Search Results - subject:"Diffusion equation"

Kinetic models for topological nearest-neighbor interactions

Blanchet, Adrien; Degond, Pierre - 2017

Persistent link: https://www.econbiz.de/10012265649

The use of partial fractional form of A-stable Padé schemes for the solution of fractional diffusion equation with application in option pricing

Ghafouri, Hamideh; Ranjbar, Mojtaba; Khani, Ali - In: Computational economics 56 (2020) 4, pp. 695-709

Persistent link: https://www.econbiz.de/10012390443

Explicit Numerical Solution of High - Dimensional Advection - Diffusion

Bayatmanesh, Elham - In: International Journal of Mathematics Research 2 (2013) 3, pp. 17-22

-dimentional advection-diffusion equation with constant coefficients. the subject has played very important roles to fluid dynamics as well …

Persistent link: https://www.econbiz.de/10010769149

Convergence of invariant measures for singular stochastic diffusion equations

Ciotir, Ioana; Tölle, Jonas M. - In: Stochastic Processes and their Applications 122 (2012) 4, pp. 1998-2017

stochastic fast diffusion equation with nonlinearity parameter r∈(0,1) on a bounded open domain Λ⊂Rd with Dirichlet boundary …

Persistent link: https://www.econbiz.de/10011064911

On the inverse problem of Dupire's education with nonlocal boundary and integral conditions

Guler, Coskun; Oban, Volkan - In: Journal of mathematical finance 7 (2017) 4, pp. 934-940

Persistent link: https://www.econbiz.de/10011859946

Bond pricing under the generalised Black-Karasinski models

Thakoor, Nawdha; Tangman, Désiré Yannick; Bhuruth, Muddun - In: International journal of financial markets and derivatives 6 (2017) 1, pp. 57-73

Persistent link: https://www.econbiz.de/10011862372

Exact solutions of a modified fractional diffusion equation in the finite and semi-infinite domains

Guo, Gang; Li, Kun; Wang, Yuhui - In: Physica A: Statistical Mechanics and its Applications 417 (2015) C, pp. 193-201

We investigate the solutions of a modified fractional diffusion equation which has a secondary fractional time …

Persistent link: https://www.econbiz.de/10011077855

Fractional nonlinear diffusion equation, solutions and anomalous diffusion

Silva, A.T.; Lenzi, E.K.; Evangelista, L.R.; Lenzi, M.K.; … - In: Physica A: Statistical Mechanics and its Applications 375 (2007) 1, pp. 65-71

We devote this work to investigate the solutions of a generalized diffusion equation which contains spatial fractional …

Persistent link: https://www.econbiz.de/10010590403

Generalized diffusion equation and analytical expressions to neutron scattering experiments

Fa, Kwok Sau - In: Physica A: Statistical Mechanics and its Applications 415 (2014) C, pp. 366-374

An integro-differential diffusion equation with linear force, based on the continuous time random walk model, is …

Persistent link: https://www.econbiz.de/10010939951

Large deviations for stochastic partial differential equations driven by a Poisson random measure

Budhiraja, Amarjit; Chen, Jiang; Dupuis, Paul - In: Stochastic Processes and their Applications 123 (2013) 2, pp. 523-560

Stochastic partial differential equations driven by Poisson random measures (PRMs) have been proposed as models for many different physical systems, where they are viewed as a refinement of a corresponding noiseless partial differential equation (PDE). A systematic framework for the study of...

Persistent link: https://www.econbiz.de/10010603463