We deal with a large solution to the semilinear Poisson equation with doublepower nonlinearityΔ^(u)=u^(p)+αu^(q)in a bounded smooth domain D■R^(n),where p>1,-1<q<p andα∈R.We obtain the asymptotic behavio...We deal with a large solution to the semilinear Poisson equation with doublepower nonlinearityΔ^(u)=u^(p)+αu^(q)in a bounded smooth domain D■R^(n),where p>1,-1<q<p andα∈R.We obtain the asymptotic behavior of a solution u near the boundary OD up to the third or higher term.展开更多
We find the exact forms of meromorphic solutions of the nonlinear differential equations■,n≥3,k≥1,where q,Q are nonzero polynomials,Q■Const.,and p_(1),p_(2),α_(1),α_(2)are nonzero constants withα_(1)≠α_(2).Co...We find the exact forms of meromorphic solutions of the nonlinear differential equations■,n≥3,k≥1,where q,Q are nonzero polynomials,Q■Const.,and p_(1),p_(2),α_(1),α_(2)are nonzero constants withα_(1)≠α_(2).Compared with previous results on the equation p(z)f^(3)+q(z)f"=-sinα(z)with polynomial coefficients,our results show that the coefficient of the term f^((k))perturbed by multiplying an exponential function will affect the structure of its solutions.展开更多
In this paper,we apply the three circle type method and a Hardy type inequality to a nonlinear Dirac type equation on surfaces,and provide alternative proofs to the energy quantization results.
In this paper,we consider a class of third-order nonlinear delay dynamic equations.First,we establish a Kiguradze-type lemma and some useful estimates.Second,we give a sufficient and necessary condition for the existe...In this paper,we consider a class of third-order nonlinear delay dynamic equations.First,we establish a Kiguradze-type lemma and some useful estimates.Second,we give a sufficient and necessary condition for the existence of eventually positive solutions having upper bounds and tending to zero.Third,we obtain new oscillation criteria by employing the Potzsche chain rule.Then,using the generalized Riccati transformation technique and averaging method,we establish the Philos-type oscillation criteria.Surprisingly,the integral value of the Philos-type oscillation criteria,which guarantees that all unbounded solutions oscillate,is greater than θ_(4)(t_(1),T).The results of Theorem 3.5 and Remark 3.6 are novel.Finally,we offer four examples to illustrate our results.展开更多
This paper studies the strong convergence of the quantum lattice Boltzmann(QLB)scheme for the nonlinear Dirac equations for Gross-Neveu model in 1+1 dimensions.The initial data for the scheme are assumed to be converg...This paper studies the strong convergence of the quantum lattice Boltzmann(QLB)scheme for the nonlinear Dirac equations for Gross-Neveu model in 1+1 dimensions.The initial data for the scheme are assumed to be convergent in L^(2).Then for any T≥0 the corresponding solutions for the quantum lattice Boltzmann scheme are shown to be convergent in C([0,T];L^(2)(R^(1)))to the strong solution to the nonlinear Dirac equations as the mesh sizes converge to zero.In the proof,at first a Glimm type functional is introduced to establish the stability estimates for the difference between two solutions for the corresponding quantum lattice Boltzmann scheme,which leads to the compactness of the set of the solutions for the quantum lattice Boltzmann scheme.Finally the limit of any convergent subsequence of the solutions for the quantum lattice Boltzmann scheme is shown to coincide with the strong solution to a Cauchy problem for the nonlinear Dirac equations.展开更多
We study the dynamics of fundamental and double-pole breathers and solitons for the focusing and defocusing nonlinear Schrodinger equation with the sextic operator under non-zero boundary conditions. Our analysis main...We study the dynamics of fundamental and double-pole breathers and solitons for the focusing and defocusing nonlinear Schrodinger equation with the sextic operator under non-zero boundary conditions. Our analysis mainly focuses onthe dynamical properties of simple- and double-pole solutions. Firstly, through verification, we find that solutions undernon-zero boundary conditions can be transformed into solutions under zero boundary conditions, whether in simple-pole ordouble-pole cases. For the focusing case, in the investigation of simple-pole solutions, temporal periodic breather and thespatial-temporal periodic breather are obtained by modulating parameters. Additionally, in the case of multi-pole solitons,we analyze parallel-state solitons, bound-state solitons, and intersecting solitons, providing a brief analysis of their interactions.In the double-pole case, we observe that the two solitons undergo two interactions, resulting in a distinctive “triangle”crest. Furthermore, for the defocusing case, we briefly consider two situations of simple-pole solutions, obtaining one andtwo dark solitons.展开更多
For the (2 + 1)-dimensional nonlinear dispersive Boussinesq equation, by using the bifurcation theory of planar dynamical systems to study its corresponding traveling wave system, the bifurcations and phase portraits ...For the (2 + 1)-dimensional nonlinear dispersive Boussinesq equation, by using the bifurcation theory of planar dynamical systems to study its corresponding traveling wave system, the bifurcations and phase portraits of the regular system are obtained. Under different parametric conditions, various sufficient conditions to guarantee the existence of analytical and non-analytical solutions of the singular system are given by using singular traveling wave theory. For certain special cases, some explicit and exact parametric representations of traveling wave solutions are derived such as analytical periodic waves and non-analytical periodic cusp waves. Further, two-dimensional wave plots of analytical periodic solutions and non-analytical periodic cusp wave solutions are drawn to visualize the dynamics of the equation.展开更多
