We study a class of semilinear periodic-parabolic boundary value problem with small diffusion coefficients,give its asymptotic behavior when the diffusion cofficients go to limit zero.
Branched continued fractions are one of the multidimensional generalization of the continued fractions. Branched continued fractions with not equivalent variables are an analog of the regular C-fractions for multiple ...Branched continued fractions are one of the multidimensional generalization of the continued fractions. Branched continued fractions with not equivalent variables are an analog of the regular C-fractions for multiple power series. We consider 1-periodic branched continued fraction of the special form which is an analog fraction with not equivalent variables if the values of that variables are fixed. We establish an analog of the parabola theorem for that fraction and estimate truncation error bounds for that fractions at some restrictions. We also propose to use weight coefficients for obtaining different parabolic regions for the same fraction without any additional restriction for first element.展开更多
This paper studies the nonlinear variational inequality with integro-differential term arising from valuation of American style double barrier option. First, the authors use the penalty method to transform the variati...This paper studies the nonlinear variational inequality with integro-differential term arising from valuation of American style double barrier option. First, the authors use the penalty method to transform the variational inequality into a nonlinear parabolic initial boundary problem(i.e., penalty problem). Second, the existence and uniqueness of solution to the penalty problem are proved by using the Scheafer fixed point theory. Third, the authors prove the existence of variational inequality' solution by showing the fact that the penalized PDE converges to the variational inequality. The uniqueness of solution to the variational inequality is also proved by contradiction.展开更多
In this paper, we investigate the existence, stability and global attractivity of T-periodic solutions for a class of quasilinear parabolic equations under Robin boundary conditions. We obtain that periodic solutions ...In this paper, we investigate the existence, stability and global attractivity of T-periodic solutions for a class of quasilinear parabolic equations under Robin boundary conditions. We obtain that periodic solutions exist if the inter-specific competition rates are weak. The numerical simulations are also presented to illustrate our result.展开更多
文摘We study a class of semilinear periodic-parabolic boundary value problem with small diffusion coefficients,give its asymptotic behavior when the diffusion cofficients go to limit zero.
文摘Branched continued fractions are one of the multidimensional generalization of the continued fractions. Branched continued fractions with not equivalent variables are an analog of the regular C-fractions for multiple power series. We consider 1-periodic branched continued fraction of the special form which is an analog fraction with not equivalent variables if the values of that variables are fixed. We establish an analog of the parabola theorem for that fraction and estimate truncation error bounds for that fractions at some restrictions. We also propose to use weight coefficients for obtaining different parabolic regions for the same fraction without any additional restriction for first element.
基金supported by the National Science Foundation of China under Grant Nos.71171164 and 70471057the Doctorate Foundation of Northwestern Polytechnical University under Grant No.CX201235
文摘This paper studies the nonlinear variational inequality with integro-differential term arising from valuation of American style double barrier option. First, the authors use the penalty method to transform the variational inequality into a nonlinear parabolic initial boundary problem(i.e., penalty problem). Second, the existence and uniqueness of solution to the penalty problem are proved by using the Scheafer fixed point theory. Third, the authors prove the existence of variational inequality' solution by showing the fact that the penalized PDE converges to the variational inequality. The uniqueness of solution to the variational inequality is also proved by contradiction.
文摘In this paper, we investigate the existence, stability and global attractivity of T-periodic solutions for a class of quasilinear parabolic equations under Robin boundary conditions. We obtain that periodic solutions exist if the inter-specific competition rates are weak. The numerical simulations are also presented to illustrate our result.
