Search Results - subject:"Green's function"

Maximum principle for quasilinear SPDE’s on a bounded domain without regularity assumptions

Denis, Laurent; Matoussi, Anis - In: Stochastic Processes and their Applications 123 (2013) 3, pp. 1104-1137

We prove a maximum principle for local solutions of quasi-linear parabolic stochastic PDEs, with non-homogeneous second order operator on a bounded domain and driven by a space–time white noise. Our method based on an approximation of the domain and the coefficients of the operator, does not...

Persistent link: https://www.econbiz.de/10011064960

Potential theory of subordinate Brownian motions with Gaussian components

Kim, Panki; Song, Renming; Vondraček, Zoran - In: Stochastic Processes and their Applications 123 (2013) 3, pp. 764-795

principle, we establish sharp two-sided estimates on the Green function of the subordinate Brownian motion in any bounded C1 …

Persistent link: https://www.econbiz.de/10011065072

Using Pseudo-Parabolic and Fractional Equations for Option Pricing in Jump Diffusion Models

Itkin, Andrey; Carr, Peter - In: Computational Economics 40 (2012) 1, pp. 63-104

Persistent link: https://www.econbiz.de/10010866869

Green function solution of the Boltzmann transport equation for semiconducting thin film with rough boundaries

Ketenoğlu, D.; Ünal, B. - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 15, pp. 3828-3832

In this study the Green function solution of the Boltzmann transport equation on semiconducting thin film with …

Persistent link: https://www.econbiz.de/10011063769

Identification of intrinsic gapped behavior in spin-1/2 ladder with staggered dimerization

Chen, Jun; Yao, Kai-Lun; Ding, Lin-Jie - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 7, pp. 2306-2312

The zero- and low-temperature behaviors of spin-1/2 two-leg ladder with staggered dimerization are investigated by the Green’s function theory. At zero temperature, the ground state phase diagram is explored, wherein the leg-dimer and rung-singlet phases are revealed, which reflect two...

Persistent link: https://www.econbiz.de/10010590486

Inverse problem of time-dependent heat sources numerical reconstruction

Yang, Liu; Dehghan, Mehdi; Yu, Jian-Ning; Luo, Guan-Wei - In: Mathematics and Computers in Simulation (MATCOM) 81 (2011) 8, pp. 1656-1672

This work studies the inverse problem of reconstructing a time-dependent heat source in the heat conduction equation using the temperature measurement specified at an internal point. Problems of this type have important applications in several fields of applied science. By the Green’s function...

Persistent link: https://www.econbiz.de/10010749437

Time domain prediction of power absorption from ocean waves with latching control

Kara, Fuat - In: Renewable Energy 35 (2010) 2, pp. 423-434

flow, and recast as an integral equation using the transient free-surface Green function. The hydrodynamics part of the …

Persistent link: https://www.econbiz.de/10010805084

Some results for a fractional diffusion equation with radial symmetry in a confined region

Lenzi, E.K.; da Silva, L.R.; Silva, A.T.; Evangelista, L.R. - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 6, pp. 806-810

We investigate an N-dimensional fractional diffusion equation with radial symmetry by taking a spatial and time dependent diffusion coefficient into account, i.e., D˜(r,t)=D(t)r−η with D(t)=Dδ(t)+D¯(t). The equation is considered in a confined region and subjected to time dependent...

Persistent link: https://www.econbiz.de/10011064019

INFLUENCE OF HELIUM SURFACE ON PHOTODETACHMENT OF NEGATIVE IONS

YANG, GUANGCAN; YANG, NINGYU; RUI, KUIKUI - In: Surface Review and Letters (SRL) 16 (2009) 06, pp. 935-940

The photodetachment of H- on the surface of helium is investigated by quantum and semiclassical Green function …

Persistent link: https://www.econbiz.de/10008464011

Pricing options with Green's functions when volatility, interest rate and barriers depend on time

Dorfleitner, Gregor; Schneider, Paul; Hawlitschek, Kurt; … - In: Quantitative Finance 8 (2008) 2, pp. 119-133

We derive the Green's function for the Black-Scholes partial differential equation with time-varying coefficients and … also accommodates American style options. Greeks can be computed as derivatives of the Green's function. Generic handling … structure of the Green's function together with the well-developed tools of numerical integration make our approach fast and …

Persistent link: https://www.econbiz.de/10005462656