The stability of a set of spatially constant plane wave solutions to a pair of damped coupled nonlinear Schrödinger evolution equations is considered. The equations could model physical phenomena arising in fluid...The stability of a set of spatially constant plane wave solutions to a pair of damped coupled nonlinear Schrödinger evolution equations is considered. The equations could model physical phenomena arising in fluid dynamics, fibre optics or electron plasmas. The main result is that any small perturbation to the solution remains small for all time. Here small is interpreted as being both in the supremum sense and the square integrable sense.展开更多
This study compares the Adomian Decomposition Method (ADM) and the Variational Iteration Method (VIM) for solving nonlinear differential equations in engineering. Differential equations are essential for modeling dyna...This study compares the Adomian Decomposition Method (ADM) and the Variational Iteration Method (VIM) for solving nonlinear differential equations in engineering. Differential equations are essential for modeling dynamic systems in various disciplines, including biological processes, heat transfer, and control systems. This study addresses first, second, and third-order nonlinear differential equations using Mathematica for data generation and graphing. The ADM, developed by George Adomian, uses Adomian polynomials to handle nonlinear terms, which can be computationally intensive. In contrast, VIM, developed by He, directly iterates the correction functional, providing a more straightforward and efficient approach. This study highlights VIM’s rapid convergence and effectiveness of VIM, particularly for nonlinear problems, where it simplifies calculations and offers direct solutions without polynomial derivation. The results demonstrate VIM’s superior efficiency and rapid convergence of VIM compared with ADM. The VIM’s minimal computational requirements make it practical for real-time applications and complex system modeling. Our findings align with those of previous research, confirming VIM’s efficiency of VIM in various engineering applications. This study emphasizes the importance of selecting appropriate methods based on specific problem requirements. While ADM is valuable for certain nonlinearities, VIM’s approach is ideal for many engineering scenarios. Future research should explore broader applications and hybrid methods to enhance the solution’s accuracy and efficiency. This comprehensive comparison provides valuable guidance for selecting effective numerical methods for differential equations in engineering.展开更多
The higher-order numerical scheme of nonlinear advection-diffusion equations is studied in this article, where the space fractional derivatives are evaluated by using weighted and shifted Grünwald difference oper...The higher-order numerical scheme of nonlinear advection-diffusion equations is studied in this article, where the space fractional derivatives are evaluated by using weighted and shifted Grünwald difference operators and combining the compact technique, in the time direction is discretized by the Crank-Nicolson method. Through the energy method, the stability and convergence of the numerical scheme in the sense of L<sub>2</sub>-norm are proved, and the convergence order is . Some examples are given to show that our numerical scheme is effective.展开更多
In this paper, we study the existence of standing waves for the nonlinear Schrödinger equation with combined power-type nonlinearities and a partial harmonic potential. In the L<sup>2</sup>-supercriti...In this paper, we study the existence of standing waves for the nonlinear Schrödinger equation with combined power-type nonlinearities and a partial harmonic potential. In the L<sup>2</sup>-supercritical case, we obtain the existence and stability of standing waves. Our results are complements to the results of Carles and Il’yasov’s artical, where orbital stability of standing waves have been studied for the 2D Schrödinger equation with combined nonlinearities and harmonic potential.展开更多
This paper studies the existence of stable standing waves for the nonlinear Schrödinger equation with Hartree-type nonlinearity i∂tψ+Δψ+| ψ |pψ+(| x |−γ∗| ψ |2)ψ=0, (t,x)∈[ 0,T )×ℝN.Where ψ=ψ(t,...This paper studies the existence of stable standing waves for the nonlinear Schrödinger equation with Hartree-type nonlinearity i∂tψ+Δψ+| ψ |pψ+(| x |−γ∗| ψ |2)ψ=0, (t,x)∈[ 0,T )×ℝN.Where ψ=ψ(t,x)is a complex valued function of (t,x)∈ℝ+×ℝN. The parameters N≥3, 0p4Nand 0γmin{ 4,N }. By using the variational methods and concentration compactness principle, we prove the orbital stability of standing waves.展开更多
