persistent link: https://www.econbiz.de/10011051174