期刊文献+
共找到3篇文章
< 1 >
每页显示 20 50 100
一类退化抛物方程熵解的稳定性
1
作者 詹华税 袁洪君 《厦门大学学报(自然科学版)》 CAS CSCD 北大核心 2024年第2期315-320,共6页
[目的]考虑需要承担金融风险的情况下代理人的决策问题的效用函数满足的方程uxx+uuy-ut=f(x,y,t,u),此方程属于强退化抛物方程,如何选择合适的边界条件使得其弱解具有唯一性和稳定性是一个具有本质难度的问题.[方法]通过选取合适的检验... [目的]考虑需要承担金融风险的情况下代理人的决策问题的效用函数满足的方程uxx+uuy-ut=f(x,y,t,u),此方程属于强退化抛物方程,如何选择合适的边界条件使得其弱解具有唯一性和稳定性是一个具有本质难度的问题.[方法]通过选取合适的检验函数,找到了适用于此强退化抛物方程的部分边界条件的表达式.[结果]改进了相关文献的结果,并利用Kruzkov双变量方法讨论了该方程在部分边界条件下BV熵解的稳定性;并在一定条件下探讨了独立于边界条件下的稳定性问题,给出了具体的例子.[结论]揭示了非线性退化抛物方程边界条件与空间变量所在的区域的几何性质具有密切的联系,这是一个容易被忽略但又是非线性退化抛物方程边界条件所具有的本质特征,因此具有比较重要的理论意义. 展开更多
关键词 kruzkov双变量方法 金融数学 BV熵解 稳定性
下载PDF
Initial Boundary Value Problem of an Equation from Mathematical Finance 被引量:1
2
作者 Huashui ZHAN 《Chinese Annals of Mathematics,Series B》 SCIE CSCD 2016年第3期465-482,共18页
Consider the initial boundary value problem of the strong degenerate parabolic equation ?_(xx)u + u?_yu-?_tu = f(x, y, t, u),(x, y, t) ∈ Q_T = Ω×(0, T)with a homogeneous boundary condition. By introducing a new... Consider the initial boundary value problem of the strong degenerate parabolic equation ?_(xx)u + u?_yu-?_tu = f(x, y, t, u),(x, y, t) ∈ Q_T = Ω×(0, T)with a homogeneous boundary condition. By introducing a new kind of entropy solution, according to Oleinik rules, the partial boundary condition is given to assure the well-posedness of the problem. By the parabolic regularization method, the uniform estimate of the gradient is obtained, and by using Kolmogoroff 's theorem, the solvability of the equation is obtained in BV(Q_T) sense. The stability of the solutions is obtained by Kruzkov's double variables method. 展开更多
关键词 退化抛物方程 初边值问题 齐次边界条件 金融 数学 柯尔莫哥洛夫 正则化方法 熵方法
原文传递
On a Quasilinear Degenerate Parabolic Equation from Prandtl Boundary Layer Theory
3
作者 OUYANG Miao 《Journal of Partial Differential Equations》 CSCD 2020年第2期119-142,共24页
The equation arising from Prandtl boundary layer theory (e)u/(e)t-(e)/(e)x1(a(u,x,t)(e)u/(e)xi)-fi(x)Diu+c(x,t)u=g(x,t)is considered.The existence of the entropy solution can be proved by BV estimate method.The intere... The equation arising from Prandtl boundary layer theory (e)u/(e)t-(e)/(e)x1(a(u,x,t)(e)u/(e)xi)-fi(x)Diu+c(x,t)u=g(x,t)is considered.The existence of the entropy solution can be proved by BV estimate method.The interesting problem is that,since a(·,x,t) may be degenerate on the boundary,the usual boundary value condition may be overdetermined.Accordingly,only dependent on a partial boundary value condition,the stability of solutions can be expected.This expectation is turned to reality by Kru(z)kov's bi-variables method,a reasonable partial boundary value condition matching up with the equation is found first time.Moreover,if axi(·,x,t)|x∈(e)Ω=a(·,x,t)|x∈(e)Ω=0 and fi(x)|x∈(e)Ω=0,the stability can be proved even without any boundary value condition. 展开更多
关键词 Prandtl boundary layer theory entropy solution Kru(z)kov's bi-variables method partial boundary value condition STABILITY
原文传递
上一页 1 下一页 到第
使用帮助 返回顶部