The new independent solutions of the nonlinear differential equation with time-dependent coefficients (NDE-TC) are discussed, for the first time, by employing experimental device called a drinking bird whose simple ba...The new independent solutions of the nonlinear differential equation with time-dependent coefficients (NDE-TC) are discussed, for the first time, by employing experimental device called a drinking bird whose simple back-and-forth motion develops into water drinking motion. The solution to a drinking bird equation of motion manifests itself the transition from thermodynamic equilibrium to nonequilibrium irreversible states. The independent solution signifying a nonequilibrium thermal state seems to be constructed as if two independent bifurcation solutions are synthesized, and so, the solution is tentatively termed as the bifurcation-integration solution. The bifurcation-integration solution expresses the transition from mechanical and thermodynamic equilibrium to a nonequilibrium irreversible state, which is explicitly shown by the nonlinear differential equation with time-dependent coefficients (NDE-TC). The analysis established a new theoretical approach to nonequilibrium irreversible states, thermomechanical dynamics (TMD). The TMD method enables one to obtain thermodynamically consistent and time-dependent progresses of thermodynamic quantities, by employing the bifurcation-integration solutions of NDE-TC. We hope that the basic properties of bifurcation-integration solutions will be studied and investigated further in mathematics, physics, chemistry and nonlinear sciences in general.展开更多
Black-Scholes equation is used to model stock option pricing. In this paper, optimal systems with one to four parameters of Lie point symmetries for Black-Scholes equation and its extension are obtained. Their symmetr...Black-Scholes equation is used to model stock option pricing. In this paper, optimal systems with one to four parameters of Lie point symmetries for Black-Scholes equation and its extension are obtained. Their symmetry breaking interaction associated with the optimal systems is also studied. As a. result, symmetry reductions and corresponding solutions for the resulting equations are obtained.展开更多
The following paper tries to derive a Black-Scholes equation by using tools of quantum physics pertaining in that sense to Hamiltonian operator, path integrals, completeness equation, introducing ket and bra vectors. ...The following paper tries to derive a Black-Scholes equation by using tools of quantum physics pertaining in that sense to Hamiltonian operator, path integrals, completeness equation, introducing ket and bra vectors. Schrodinger Hamiltonian is presented and compared to Black-Scholes-Schrodinger Hamiltonian. Similarity was demonstrated and it was proved that Schrodinger Hamiltonian was Hermitian while Black-Scholes Hamiltonian was anti-Hermitian. By using Schrodinger equation, price of option was implemented in the Schrodinger equation and by using Black-Scholes Hamiltonian. Black-Scholes equation was derived and a new and really powerful approach was demonstrated that could have immense application in the quantitative analysis and asset pricing.展开更多
We introduce two algorithms in order to find the exact solution of the nonlinear Time-fractional Partial differential equation, in this research work. Those algorithms are proposed in the following structure: The Modi...We introduce two algorithms in order to find the exact solution of the nonlinear Time-fractional Partial differential equation, in this research work. Those algorithms are proposed in the following structure: The Modified Homotopy Perturbation Method (MHPM), The Homotopy Perturbation and Sumudu Transform Method. The results achieved using the both methods are the same. However, we calculate the approached theoretical solution of the Black-Scholes model in the form of a convergent power series with a regularly calculated element. Finally, we propose a descriptive example to demonstrate the efficiency and the simplicity of the methods.展开更多
In this paper, by using the optimal stopping theory, the semilinear Black-Scholes partial differential equation (PDE) was invesigated in a fixed domain for valuing two assets of American (call-max/put-min) options...In this paper, by using the optimal stopping theory, the semilinear Black-Scholes partial differential equation (PDE) was invesigated in a fixed domain for valuing two assets of American (call-max/put-min) options. From the viscosity solution of a PDE, a unique viscosity solution was obtained for the semilinear Black-Scholes PDE.展开更多
The Operator Splitting method is applied to differential equations occurring as mathematical models in financial models. This paper provides various operator splitting methods to obtain an effective and accurate solut...The Operator Splitting method is applied to differential equations occurring as mathematical models in financial models. This paper provides various operator splitting methods to obtain an effective and accurate solution to the Black-Scholes equation with appropriate boundary conditions for a European option pricing problem. Finally brief comparisons of option prices are given by different models.展开更多
Numerical treatment of engineering application problems often eventually results in a solution of systems of linear or nonlinear equations.The solution process using digital computational devices usually takes tremend...Numerical treatment of engineering application problems often eventually results in a solution of systems of linear or nonlinear equations.The solution process using digital computational devices usually takes tremendous time due to the extremely large size encountered in most real-world engineering applications.So,practical solvers for systems of linear and nonlinear equations based on multi graphic process units(GPUs)are proposed in order to accelerate the solving process.In the linear and nonlinear solvers,the preconditioned bi-conjugate gradient stable(PBi-CGstab)method and the Inexact Newton method are used to achieve the fast and stable convergence behavior.Multi-GPUs are utilized to obtain more data storage that large size problems need.展开更多
In this paper the decay of global solutions to some nonlinear dissipative wave equations are discussed, which based on the method of prior estimate technique and a differenece inequality.
基金supported by the JSPS KAKENHI(JP22K03386)supported by the JST SPRING(JPMJSP2132)。
文摘We deal with a large solution to the semilinear Poisson equation with doublepower nonlinearityΔ^(u)=u^(p)+αu^(q)in a bounded smooth domain D■R^(n),where p>1,-1<q<p andα∈R.We obtain the asymptotic behavior of a solution u near the boundary OD up to the third or higher term.
基金supported by the NSFC(12261044)the STP of Education Department of Jiangxi Province of China(GJJ210302)。
文摘We find the exact forms of meromorphic solutions of the nonlinear differential equations■,n≥3,k≥1,where q,Q are nonzero polynomials,Q■Const.,and p_(1),p_(2),α_(1),α_(2)are nonzero constants withα_(1)≠α_(2).Compared with previous results on the equation p(z)f^(3)+q(z)f"=-sinα(z)with polynomial coefficients,our results show that the coefficient of the term f^((k))perturbed by multiplying an exponential function will affect the structure of its solutions.
基金supported in part by the Innovation Program of Shanghai Municipal Education Commission(2021-01-07-00-02-E00087)the National Natural Science Foundation of China(12171314)+2 种基金the Shanghai Frontier Science Center of Modern Analysispartially supported by STU Scientific Research Initiation Grant(NTF23034T)supported in part by the National Natural Science Foundation of China(12101255)。
文摘In this paper,we apply the three circle type method and a Hardy type inequality to a nonlinear Dirac type equation on surfaces,and provide alternative proofs to the energy quantization results.
基金supported by the National Natural Science Foundation of China(12071491,12001113)。
文摘In this paper,we consider a class of third-order nonlinear delay dynamic equations.First,we establish a Kiguradze-type lemma and some useful estimates.Second,we give a sufficient and necessary condition for the existence of eventually positive solutions having upper bounds and tending to zero.Third,we obtain new oscillation criteria by employing the Potzsche chain rule.Then,using the generalized Riccati transformation technique and averaging method,we establish the Philos-type oscillation criteria.Surprisingly,the integral value of the Philos-type oscillation criteria,which guarantees that all unbounded solutions oscillate,is greater than θ_(4)(t_(1),T).The results of Theorem 3.5 and Remark 3.6 are novel.Finally,we offer four examples to illustrate our results.
基金partially supported by the NSFC(11421061,12271507)the Natural Science Foundation of Shanghai(15ZR1403900)。
文摘This paper studies the strong convergence of the quantum lattice Boltzmann(QLB)scheme for the nonlinear Dirac equations for Gross-Neveu model in 1+1 dimensions.The initial data for the scheme are assumed to be convergent in L^(2).Then for any T≥0 the corresponding solutions for the quantum lattice Boltzmann scheme are shown to be convergent in C([0,T];L^(2)(R^(1)))to the strong solution to the nonlinear Dirac equations as the mesh sizes converge to zero.In the proof,at first a Glimm type functional is introduced to establish the stability estimates for the difference between two solutions for the corresponding quantum lattice Boltzmann scheme,which leads to the compactness of the set of the solutions for the quantum lattice Boltzmann scheme.Finally the limit of any convergent subsequence of the solutions for the quantum lattice Boltzmann scheme is shown to coincide with the strong solution to a Cauchy problem for the nonlinear Dirac equations.
基金the Fundamental Research Funds for the Central Universities(Grant No.2024MS126).
文摘We study the dynamics of fundamental and double-pole breathers and solitons for the focusing and defocusing nonlinear Schrodinger equation with the sextic operator under non-zero boundary conditions. Our analysis mainly focuses onthe dynamical properties of simple- and double-pole solutions. Firstly, through verification, we find that solutions undernon-zero boundary conditions can be transformed into solutions under zero boundary conditions, whether in simple-pole ordouble-pole cases. For the focusing case, in the investigation of simple-pole solutions, temporal periodic breather and thespatial-temporal periodic breather are obtained by modulating parameters. Additionally, in the case of multi-pole solitons,we analyze parallel-state solitons, bound-state solitons, and intersecting solitons, providing a brief analysis of their interactions.In the double-pole case, we observe that the two solitons undergo two interactions, resulting in a distinctive “triangle”crest. Furthermore, for the defocusing case, we briefly consider two situations of simple-pole solutions, obtaining one andtwo dark solitons.
文摘For the (2 + 1)-dimensional nonlinear dispersive Boussinesq equation, by using the bifurcation theory of planar dynamical systems to study its corresponding traveling wave system, the bifurcations and phase portraits of the regular system are obtained. Under different parametric conditions, various sufficient conditions to guarantee the existence of analytical and non-analytical solutions of the singular system are given by using singular traveling wave theory. For certain special cases, some explicit and exact parametric representations of traveling wave solutions are derived such as analytical periodic waves and non-analytical periodic cusp waves. Further, two-dimensional wave plots of analytical periodic solutions and non-analytical periodic cusp wave solutions are drawn to visualize the dynamics of the equation.
文摘The stability of a set of spatially constant plane wave solutions to a pair of damped coupled nonlinear Schrödinger evolution equations is considered. The equations could model physical phenomena arising in fluid dynamics, fibre optics or electron plasmas. The main result is that any small perturbation to the solution remains small for all time. Here small is interpreted as being both in the supremum sense and the square integrable sense.
文摘This study compares the Adomian Decomposition Method (ADM) and the Variational Iteration Method (VIM) for solving nonlinear differential equations in engineering. Differential equations are essential for modeling dynamic systems in various disciplines, including biological processes, heat transfer, and control systems. This study addresses first, second, and third-order nonlinear differential equations using Mathematica for data generation and graphing. The ADM, developed by George Adomian, uses Adomian polynomials to handle nonlinear terms, which can be computationally intensive. In contrast, VIM, developed by He, directly iterates the correction functional, providing a more straightforward and efficient approach. This study highlights VIM’s rapid convergence and effectiveness of VIM, particularly for nonlinear problems, where it simplifies calculations and offers direct solutions without polynomial derivation. The results demonstrate VIM’s superior efficiency and rapid convergence of VIM compared with ADM. The VIM’s minimal computational requirements make it practical for real-time applications and complex system modeling. Our findings align with those of previous research, confirming VIM’s efficiency of VIM in various engineering applications. This study emphasizes the importance of selecting appropriate methods based on specific problem requirements. While ADM is valuable for certain nonlinearities, VIM’s approach is ideal for many engineering scenarios. Future research should explore broader applications and hybrid methods to enhance the solution’s accuracy and efficiency. This comprehensive comparison provides valuable guidance for selecting effective numerical methods for differential equations in engineering.
文摘The higher-order numerical scheme of nonlinear advection-diffusion equations is studied in this article, where the space fractional derivatives are evaluated by using weighted and shifted Grünwald difference operators and combining the compact technique, in the time direction is discretized by the Crank-Nicolson method. Through the energy method, the stability and convergence of the numerical scheme in the sense of L<sub>2</sub>-norm are proved, and the convergence order is . Some examples are given to show that our numerical scheme is effective.
文摘In this paper, we study the existence of standing waves for the nonlinear Schrödinger equation with combined power-type nonlinearities and a partial harmonic potential. In the L<sup>2</sup>-supercritical case, we obtain the existence and stability of standing waves. Our results are complements to the results of Carles and Il’yasov’s artical, where orbital stability of standing waves have been studied for the 2D Schrödinger equation with combined nonlinearities and harmonic potential.
文摘This paper studies the existence of stable standing waves for the nonlinear Schrödinger equation with Hartree-type nonlinearity i∂tψ+Δψ+| ψ |pψ+(| x |−γ∗| ψ |2)ψ=0, (t,x)∈[ 0,T )×ℝN.Where ψ=ψ(t,x)is a complex valued function of (t,x)∈ℝ+×ℝN. The parameters N≥3, 0p4Nand 0γmin{ 4,N }. By using the variational methods and concentration compactness principle, we prove the orbital stability of standing waves.
文摘The new independent solutions of the nonlinear differential equation with time-dependent coefficients (NDE-TC) are discussed, for the first time, by employing experimental device called a drinking bird whose simple back-and-forth motion develops into water drinking motion. The solution to a drinking bird equation of motion manifests itself the transition from thermodynamic equilibrium to nonequilibrium irreversible states. The independent solution signifying a nonequilibrium thermal state seems to be constructed as if two independent bifurcation solutions are synthesized, and so, the solution is tentatively termed as the bifurcation-integration solution. The bifurcation-integration solution expresses the transition from mechanical and thermodynamic equilibrium to a nonequilibrium irreversible state, which is explicitly shown by the nonlinear differential equation with time-dependent coefficients (NDE-TC). The analysis established a new theoretical approach to nonequilibrium irreversible states, thermomechanical dynamics (TMD). The TMD method enables one to obtain thermodynamically consistent and time-dependent progresses of thermodynamic quantities, by employing the bifurcation-integration solutions of NDE-TC. We hope that the basic properties of bifurcation-integration solutions will be studied and investigated further in mathematics, physics, chemistry and nonlinear sciences in general.
基金The project supported by National Natural Science Foundation of China under Grant No. 10371098 and Program for New Century Excellent Talents in Universities (NCET)
文摘Black-Scholes equation is used to model stock option pricing. In this paper, optimal systems with one to four parameters of Lie point symmetries for Black-Scholes equation and its extension are obtained. Their symmetry breaking interaction associated with the optimal systems is also studied. As a. result, symmetry reductions and corresponding solutions for the resulting equations are obtained.
文摘The following paper tries to derive a Black-Scholes equation by using tools of quantum physics pertaining in that sense to Hamiltonian operator, path integrals, completeness equation, introducing ket and bra vectors. Schrodinger Hamiltonian is presented and compared to Black-Scholes-Schrodinger Hamiltonian. Similarity was demonstrated and it was proved that Schrodinger Hamiltonian was Hermitian while Black-Scholes Hamiltonian was anti-Hermitian. By using Schrodinger equation, price of option was implemented in the Schrodinger equation and by using Black-Scholes Hamiltonian. Black-Scholes equation was derived and a new and really powerful approach was demonstrated that could have immense application in the quantitative analysis and asset pricing.
文摘We introduce two algorithms in order to find the exact solution of the nonlinear Time-fractional Partial differential equation, in this research work. Those algorithms are proposed in the following structure: The Modified Homotopy Perturbation Method (MHPM), The Homotopy Perturbation and Sumudu Transform Method. The results achieved using the both methods are the same. However, we calculate the approached theoretical solution of the Black-Scholes model in the form of a convergent power series with a regularly calculated element. Finally, we propose a descriptive example to demonstrate the efficiency and the simplicity of the methods.
基金Project supported by the National Natural Science Foundation of China (Grant No.10271072)
文摘In this paper, by using the optimal stopping theory, the semilinear Black-Scholes partial differential equation (PDE) was invesigated in a fixed domain for valuing two assets of American (call-max/put-min) options. From the viscosity solution of a PDE, a unique viscosity solution was obtained for the semilinear Black-Scholes PDE.
文摘The Operator Splitting method is applied to differential equations occurring as mathematical models in financial models. This paper provides various operator splitting methods to obtain an effective and accurate solution to the Black-Scholes equation with appropriate boundary conditions for a European option pricing problem. Finally brief comparisons of option prices are given by different models.
文摘Numerical treatment of engineering application problems often eventually results in a solution of systems of linear or nonlinear equations.The solution process using digital computational devices usually takes tremendous time due to the extremely large size encountered in most real-world engineering applications.So,practical solvers for systems of linear and nonlinear equations based on multi graphic process units(GPUs)are proposed in order to accelerate the solving process.In the linear and nonlinear solvers,the preconditioned bi-conjugate gradient stable(PBi-CGstab)method and the Inexact Newton method are used to achieve the fast and stable convergence behavior.Multi-GPUs are utilized to obtain more data storage that large size problems need.
文摘In this paper the decay of global solutions to some nonlinear dissipative wave equations are discussed, which based on the method of prior estimate technique and a differenece inequality.